CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.5905 |
0.0005 |
0.0% |
1.5862 |
| High |
1.5971 |
1.5956 |
-0.0015 |
-0.1% |
1.5914 |
| Low |
1.5893 |
1.5888 |
-0.0005 |
0.0% |
1.5636 |
| Close |
1.5908 |
1.5939 |
0.0031 |
0.2% |
1.5872 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.8% |
0.0278 |
| ATR |
0.0100 |
0.0097 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
273 |
2,082 |
1,809 |
662.6% |
771 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6132 |
1.6103 |
1.5976 |
|
| R3 |
1.6064 |
1.6035 |
1.5958 |
|
| R2 |
1.5996 |
1.5996 |
1.5951 |
|
| R1 |
1.5967 |
1.5967 |
1.5945 |
1.5982 |
| PP |
1.5928 |
1.5928 |
1.5928 |
1.5935 |
| S1 |
1.5899 |
1.5899 |
1.5933 |
1.5914 |
| S2 |
1.5860 |
1.5860 |
1.5927 |
|
| S3 |
1.5792 |
1.5831 |
1.5920 |
|
| S4 |
1.5724 |
1.5763 |
1.5902 |
|
|
| 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 |
1.5712 |
0.0259 |
1.6% |
0.0098 |
0.6% |
88% |
False |
False |
662 |
| 10 |
1.5971 |
1.5636 |
0.0335 |
2.1% |
0.0106 |
0.7% |
90% |
False |
False |
424 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.1% |
0.0091 |
0.6% |
91% |
False |
False |
246 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0084 |
0.5% |
96% |
False |
False |
136 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0069 |
0.4% |
96% |
False |
False |
96 |
| 80 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0054 |
0.3% |
84% |
False |
False |
73 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0043 |
0.3% |
82% |
False |
False |
58 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0036 |
0.2% |
82% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6245 |
|
2.618 |
1.6134 |
|
1.618 |
1.6066 |
|
1.000 |
1.6024 |
|
0.618 |
1.5998 |
|
HIGH |
1.5956 |
|
0.618 |
1.5930 |
|
0.500 |
1.5922 |
|
0.382 |
1.5914 |
|
LOW |
1.5888 |
|
0.618 |
1.5846 |
|
1.000 |
1.5820 |
|
1.618 |
1.5778 |
|
2.618 |
1.5710 |
|
4.250 |
1.5599 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5933 |
1.5920 |
| PP |
1.5928 |
1.5900 |
| S1 |
1.5922 |
1.5881 |
|