CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5948 |
1.5826 |
-0.0122 |
-0.8% |
1.5873 |
| High |
1.5951 |
1.5866 |
-0.0085 |
-0.5% |
1.5971 |
| Low |
1.5817 |
1.5777 |
-0.0040 |
-0.3% |
1.5790 |
| Close |
1.5820 |
1.5858 |
0.0038 |
0.2% |
1.5820 |
| Range |
0.0134 |
0.0089 |
-0.0045 |
-33.6% |
0.0181 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
888 |
1,569 |
681 |
76.7% |
3,990 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6101 |
1.6068 |
1.5907 |
|
| R3 |
1.6012 |
1.5979 |
1.5882 |
|
| R2 |
1.5923 |
1.5923 |
1.5874 |
|
| R1 |
1.5890 |
1.5890 |
1.5866 |
1.5907 |
| PP |
1.5834 |
1.5834 |
1.5834 |
1.5842 |
| S1 |
1.5801 |
1.5801 |
1.5850 |
1.5818 |
| S2 |
1.5745 |
1.5745 |
1.5842 |
|
| S3 |
1.5656 |
1.5712 |
1.5834 |
|
| S4 |
1.5567 |
1.5623 |
1.5809 |
|
|
| 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 |
1.5777 |
0.0194 |
1.2% |
0.0095 |
0.6% |
42% |
False |
True |
1,015 |
| 10 |
1.5971 |
1.5636 |
0.0335 |
2.1% |
0.0107 |
0.7% |
66% |
False |
False |
633 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.1% |
0.0097 |
0.6% |
67% |
False |
False |
365 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0084 |
0.5% |
85% |
False |
False |
197 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0072 |
0.5% |
85% |
False |
False |
137 |
| 80 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0056 |
0.4% |
74% |
False |
False |
103 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0045 |
0.3% |
72% |
False |
False |
83 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0038 |
0.2% |
72% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6244 |
|
2.618 |
1.6099 |
|
1.618 |
1.6010 |
|
1.000 |
1.5955 |
|
0.618 |
1.5921 |
|
HIGH |
1.5866 |
|
0.618 |
1.5832 |
|
0.500 |
1.5822 |
|
0.382 |
1.5811 |
|
LOW |
1.5777 |
|
0.618 |
1.5722 |
|
1.000 |
1.5688 |
|
1.618 |
1.5633 |
|
2.618 |
1.5544 |
|
4.250 |
1.5399 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5846 |
1.5867 |
| PP |
1.5834 |
1.5864 |
| S1 |
1.5822 |
1.5861 |
|