CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5830 |
1.5671 |
-0.0159 |
-1.0% |
1.5829 |
| High |
1.5830 |
1.5695 |
-0.0135 |
-0.9% |
1.5882 |
| Low |
1.5660 |
1.5601 |
-0.0059 |
-0.4% |
1.5660 |
| Close |
1.5667 |
1.5631 |
-0.0036 |
-0.2% |
1.5667 |
| Range |
0.0170 |
0.0094 |
-0.0076 |
-44.7% |
0.0222 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
123,695 |
99,036 |
-24,659 |
-19.9% |
480,267 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5924 |
1.5872 |
1.5683 |
|
| R3 |
1.5830 |
1.5778 |
1.5657 |
|
| R2 |
1.5736 |
1.5736 |
1.5648 |
|
| R1 |
1.5684 |
1.5684 |
1.5640 |
1.5663 |
| PP |
1.5642 |
1.5642 |
1.5642 |
1.5632 |
| S1 |
1.5590 |
1.5590 |
1.5622 |
1.5569 |
| S2 |
1.5548 |
1.5548 |
1.5614 |
|
| S3 |
1.5454 |
1.5496 |
1.5605 |
|
| S4 |
1.5360 |
1.5402 |
1.5579 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6402 |
1.6257 |
1.5789 |
|
| R3 |
1.6180 |
1.6035 |
1.5728 |
|
| R2 |
1.5958 |
1.5958 |
1.5708 |
|
| R1 |
1.5813 |
1.5813 |
1.5687 |
1.5775 |
| PP |
1.5736 |
1.5736 |
1.5736 |
1.5717 |
| S1 |
1.5591 |
1.5591 |
1.5647 |
1.5553 |
| S2 |
1.5514 |
1.5514 |
1.5626 |
|
| S3 |
1.5292 |
1.5369 |
1.5606 |
|
| S4 |
1.5070 |
1.5147 |
1.5545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5882 |
1.5601 |
0.0281 |
1.8% |
0.0124 |
0.8% |
11% |
False |
True |
101,194 |
| 10 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0114 |
0.7% |
8% |
False |
True |
97,127 |
| 20 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0117 |
0.7% |
8% |
False |
True |
100,361 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0115 |
0.7% |
53% |
False |
False |
94,027 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0118 |
0.8% |
53% |
False |
False |
84,602 |
| 80 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0120 |
0.8% |
53% |
False |
False |
64,686 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
46% |
False |
False |
51,757 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
46% |
False |
False |
43,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6095 |
|
2.618 |
1.5941 |
|
1.618 |
1.5847 |
|
1.000 |
1.5789 |
|
0.618 |
1.5753 |
|
HIGH |
1.5695 |
|
0.618 |
1.5659 |
|
0.500 |
1.5648 |
|
0.382 |
1.5637 |
|
LOW |
1.5601 |
|
0.618 |
1.5543 |
|
1.000 |
1.5507 |
|
1.618 |
1.5449 |
|
2.618 |
1.5355 |
|
4.250 |
1.5202 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5648 |
1.5717 |
| PP |
1.5642 |
1.5688 |
| S1 |
1.5637 |
1.5660 |
|