CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5865 |
1.5702 |
-0.0163 |
-1.0% |
1.5873 |
| High |
1.5866 |
1.5742 |
-0.0124 |
-0.8% |
1.5971 |
| Low |
1.5685 |
1.5688 |
0.0003 |
0.0% |
1.5790 |
| Close |
1.5696 |
1.5728 |
0.0032 |
0.2% |
1.5820 |
| Range |
0.0181 |
0.0054 |
-0.0127 |
-70.2% |
0.0181 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
3,441 |
2,995 |
-446 |
-13.0% |
3,990 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5881 |
1.5859 |
1.5758 |
|
| R3 |
1.5827 |
1.5805 |
1.5743 |
|
| R2 |
1.5773 |
1.5773 |
1.5738 |
|
| R1 |
1.5751 |
1.5751 |
1.5733 |
1.5762 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5725 |
| S1 |
1.5697 |
1.5697 |
1.5723 |
1.5708 |
| S2 |
1.5665 |
1.5665 |
1.5718 |
|
| S3 |
1.5611 |
1.5643 |
1.5713 |
|
| S4 |
1.5557 |
1.5589 |
1.5698 |
|
|
| 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 |
1.5956 |
1.5685 |
0.0271 |
1.7% |
0.0105 |
0.7% |
16% |
False |
False |
2,195 |
| 10 |
1.5971 |
1.5651 |
0.0320 |
2.0% |
0.0102 |
0.7% |
24% |
False |
False |
1,234 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.2% |
0.0099 |
0.6% |
28% |
False |
False |
682 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0088 |
0.6% |
67% |
False |
False |
357 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0076 |
0.5% |
67% |
False |
False |
244 |
| 80 |
1.6025 |
1.5240 |
0.0785 |
5.0% |
0.0059 |
0.4% |
62% |
False |
False |
184 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0047 |
0.3% |
57% |
False |
False |
147 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0039 |
0.3% |
57% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5972 |
|
2.618 |
1.5883 |
|
1.618 |
1.5829 |
|
1.000 |
1.5796 |
|
0.618 |
1.5775 |
|
HIGH |
1.5742 |
|
0.618 |
1.5721 |
|
0.500 |
1.5715 |
|
0.382 |
1.5709 |
|
LOW |
1.5688 |
|
0.618 |
1.5655 |
|
1.000 |
1.5634 |
|
1.618 |
1.5601 |
|
2.618 |
1.5547 |
|
4.250 |
1.5459 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5724 |
1.5776 |
| PP |
1.5719 |
1.5760 |
| S1 |
1.5715 |
1.5744 |
|