CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5670 |
1.5782 |
0.0112 |
0.7% |
1.5775 |
| High |
1.5800 |
1.5846 |
0.0046 |
0.3% |
1.5846 |
| Low |
1.5654 |
1.5779 |
0.0125 |
0.8% |
1.5632 |
| Close |
1.5785 |
1.5825 |
0.0040 |
0.3% |
1.5825 |
| Range |
0.0146 |
0.0067 |
-0.0079 |
-54.1% |
0.0214 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
109 |
267 |
158 |
145.0% |
746 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6018 |
1.5988 |
1.5862 |
|
| R3 |
1.5951 |
1.5921 |
1.5843 |
|
| R2 |
1.5884 |
1.5884 |
1.5837 |
|
| R1 |
1.5854 |
1.5854 |
1.5831 |
1.5869 |
| PP |
1.5817 |
1.5817 |
1.5817 |
1.5824 |
| S1 |
1.5787 |
1.5787 |
1.5819 |
1.5802 |
| S2 |
1.5750 |
1.5750 |
1.5813 |
|
| S3 |
1.5683 |
1.5720 |
1.5807 |
|
| S4 |
1.5616 |
1.5653 |
1.5788 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6331 |
1.5943 |
|
| R3 |
1.6196 |
1.6117 |
1.5884 |
|
| R2 |
1.5982 |
1.5982 |
1.5864 |
|
| R1 |
1.5903 |
1.5903 |
1.5845 |
1.5943 |
| PP |
1.5768 |
1.5768 |
1.5768 |
1.5787 |
| S1 |
1.5689 |
1.5689 |
1.5805 |
1.5729 |
| S2 |
1.5554 |
1.5554 |
1.5786 |
|
| S3 |
1.5340 |
1.5475 |
1.5766 |
|
| S4 |
1.5126 |
1.5261 |
1.5707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5846 |
1.5632 |
0.0214 |
1.4% |
0.0086 |
0.5% |
90% |
True |
False |
149 |
| 10 |
1.5895 |
1.5632 |
0.0263 |
1.7% |
0.0088 |
0.6% |
73% |
False |
False |
98 |
| 20 |
1.5895 |
1.5505 |
0.0390 |
2.5% |
0.0076 |
0.5% |
82% |
False |
False |
60 |
| 40 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0074 |
0.5% |
89% |
False |
False |
45 |
| 60 |
1.5895 |
1.5240 |
0.0655 |
4.1% |
0.0057 |
0.4% |
89% |
False |
False |
32 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0043 |
0.3% |
69% |
False |
False |
24 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0034 |
0.2% |
69% |
False |
False |
20 |
| 120 |
1.6352 |
1.5240 |
0.1112 |
7.0% |
0.0029 |
0.2% |
53% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6131 |
|
2.618 |
1.6021 |
|
1.618 |
1.5954 |
|
1.000 |
1.5913 |
|
0.618 |
1.5887 |
|
HIGH |
1.5846 |
|
0.618 |
1.5820 |
|
0.500 |
1.5813 |
|
0.382 |
1.5805 |
|
LOW |
1.5779 |
|
0.618 |
1.5738 |
|
1.000 |
1.5712 |
|
1.618 |
1.5671 |
|
2.618 |
1.5604 |
|
4.250 |
1.5494 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5821 |
1.5800 |
| PP |
1.5817 |
1.5775 |
| S1 |
1.5813 |
1.5750 |
|