CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5809 |
1.5785 |
-0.0024 |
-0.2% |
1.5649 |
| High |
1.5811 |
1.5808 |
-0.0003 |
0.0% |
1.5859 |
| Low |
1.5741 |
1.5719 |
-0.0022 |
-0.1% |
1.5648 |
| Close |
1.5811 |
1.5808 |
-0.0003 |
0.0% |
1.5811 |
| Range |
0.0070 |
0.0089 |
0.0019 |
27.1% |
0.0211 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.6% |
0.0000 |
| Volume |
8 |
69 |
61 |
762.5% |
157 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.6016 |
1.5857 |
|
| R3 |
1.5956 |
1.5927 |
1.5832 |
|
| R2 |
1.5867 |
1.5867 |
1.5824 |
|
| R1 |
1.5838 |
1.5838 |
1.5816 |
1.5853 |
| PP |
1.5778 |
1.5778 |
1.5778 |
1.5786 |
| S1 |
1.5749 |
1.5749 |
1.5800 |
1.5764 |
| S2 |
1.5689 |
1.5689 |
1.5792 |
|
| S3 |
1.5600 |
1.5660 |
1.5784 |
|
| S4 |
1.5511 |
1.5571 |
1.5759 |
|
|
| 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 |
1.5697 |
0.0162 |
1.0% |
0.0076 |
0.5% |
69% |
False |
False |
34 |
| 10 |
1.5859 |
1.5525 |
0.0334 |
2.1% |
0.0069 |
0.4% |
85% |
False |
False |
29 |
| 20 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0072 |
0.5% |
92% |
False |
False |
32 |
| 40 |
1.5859 |
1.5240 |
0.0619 |
3.9% |
0.0062 |
0.4% |
92% |
False |
False |
24 |
| 60 |
1.6025 |
1.5240 |
0.0785 |
5.0% |
0.0044 |
0.3% |
72% |
False |
False |
17 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0033 |
0.2% |
67% |
False |
False |
13 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0026 |
0.2% |
67% |
False |
False |
11 |
| 120 |
1.6514 |
1.5240 |
0.1274 |
8.1% |
0.0022 |
0.1% |
45% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6186 |
|
2.618 |
1.6041 |
|
1.618 |
1.5952 |
|
1.000 |
1.5897 |
|
0.618 |
1.5863 |
|
HIGH |
1.5808 |
|
0.618 |
1.5774 |
|
0.500 |
1.5764 |
|
0.382 |
1.5753 |
|
LOW |
1.5719 |
|
0.618 |
1.5664 |
|
1.000 |
1.5630 |
|
1.618 |
1.5575 |
|
2.618 |
1.5486 |
|
4.250 |
1.5341 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5793 |
1.5794 |
| PP |
1.5778 |
1.5779 |
| S1 |
1.5764 |
1.5765 |
|