CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5671 |
1.5635 |
-0.0036 |
-0.2% |
1.5829 |
| High |
1.5695 |
1.5747 |
0.0052 |
0.3% |
1.5882 |
| Low |
1.5601 |
1.5620 |
0.0019 |
0.1% |
1.5660 |
| Close |
1.5631 |
1.5688 |
0.0057 |
0.4% |
1.5667 |
| Range |
0.0094 |
0.0127 |
0.0033 |
35.1% |
0.0222 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
0.6% |
0.0000 |
| Volume |
99,036 |
135,637 |
36,601 |
37.0% |
480,267 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6066 |
1.6004 |
1.5758 |
|
| R3 |
1.5939 |
1.5877 |
1.5723 |
|
| R2 |
1.5812 |
1.5812 |
1.5711 |
|
| R1 |
1.5750 |
1.5750 |
1.5700 |
1.5781 |
| PP |
1.5685 |
1.5685 |
1.5685 |
1.5701 |
| S1 |
1.5623 |
1.5623 |
1.5676 |
1.5654 |
| S2 |
1.5558 |
1.5558 |
1.5665 |
|
| S3 |
1.5431 |
1.5496 |
1.5653 |
|
| S4 |
1.5304 |
1.5369 |
1.5618 |
|
|
| 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 |
1.5833 |
1.5601 |
0.0232 |
1.5% |
0.0112 |
0.7% |
38% |
False |
False |
104,694 |
| 10 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0115 |
0.7% |
22% |
False |
False |
102,453 |
| 20 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0119 |
0.8% |
22% |
False |
False |
103,590 |
| 40 |
1.5991 |
1.5273 |
0.0718 |
4.6% |
0.0113 |
0.7% |
58% |
False |
False |
94,965 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0118 |
0.8% |
61% |
False |
False |
85,672 |
| 80 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0121 |
0.8% |
61% |
False |
False |
66,381 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
52% |
False |
False |
53,114 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
52% |
False |
False |
44,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6287 |
|
2.618 |
1.6079 |
|
1.618 |
1.5952 |
|
1.000 |
1.5874 |
|
0.618 |
1.5825 |
|
HIGH |
1.5747 |
|
0.618 |
1.5698 |
|
0.500 |
1.5684 |
|
0.382 |
1.5669 |
|
LOW |
1.5620 |
|
0.618 |
1.5542 |
|
1.000 |
1.5493 |
|
1.618 |
1.5415 |
|
2.618 |
1.5288 |
|
4.250 |
1.5080 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5687 |
1.5716 |
| PP |
1.5685 |
1.5706 |
| S1 |
1.5684 |
1.5697 |
|