CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5731 |
1.5818 |
0.0087 |
0.6% |
1.5826 |
| High |
1.5822 |
1.5818 |
-0.0004 |
0.0% |
1.5866 |
| Low |
1.5714 |
1.5652 |
-0.0062 |
-0.4% |
1.5652 |
| Close |
1.5816 |
1.5657 |
-0.0159 |
-1.0% |
1.5657 |
| Range |
0.0108 |
0.0166 |
0.0058 |
53.7% |
0.0214 |
| ATR |
0.0102 |
0.0106 |
0.0005 |
4.5% |
0.0000 |
| Volume |
4,058 |
16,786 |
12,728 |
313.7% |
28,849 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6207 |
1.6098 |
1.5748 |
|
| R3 |
1.6041 |
1.5932 |
1.5703 |
|
| R2 |
1.5875 |
1.5875 |
1.5687 |
|
| R1 |
1.5766 |
1.5766 |
1.5672 |
1.5738 |
| PP |
1.5709 |
1.5709 |
1.5709 |
1.5695 |
| S1 |
1.5600 |
1.5600 |
1.5642 |
1.5572 |
| S2 |
1.5543 |
1.5543 |
1.5627 |
|
| S3 |
1.5377 |
1.5434 |
1.5611 |
|
| S4 |
1.5211 |
1.5268 |
1.5566 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6226 |
1.5775 |
|
| R3 |
1.6153 |
1.6012 |
1.5716 |
|
| R2 |
1.5939 |
1.5939 |
1.5696 |
|
| R1 |
1.5798 |
1.5798 |
1.5677 |
1.5762 |
| PP |
1.5725 |
1.5725 |
1.5725 |
1.5707 |
| S1 |
1.5584 |
1.5584 |
1.5637 |
1.5548 |
| S2 |
1.5511 |
1.5511 |
1.5618 |
|
| S3 |
1.5297 |
1.5370 |
1.5598 |
|
| S4 |
1.5083 |
1.5156 |
1.5539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5866 |
1.5652 |
0.0214 |
1.4% |
0.0120 |
0.8% |
2% |
False |
True |
5,769 |
| 10 |
1.5971 |
1.5652 |
0.0319 |
2.0% |
0.0105 |
0.7% |
2% |
False |
True |
3,283 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.2% |
0.0105 |
0.7% |
7% |
False |
False |
1,718 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0090 |
0.6% |
57% |
False |
False |
878 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0081 |
0.5% |
57% |
False |
False |
591 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0062 |
0.4% |
57% |
False |
False |
444 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0050 |
0.3% |
49% |
False |
False |
356 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0042 |
0.3% |
49% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6524 |
|
2.618 |
1.6253 |
|
1.618 |
1.6087 |
|
1.000 |
1.5984 |
|
0.618 |
1.5921 |
|
HIGH |
1.5818 |
|
0.618 |
1.5755 |
|
0.500 |
1.5735 |
|
0.382 |
1.5715 |
|
LOW |
1.5652 |
|
0.618 |
1.5549 |
|
1.000 |
1.5486 |
|
1.618 |
1.5383 |
|
2.618 |
1.5217 |
|
4.250 |
1.4947 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5735 |
1.5737 |
| PP |
1.5709 |
1.5710 |
| S1 |
1.5683 |
1.5684 |
|