CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5790 |
1.5775 |
-0.0015 |
-0.1% |
1.5785 |
| High |
1.5817 |
1.5809 |
-0.0008 |
-0.1% |
1.5895 |
| Low |
1.5722 |
1.5752 |
0.0030 |
0.2% |
1.5719 |
| Close |
1.5722 |
1.5757 |
0.0035 |
0.2% |
1.5722 |
| Range |
0.0095 |
0.0057 |
-0.0038 |
-40.0% |
0.0176 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
20 |
119 |
99 |
495.0% |
235 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5944 |
1.5907 |
1.5788 |
|
| R3 |
1.5887 |
1.5850 |
1.5773 |
|
| R2 |
1.5830 |
1.5830 |
1.5767 |
|
| R1 |
1.5793 |
1.5793 |
1.5762 |
1.5783 |
| PP |
1.5773 |
1.5773 |
1.5773 |
1.5768 |
| S1 |
1.5736 |
1.5736 |
1.5752 |
1.5726 |
| S2 |
1.5716 |
1.5716 |
1.5747 |
|
| S3 |
1.5659 |
1.5679 |
1.5741 |
|
| S4 |
1.5602 |
1.5622 |
1.5726 |
|
|
| 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 |
1.5722 |
0.0173 |
1.1% |
0.0082 |
0.5% |
20% |
False |
False |
57 |
| 10 |
1.5895 |
1.5697 |
0.0198 |
1.3% |
0.0079 |
0.5% |
30% |
False |
False |
45 |
| 20 |
1.5895 |
1.5290 |
0.0605 |
3.8% |
0.0073 |
0.5% |
77% |
False |
False |
35 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0071 |
0.4% |
79% |
False |
False |
31 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.2% |
0.0051 |
0.3% |
79% |
False |
False |
22 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0038 |
0.2% |
61% |
False |
False |
17 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0031 |
0.2% |
61% |
False |
False |
14 |
| 120 |
1.6450 |
1.5240 |
0.1210 |
7.7% |
0.0025 |
0.2% |
43% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6051 |
|
2.618 |
1.5958 |
|
1.618 |
1.5901 |
|
1.000 |
1.5866 |
|
0.618 |
1.5844 |
|
HIGH |
1.5809 |
|
0.618 |
1.5787 |
|
0.500 |
1.5781 |
|
0.382 |
1.5774 |
|
LOW |
1.5752 |
|
0.618 |
1.5717 |
|
1.000 |
1.5695 |
|
1.618 |
1.5660 |
|
2.618 |
1.5603 |
|
4.250 |
1.5510 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5781 |
1.5784 |
| PP |
1.5773 |
1.5775 |
| S1 |
1.5765 |
1.5766 |
|