CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5782 |
1.5862 |
0.0080 |
0.5% |
1.5775 |
| High |
1.5846 |
1.5914 |
0.0068 |
0.4% |
1.5846 |
| Low |
1.5779 |
1.5762 |
-0.0017 |
-0.1% |
1.5632 |
| Close |
1.5825 |
1.5770 |
-0.0055 |
-0.3% |
1.5825 |
| Range |
0.0067 |
0.0152 |
0.0085 |
126.9% |
0.0214 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.9% |
0.0000 |
| Volume |
267 |
184 |
-83 |
-31.1% |
746 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6173 |
1.5854 |
|
| R3 |
1.6119 |
1.6021 |
1.5812 |
|
| R2 |
1.5967 |
1.5967 |
1.5798 |
|
| R1 |
1.5869 |
1.5869 |
1.5784 |
1.5842 |
| PP |
1.5815 |
1.5815 |
1.5815 |
1.5802 |
| S1 |
1.5717 |
1.5717 |
1.5756 |
1.5690 |
| S2 |
1.5663 |
1.5663 |
1.5742 |
|
| S3 |
1.5511 |
1.5565 |
1.5728 |
|
| S4 |
1.5359 |
1.5413 |
1.5686 |
|
|
| 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 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0105 |
0.7% |
49% |
True |
False |
162 |
| 10 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0094 |
0.6% |
49% |
True |
False |
109 |
| 20 |
1.5914 |
1.5525 |
0.0389 |
2.5% |
0.0081 |
0.5% |
63% |
True |
False |
69 |
| 40 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0075 |
0.5% |
79% |
True |
False |
48 |
| 60 |
1.5914 |
1.5240 |
0.0674 |
4.3% |
0.0059 |
0.4% |
79% |
True |
False |
35 |
| 80 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0045 |
0.3% |
62% |
False |
False |
27 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0036 |
0.2% |
62% |
False |
False |
22 |
| 120 |
1.6254 |
1.5240 |
0.1014 |
6.4% |
0.0030 |
0.2% |
52% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6560 |
|
2.618 |
1.6312 |
|
1.618 |
1.6160 |
|
1.000 |
1.6066 |
|
0.618 |
1.6008 |
|
HIGH |
1.5914 |
|
0.618 |
1.5856 |
|
0.500 |
1.5838 |
|
0.382 |
1.5820 |
|
LOW |
1.5762 |
|
0.618 |
1.5668 |
|
1.000 |
1.5610 |
|
1.618 |
1.5516 |
|
2.618 |
1.5364 |
|
4.250 |
1.5116 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5838 |
1.5784 |
| PP |
1.5815 |
1.5779 |
| S1 |
1.5793 |
1.5775 |
|