CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5804 |
1.5809 |
0.0005 |
0.0% |
1.5649 |
| High |
1.5811 |
1.5811 |
0.0000 |
0.0% |
1.5859 |
| Low |
1.5784 |
1.5741 |
-0.0043 |
-0.3% |
1.5648 |
| Close |
1.5784 |
1.5811 |
0.0027 |
0.2% |
1.5811 |
| Range |
0.0027 |
0.0070 |
0.0043 |
159.3% |
0.0211 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
70 |
8 |
-62 |
-88.6% |
157 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5974 |
1.5850 |
|
| R3 |
1.5928 |
1.5904 |
1.5830 |
|
| R2 |
1.5858 |
1.5858 |
1.5824 |
|
| R1 |
1.5834 |
1.5834 |
1.5817 |
1.5846 |
| PP |
1.5788 |
1.5788 |
1.5788 |
1.5794 |
| S1 |
1.5764 |
1.5764 |
1.5805 |
1.5776 |
| S2 |
1.5718 |
1.5718 |
1.5798 |
|
| S3 |
1.5648 |
1.5694 |
1.5792 |
|
| S4 |
1.5578 |
1.5624 |
1.5773 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6406 |
1.6319 |
1.5927 |
|
| R3 |
1.6195 |
1.6108 |
1.5869 |
|
| R2 |
1.5984 |
1.5984 |
1.5850 |
|
| R1 |
1.5897 |
1.5897 |
1.5830 |
1.5941 |
| PP |
1.5773 |
1.5773 |
1.5773 |
1.5794 |
| S1 |
1.5686 |
1.5686 |
1.5792 |
1.5730 |
| S2 |
1.5562 |
1.5562 |
1.5772 |
|
| S3 |
1.5351 |
1.5475 |
1.5753 |
|
| S4 |
1.5140 |
1.5264 |
1.5695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5859 |
1.5648 |
0.0211 |
1.3% |
0.0064 |
0.4% |
77% |
False |
False |
31 |
| 10 |
1.5859 |
1.5505 |
0.0354 |
2.2% |
0.0064 |
0.4% |
86% |
False |
False |
23 |
| 20 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0072 |
0.5% |
92% |
False |
False |
29 |
| 40 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0060 |
0.4% |
92% |
False |
False |
23 |
| 60 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0042 |
0.3% |
68% |
False |
False |
16 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0032 |
0.2% |
67% |
False |
False |
12 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0026 |
0.2% |
67% |
False |
False |
10 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0021 |
0.1% |
45% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6109 |
|
2.618 |
1.5994 |
|
1.618 |
1.5924 |
|
1.000 |
1.5881 |
|
0.618 |
1.5854 |
|
HIGH |
1.5811 |
|
0.618 |
1.5784 |
|
0.500 |
1.5776 |
|
0.382 |
1.5768 |
|
LOW |
1.5741 |
|
0.618 |
1.5698 |
|
1.000 |
1.5671 |
|
1.618 |
1.5628 |
|
2.618 |
1.5558 |
|
4.250 |
1.5444 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5799 |
1.5800 |
| PP |
1.5788 |
1.5789 |
| S1 |
1.5776 |
1.5778 |
|