CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5953 |
1.5829 |
-0.0124 |
-0.8% |
1.5887 |
| High |
1.5965 |
1.5876 |
-0.0089 |
-0.6% |
1.5991 |
| Low |
1.5822 |
1.5784 |
-0.0038 |
-0.2% |
1.5798 |
| Close |
1.5830 |
1.5867 |
0.0037 |
0.2% |
1.5830 |
| Range |
0.0143 |
0.0092 |
-0.0051 |
-35.7% |
0.0193 |
| ATR |
0.0116 |
0.0115 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
92,468 |
73,331 |
-19,137 |
-20.7% |
476,592 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6118 |
1.6085 |
1.5918 |
|
| R3 |
1.6026 |
1.5993 |
1.5892 |
|
| R2 |
1.5934 |
1.5934 |
1.5884 |
|
| R1 |
1.5901 |
1.5901 |
1.5875 |
1.5918 |
| PP |
1.5842 |
1.5842 |
1.5842 |
1.5851 |
| S1 |
1.5809 |
1.5809 |
1.5859 |
1.5826 |
| S2 |
1.5750 |
1.5750 |
1.5850 |
|
| S3 |
1.5658 |
1.5717 |
1.5842 |
|
| S4 |
1.5566 |
1.5625 |
1.5816 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6452 |
1.6334 |
1.5936 |
|
| R3 |
1.6259 |
1.6141 |
1.5883 |
|
| R2 |
1.6066 |
1.6066 |
1.5865 |
|
| R1 |
1.5948 |
1.5948 |
1.5848 |
1.5911 |
| PP |
1.5873 |
1.5873 |
1.5873 |
1.5854 |
| S1 |
1.5755 |
1.5755 |
1.5812 |
1.5718 |
| S2 |
1.5680 |
1.5680 |
1.5795 |
|
| S3 |
1.5487 |
1.5562 |
1.5777 |
|
| S4 |
1.5294 |
1.5369 |
1.5724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5991 |
1.5784 |
0.0207 |
1.3% |
0.0103 |
0.7% |
40% |
False |
True |
93,060 |
| 10 |
1.5991 |
1.5645 |
0.0346 |
2.2% |
0.0118 |
0.7% |
64% |
False |
False |
103,182 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0114 |
0.7% |
65% |
False |
False |
95,517 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.8% |
0.0113 |
0.7% |
84% |
False |
False |
90,779 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.8% |
0.0120 |
0.8% |
84% |
False |
False |
77,484 |
| 80 |
1.6101 |
1.5222 |
0.0879 |
5.5% |
0.0120 |
0.8% |
73% |
False |
False |
58,365 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
72% |
False |
False |
46,700 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0109 |
0.7% |
72% |
False |
False |
38,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6267 |
|
2.618 |
1.6117 |
|
1.618 |
1.6025 |
|
1.000 |
1.5968 |
|
0.618 |
1.5933 |
|
HIGH |
1.5876 |
|
0.618 |
1.5841 |
|
0.500 |
1.5830 |
|
0.382 |
1.5819 |
|
LOW |
1.5784 |
|
0.618 |
1.5727 |
|
1.000 |
1.5692 |
|
1.618 |
1.5635 |
|
2.618 |
1.5543 |
|
4.250 |
1.5393 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5855 |
1.5879 |
| PP |
1.5842 |
1.5875 |
| S1 |
1.5830 |
1.5871 |
|