CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5664 |
1.5670 |
0.0006 |
0.0% |
1.5785 |
| High |
1.5715 |
1.5800 |
0.0085 |
0.5% |
1.5895 |
| Low |
1.5660 |
1.5654 |
-0.0006 |
0.0% |
1.5719 |
| Close |
1.5675 |
1.5785 |
0.0110 |
0.7% |
1.5722 |
| Range |
0.0055 |
0.0146 |
0.0091 |
165.5% |
0.0176 |
| ATR |
0.0088 |
0.0092 |
0.0004 |
4.8% |
0.0000 |
| Volume |
198 |
109 |
-89 |
-44.9% |
235 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6184 |
1.6131 |
1.5865 |
|
| R3 |
1.6038 |
1.5985 |
1.5825 |
|
| R2 |
1.5892 |
1.5892 |
1.5812 |
|
| R1 |
1.5839 |
1.5839 |
1.5798 |
1.5866 |
| PP |
1.5746 |
1.5746 |
1.5746 |
1.5760 |
| S1 |
1.5693 |
1.5693 |
1.5772 |
1.5720 |
| S2 |
1.5600 |
1.5600 |
1.5758 |
|
| S3 |
1.5454 |
1.5547 |
1.5745 |
|
| S4 |
1.5308 |
1.5401 |
1.5705 |
|
|
| 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 |
1.5817 |
1.5632 |
0.0185 |
1.2% |
0.0092 |
0.6% |
83% |
False |
False |
99 |
| 10 |
1.5895 |
1.5632 |
0.0263 |
1.7% |
0.0088 |
0.6% |
58% |
False |
False |
72 |
| 20 |
1.5895 |
1.5439 |
0.0456 |
2.9% |
0.0078 |
0.5% |
76% |
False |
False |
47 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0075 |
0.5% |
83% |
False |
False |
39 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0056 |
0.4% |
83% |
False |
False |
28 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0042 |
0.3% |
64% |
False |
False |
21 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0034 |
0.2% |
64% |
False |
False |
17 |
| 120 |
1.6352 |
1.5240 |
0.1112 |
7.0% |
0.0028 |
0.2% |
49% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6421 |
|
2.618 |
1.6182 |
|
1.618 |
1.6036 |
|
1.000 |
1.5946 |
|
0.618 |
1.5890 |
|
HIGH |
1.5800 |
|
0.618 |
1.5744 |
|
0.500 |
1.5727 |
|
0.382 |
1.5710 |
|
LOW |
1.5654 |
|
0.618 |
1.5564 |
|
1.000 |
1.5508 |
|
1.618 |
1.5418 |
|
2.618 |
1.5272 |
|
4.250 |
1.5034 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5766 |
1.5762 |
| PP |
1.5746 |
1.5739 |
| S1 |
1.5727 |
1.5716 |
|