CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 10-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5793 |
1.5790 |
-0.0003 |
0.0% |
1.5785 |
| High |
1.5845 |
1.5817 |
-0.0028 |
-0.2% |
1.5895 |
| Low |
1.5793 |
1.5722 |
-0.0071 |
-0.4% |
1.5719 |
| Close |
1.5809 |
1.5722 |
-0.0087 |
-0.6% |
1.5722 |
| Range |
0.0052 |
0.0095 |
0.0043 |
82.7% |
0.0176 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
0.8% |
0.0000 |
| Volume |
56 |
20 |
-36 |
-64.3% |
235 |
|
| Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6039 |
1.5975 |
1.5774 |
|
| R3 |
1.5944 |
1.5880 |
1.5748 |
|
| R2 |
1.5849 |
1.5849 |
1.5739 |
|
| R1 |
1.5785 |
1.5785 |
1.5731 |
1.5770 |
| PP |
1.5754 |
1.5754 |
1.5754 |
1.5746 |
| S1 |
1.5690 |
1.5690 |
1.5713 |
1.5675 |
| S2 |
1.5659 |
1.5659 |
1.5705 |
|
| S3 |
1.5564 |
1.5595 |
1.5696 |
|
| S4 |
1.5469 |
1.5500 |
1.5670 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6190 |
1.5819 |
|
| R3 |
1.6131 |
1.6014 |
1.5770 |
|
| R2 |
1.5955 |
1.5955 |
1.5754 |
|
| R1 |
1.5838 |
1.5838 |
1.5738 |
1.5809 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5764 |
| S1 |
1.5662 |
1.5662 |
1.5706 |
1.5633 |
| S2 |
1.5603 |
1.5603 |
1.5690 |
|
| S3 |
1.5427 |
1.5486 |
1.5674 |
|
| S4 |
1.5251 |
1.5310 |
1.5625 |
|
|
| 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% |
0.0089 |
0.6% |
2% |
False |
False |
47 |
| 10 |
1.5895 |
1.5648 |
0.0247 |
1.6% |
0.0077 |
0.5% |
30% |
False |
False |
39 |
| 20 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0077 |
0.5% |
74% |
False |
False |
35 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0070 |
0.4% |
74% |
False |
False |
28 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0050 |
0.3% |
74% |
False |
False |
20 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0038 |
0.2% |
56% |
False |
False |
15 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0030 |
0.2% |
56% |
False |
False |
12 |
| 120 |
1.6450 |
1.5240 |
0.1210 |
7.7% |
0.0025 |
0.2% |
40% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6221 |
|
2.618 |
1.6066 |
|
1.618 |
1.5971 |
|
1.000 |
1.5912 |
|
0.618 |
1.5876 |
|
HIGH |
1.5817 |
|
0.618 |
1.5781 |
|
0.500 |
1.5770 |
|
0.382 |
1.5758 |
|
LOW |
1.5722 |
|
0.618 |
1.5663 |
|
1.000 |
1.5627 |
|
1.618 |
1.5568 |
|
2.618 |
1.5473 |
|
4.250 |
1.5318 |
|
|
| Fisher Pivots for day following 10-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5770 |
1.5809 |
| PP |
1.5754 |
1.5780 |
| S1 |
1.5738 |
1.5751 |
|