CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5697 |
1.5804 |
0.0107 |
0.7% |
1.5521 |
| High |
1.5859 |
1.5811 |
-0.0048 |
-0.3% |
1.5715 |
| Low |
1.5697 |
1.5784 |
0.0087 |
0.6% |
1.5505 |
| Close |
1.5816 |
1.5784 |
-0.0032 |
-0.2% |
1.5702 |
| Range |
0.0162 |
0.0027 |
-0.0135 |
-83.3% |
0.0210 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
14 |
70 |
56 |
400.0% |
74 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5874 |
1.5856 |
1.5799 |
|
| R3 |
1.5847 |
1.5829 |
1.5791 |
|
| R2 |
1.5820 |
1.5820 |
1.5789 |
|
| R1 |
1.5802 |
1.5802 |
1.5786 |
1.5798 |
| PP |
1.5793 |
1.5793 |
1.5793 |
1.5791 |
| S1 |
1.5775 |
1.5775 |
1.5782 |
1.5771 |
| S2 |
1.5766 |
1.5766 |
1.5779 |
|
| S3 |
1.5739 |
1.5748 |
1.5777 |
|
| S4 |
1.5712 |
1.5721 |
1.5769 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6196 |
1.5818 |
|
| R3 |
1.6061 |
1.5986 |
1.5760 |
|
| R2 |
1.5851 |
1.5851 |
1.5741 |
|
| R1 |
1.5776 |
1.5776 |
1.5721 |
1.5814 |
| PP |
1.5641 |
1.5641 |
1.5641 |
1.5659 |
| S1 |
1.5566 |
1.5566 |
1.5683 |
1.5604 |
| S2 |
1.5431 |
1.5431 |
1.5664 |
|
| S3 |
1.5221 |
1.5356 |
1.5644 |
|
| S4 |
1.5011 |
1.5146 |
1.5587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5859 |
1.5626 |
0.0233 |
1.5% |
0.0068 |
0.4% |
68% |
False |
False |
35 |
| 10 |
1.5859 |
1.5439 |
0.0420 |
2.7% |
0.0068 |
0.4% |
82% |
False |
False |
23 |
| 20 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0075 |
0.5% |
88% |
False |
False |
29 |
| 40 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0058 |
0.4% |
88% |
False |
False |
22 |
| 60 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0041 |
0.3% |
65% |
False |
False |
16 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0031 |
0.2% |
64% |
False |
False |
12 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0025 |
0.2% |
64% |
False |
False |
10 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0021 |
0.1% |
43% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5926 |
|
2.618 |
1.5882 |
|
1.618 |
1.5855 |
|
1.000 |
1.5838 |
|
0.618 |
1.5828 |
|
HIGH |
1.5811 |
|
0.618 |
1.5801 |
|
0.500 |
1.5798 |
|
0.382 |
1.5794 |
|
LOW |
1.5784 |
|
0.618 |
1.5767 |
|
1.000 |
1.5757 |
|
1.618 |
1.5740 |
|
2.618 |
1.5713 |
|
4.250 |
1.5669 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5798 |
1.5782 |
| PP |
1.5793 |
1.5780 |
| S1 |
1.5789 |
1.5778 |
|