CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5825 |
1.5900 |
0.0075 |
0.5% |
1.5862 |
| High |
1.5895 |
1.5971 |
0.0076 |
0.5% |
1.5914 |
| Low |
1.5790 |
1.5893 |
0.0103 |
0.7% |
1.5636 |
| Close |
1.5875 |
1.5908 |
0.0033 |
0.2% |
1.5872 |
| Range |
0.0105 |
0.0078 |
-0.0027 |
-25.7% |
0.0278 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
265 |
273 |
8 |
3.0% |
771 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6158 |
1.6111 |
1.5951 |
|
| R3 |
1.6080 |
1.6033 |
1.5929 |
|
| R2 |
1.6002 |
1.6002 |
1.5922 |
|
| R1 |
1.5955 |
1.5955 |
1.5915 |
1.5979 |
| PP |
1.5924 |
1.5924 |
1.5924 |
1.5936 |
| S1 |
1.5877 |
1.5877 |
1.5901 |
1.5901 |
| S2 |
1.5846 |
1.5846 |
1.5894 |
|
| S3 |
1.5768 |
1.5799 |
1.5887 |
|
| S4 |
1.5690 |
1.5721 |
1.5865 |
|
|
| 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 |
1.5971 |
1.5651 |
0.0320 |
2.0% |
0.0099 |
0.6% |
80% |
True |
False |
274 |
| 10 |
1.5971 |
1.5636 |
0.0335 |
2.1% |
0.0105 |
0.7% |
81% |
True |
False |
236 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.1% |
0.0096 |
0.6% |
81% |
True |
False |
143 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0084 |
0.5% |
91% |
True |
False |
84 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0067 |
0.4% |
91% |
True |
False |
61 |
| 80 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0053 |
0.3% |
80% |
False |
False |
47 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0042 |
0.3% |
78% |
False |
False |
38 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0035 |
0.2% |
78% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6303 |
|
2.618 |
1.6175 |
|
1.618 |
1.6097 |
|
1.000 |
1.6049 |
|
0.618 |
1.6019 |
|
HIGH |
1.5971 |
|
0.618 |
1.5941 |
|
0.500 |
1.5932 |
|
0.382 |
1.5923 |
|
LOW |
1.5893 |
|
0.618 |
1.5845 |
|
1.000 |
1.5815 |
|
1.618 |
1.5767 |
|
2.618 |
1.5689 |
|
4.250 |
1.5562 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5932 |
1.5899 |
| PP |
1.5924 |
1.5890 |
| S1 |
1.5916 |
1.5881 |
|