CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5873 |
1.5825 |
-0.0048 |
-0.3% |
1.5862 |
| High |
1.5873 |
1.5895 |
0.0022 |
0.1% |
1.5914 |
| Low |
1.5805 |
1.5790 |
-0.0015 |
-0.1% |
1.5636 |
| Close |
1.5806 |
1.5875 |
0.0069 |
0.4% |
1.5872 |
| Range |
0.0068 |
0.0105 |
0.0037 |
54.4% |
0.0278 |
| ATR |
0.0099 |
0.0100 |
0.0000 |
0.4% |
0.0000 |
| Volume |
482 |
265 |
-217 |
-45.0% |
771 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6168 |
1.6127 |
1.5933 |
|
| R3 |
1.6063 |
1.6022 |
1.5904 |
|
| R2 |
1.5958 |
1.5958 |
1.5894 |
|
| R1 |
1.5917 |
1.5917 |
1.5885 |
1.5938 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5864 |
| S1 |
1.5812 |
1.5812 |
1.5865 |
1.5833 |
| S2 |
1.5748 |
1.5748 |
1.5856 |
|
| S3 |
1.5643 |
1.5707 |
1.5846 |
|
| S4 |
1.5538 |
1.5602 |
1.5817 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6641 |
1.6535 |
1.6025 |
|
| R3 |
1.6363 |
1.6257 |
1.5948 |
|
| R2 |
1.6085 |
1.6085 |
1.5923 |
|
| R1 |
1.5979 |
1.5979 |
1.5897 |
1.6032 |
| PP |
1.5807 |
1.5807 |
1.5807 |
1.5834 |
| S1 |
1.5701 |
1.5701 |
1.5847 |
1.5754 |
| S2 |
1.5529 |
1.5529 |
1.5821 |
|
| S3 |
1.5251 |
1.5423 |
1.5796 |
|
| S4 |
1.4973 |
1.5145 |
1.5719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5895 |
1.5636 |
0.0259 |
1.6% |
0.0110 |
0.7% |
92% |
True |
False |
266 |
| 10 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0108 |
0.7% |
86% |
False |
False |
214 |
| 20 |
1.5914 |
1.5632 |
0.0282 |
1.8% |
0.0093 |
0.6% |
86% |
False |
False |
130 |
| 40 |
1.5914 |
1.5240 |
0.0674 |
4.2% |
0.0085 |
0.5% |
94% |
False |
False |
80 |
| 60 |
1.5914 |
1.5240 |
0.0674 |
4.2% |
0.0066 |
0.4% |
94% |
False |
False |
57 |
| 80 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0052 |
0.3% |
76% |
False |
False |
43 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0041 |
0.3% |
74% |
False |
False |
35 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0034 |
0.2% |
74% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6341 |
|
2.618 |
1.6170 |
|
1.618 |
1.6065 |
|
1.000 |
1.6000 |
|
0.618 |
1.5960 |
|
HIGH |
1.5895 |
|
0.618 |
1.5855 |
|
0.500 |
1.5843 |
|
0.382 |
1.5830 |
|
LOW |
1.5790 |
|
0.618 |
1.5725 |
|
1.000 |
1.5685 |
|
1.618 |
1.5620 |
|
2.618 |
1.5515 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5864 |
1.5851 |
| PP |
1.5853 |
1.5827 |
| S1 |
1.5843 |
1.5804 |
|