CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5880 |
1.5793 |
-0.0087 |
-0.5% |
1.5649 |
| High |
1.5895 |
1.5845 |
-0.0050 |
-0.3% |
1.5859 |
| Low |
1.5793 |
1.5793 |
0.0000 |
0.0% |
1.5648 |
| Close |
1.5799 |
1.5809 |
0.0010 |
0.1% |
1.5811 |
| Range |
0.0102 |
0.0052 |
-0.0050 |
-49.0% |
0.0211 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
66 |
56 |
-10 |
-15.2% |
157 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5972 |
1.5942 |
1.5838 |
|
| R3 |
1.5920 |
1.5890 |
1.5823 |
|
| R2 |
1.5868 |
1.5868 |
1.5819 |
|
| R1 |
1.5838 |
1.5838 |
1.5814 |
1.5853 |
| PP |
1.5816 |
1.5816 |
1.5816 |
1.5823 |
| S1 |
1.5786 |
1.5786 |
1.5804 |
1.5801 |
| S2 |
1.5764 |
1.5764 |
1.5799 |
|
| S3 |
1.5712 |
1.5734 |
1.5795 |
|
| S4 |
1.5660 |
1.5682 |
1.5780 |
|
|
| 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 |
1.5895 |
1.5719 |
0.0176 |
1.1% |
0.0084 |
0.5% |
51% |
False |
False |
44 |
| 10 |
1.5895 |
1.5626 |
0.0269 |
1.7% |
0.0076 |
0.5% |
68% |
False |
False |
39 |
| 20 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0075 |
0.5% |
87% |
False |
False |
37 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0068 |
0.4% |
87% |
False |
False |
28 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0048 |
0.3% |
87% |
False |
False |
20 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0036 |
0.2% |
67% |
False |
False |
15 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0029 |
0.2% |
67% |
False |
False |
12 |
| 120 |
1.6450 |
1.5240 |
0.1210 |
7.7% |
0.0024 |
0.2% |
47% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5981 |
|
1.618 |
1.5929 |
|
1.000 |
1.5897 |
|
0.618 |
1.5877 |
|
HIGH |
1.5845 |
|
0.618 |
1.5825 |
|
0.500 |
1.5819 |
|
0.382 |
1.5813 |
|
LOW |
1.5793 |
|
0.618 |
1.5761 |
|
1.000 |
1.5741 |
|
1.618 |
1.5709 |
|
2.618 |
1.5657 |
|
4.250 |
1.5572 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5819 |
1.5842 |
| PP |
1.5816 |
1.5831 |
| S1 |
1.5812 |
1.5820 |
|