CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5667 |
1.5710 |
0.0043 |
0.3% |
1.5671 |
| High |
1.5737 |
1.5861 |
0.0124 |
0.8% |
1.5861 |
| Low |
1.5633 |
1.5695 |
0.0062 |
0.4% |
1.5601 |
| Close |
1.5722 |
1.5832 |
0.0110 |
0.7% |
1.5832 |
| Range |
0.0104 |
0.0166 |
0.0062 |
59.6% |
0.0260 |
| ATR |
0.0115 |
0.0119 |
0.0004 |
3.1% |
0.0000 |
| Volume |
75,279 |
25,133 |
-50,146 |
-66.6% |
456,564 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6294 |
1.6229 |
1.5923 |
|
| R3 |
1.6128 |
1.6063 |
1.5878 |
|
| R2 |
1.5962 |
1.5962 |
1.5862 |
|
| R1 |
1.5897 |
1.5897 |
1.5847 |
1.5930 |
| PP |
1.5796 |
1.5796 |
1.5796 |
1.5812 |
| S1 |
1.5731 |
1.5731 |
1.5817 |
1.5764 |
| S2 |
1.5630 |
1.5630 |
1.5802 |
|
| S3 |
1.5464 |
1.5565 |
1.5786 |
|
| S4 |
1.5298 |
1.5399 |
1.5741 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6545 |
1.6448 |
1.5975 |
|
| R3 |
1.6285 |
1.6188 |
1.5904 |
|
| R2 |
1.6025 |
1.6025 |
1.5880 |
|
| R1 |
1.5928 |
1.5928 |
1.5856 |
1.5977 |
| PP |
1.5765 |
1.5765 |
1.5765 |
1.5789 |
| S1 |
1.5668 |
1.5668 |
1.5808 |
1.5717 |
| S2 |
1.5505 |
1.5505 |
1.5784 |
|
| S3 |
1.5245 |
1.5408 |
1.5761 |
|
| S4 |
1.4985 |
1.5148 |
1.5689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5861 |
1.5601 |
0.0260 |
1.6% |
0.0117 |
0.7% |
89% |
True |
False |
91,312 |
| 10 |
1.5882 |
1.5601 |
0.0281 |
1.8% |
0.0120 |
0.8% |
82% |
False |
False |
93,683 |
| 20 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0118 |
0.7% |
59% |
False |
False |
99,037 |
| 40 |
1.5991 |
1.5443 |
0.0548 |
3.5% |
0.0114 |
0.7% |
71% |
False |
False |
94,021 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0120 |
0.8% |
79% |
False |
False |
85,964 |
| 80 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0122 |
0.8% |
79% |
False |
False |
69,152 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
68% |
False |
False |
55,331 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0115 |
0.7% |
68% |
False |
False |
46,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6567 |
|
2.618 |
1.6296 |
|
1.618 |
1.6130 |
|
1.000 |
1.6027 |
|
0.618 |
1.5964 |
|
HIGH |
1.5861 |
|
0.618 |
1.5798 |
|
0.500 |
1.5778 |
|
0.382 |
1.5758 |
|
LOW |
1.5695 |
|
0.618 |
1.5592 |
|
1.000 |
1.5529 |
|
1.618 |
1.5426 |
|
2.618 |
1.5260 |
|
4.250 |
1.4990 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5814 |
1.5804 |
| PP |
1.5796 |
1.5775 |
| S1 |
1.5778 |
1.5747 |
|