CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5905 |
1.5948 |
0.0043 |
0.3% |
1.5873 |
| High |
1.5956 |
1.5951 |
-0.0005 |
0.0% |
1.5971 |
| Low |
1.5888 |
1.5817 |
-0.0071 |
-0.4% |
1.5790 |
| Close |
1.5939 |
1.5820 |
-0.0119 |
-0.7% |
1.5820 |
| Range |
0.0068 |
0.0134 |
0.0066 |
97.1% |
0.0181 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
2.7% |
0.0000 |
| Volume |
2,082 |
888 |
-1,194 |
-57.3% |
3,990 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6265 |
1.6176 |
1.5894 |
|
| R3 |
1.6131 |
1.6042 |
1.5857 |
|
| R2 |
1.5997 |
1.5997 |
1.5845 |
|
| R1 |
1.5908 |
1.5908 |
1.5832 |
1.5886 |
| PP |
1.5863 |
1.5863 |
1.5863 |
1.5851 |
| S1 |
1.5774 |
1.5774 |
1.5808 |
1.5752 |
| S2 |
1.5729 |
1.5729 |
1.5795 |
|
| S3 |
1.5595 |
1.5640 |
1.5783 |
|
| S4 |
1.5461 |
1.5506 |
1.5746 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6403 |
1.6293 |
1.5920 |
|
| R3 |
1.6222 |
1.6112 |
1.5870 |
|
| R2 |
1.6041 |
1.6041 |
1.5853 |
|
| R1 |
1.5931 |
1.5931 |
1.5837 |
1.5896 |
| PP |
1.5860 |
1.5860 |
1.5860 |
1.5843 |
| S1 |
1.5750 |
1.5750 |
1.5803 |
1.5715 |
| S2 |
1.5679 |
1.5679 |
1.5787 |
|
| S3 |
1.5498 |
1.5569 |
1.5770 |
|
| S4 |
1.5317 |
1.5388 |
1.5720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5971 |
1.5790 |
0.0181 |
1.1% |
0.0091 |
0.6% |
17% |
False |
False |
798 |
| 10 |
1.5971 |
1.5636 |
0.0335 |
2.1% |
0.0105 |
0.7% |
55% |
False |
False |
502 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.1% |
0.0096 |
0.6% |
55% |
False |
False |
287 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0086 |
0.5% |
79% |
False |
False |
158 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0071 |
0.4% |
79% |
False |
False |
111 |
| 80 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0055 |
0.3% |
69% |
False |
False |
84 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0044 |
0.3% |
68% |
False |
False |
67 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0037 |
0.2% |
68% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6521 |
|
2.618 |
1.6302 |
|
1.618 |
1.6168 |
|
1.000 |
1.6085 |
|
0.618 |
1.6034 |
|
HIGH |
1.5951 |
|
0.618 |
1.5900 |
|
0.500 |
1.5884 |
|
0.382 |
1.5868 |
|
LOW |
1.5817 |
|
0.618 |
1.5734 |
|
1.000 |
1.5683 |
|
1.618 |
1.5600 |
|
2.618 |
1.5466 |
|
4.250 |
1.5248 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5884 |
1.5894 |
| PP |
1.5863 |
1.5869 |
| S1 |
1.5841 |
1.5845 |
|