CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5826 |
1.5865 |
0.0039 |
0.2% |
1.5873 |
| High |
1.5866 |
1.5866 |
0.0000 |
0.0% |
1.5971 |
| Low |
1.5777 |
1.5685 |
-0.0092 |
-0.6% |
1.5790 |
| Close |
1.5858 |
1.5696 |
-0.0162 |
-1.0% |
1.5820 |
| Range |
0.0089 |
0.0181 |
0.0092 |
103.4% |
0.0181 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
5.9% |
0.0000 |
| Volume |
1,569 |
3,441 |
1,872 |
119.3% |
3,990 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6292 |
1.6175 |
1.5796 |
|
| R3 |
1.6111 |
1.5994 |
1.5746 |
|
| R2 |
1.5930 |
1.5930 |
1.5729 |
|
| R1 |
1.5813 |
1.5813 |
1.5713 |
1.5781 |
| PP |
1.5749 |
1.5749 |
1.5749 |
1.5733 |
| S1 |
1.5632 |
1.5632 |
1.5679 |
1.5600 |
| S2 |
1.5568 |
1.5568 |
1.5663 |
|
| S3 |
1.5387 |
1.5451 |
1.5646 |
|
| S4 |
1.5206 |
1.5270 |
1.5596 |
|
|
| 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 |
1.5685 |
0.0286 |
1.8% |
0.0110 |
0.7% |
4% |
False |
True |
1,650 |
| 10 |
1.5971 |
1.5636 |
0.0335 |
2.1% |
0.0110 |
0.7% |
18% |
False |
False |
958 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.2% |
0.0102 |
0.6% |
19% |
False |
False |
534 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0087 |
0.6% |
62% |
False |
False |
283 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0075 |
0.5% |
62% |
False |
False |
194 |
| 80 |
1.6025 |
1.5240 |
0.0785 |
5.0% |
0.0058 |
0.4% |
58% |
False |
False |
146 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0047 |
0.3% |
53% |
False |
False |
117 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0039 |
0.2% |
53% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6635 |
|
2.618 |
1.6340 |
|
1.618 |
1.6159 |
|
1.000 |
1.6047 |
|
0.618 |
1.5978 |
|
HIGH |
1.5866 |
|
0.618 |
1.5797 |
|
0.500 |
1.5776 |
|
0.382 |
1.5754 |
|
LOW |
1.5685 |
|
0.618 |
1.5573 |
|
1.000 |
1.5504 |
|
1.618 |
1.5392 |
|
2.618 |
1.5211 |
|
4.250 |
1.4916 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5776 |
1.5818 |
| PP |
1.5749 |
1.5777 |
| S1 |
1.5723 |
1.5737 |
|