CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5818 |
1.5657 |
-0.0161 |
-1.0% |
1.5826 |
| High |
1.5818 |
1.5685 |
-0.0133 |
-0.8% |
1.5866 |
| Low |
1.5652 |
1.5591 |
-0.0061 |
-0.4% |
1.5652 |
| Close |
1.5657 |
1.5621 |
-0.0036 |
-0.2% |
1.5657 |
| Range |
0.0166 |
0.0094 |
-0.0072 |
-43.4% |
0.0214 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
16,786 |
24,755 |
7,969 |
47.5% |
28,849 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5914 |
1.5862 |
1.5673 |
|
| R3 |
1.5820 |
1.5768 |
1.5647 |
|
| R2 |
1.5726 |
1.5726 |
1.5638 |
|
| R1 |
1.5674 |
1.5674 |
1.5630 |
1.5653 |
| PP |
1.5632 |
1.5632 |
1.5632 |
1.5622 |
| S1 |
1.5580 |
1.5580 |
1.5612 |
1.5559 |
| S2 |
1.5538 |
1.5538 |
1.5604 |
|
| S3 |
1.5444 |
1.5486 |
1.5595 |
|
| S4 |
1.5350 |
1.5392 |
1.5569 |
|
|
| 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 |
1.5591 |
0.0275 |
1.8% |
0.0121 |
0.8% |
11% |
False |
True |
10,407 |
| 10 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0108 |
0.7% |
8% |
False |
True |
5,711 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0105 |
0.7% |
8% |
False |
True |
2,955 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0091 |
0.6% |
52% |
False |
False |
1,495 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0082 |
0.5% |
52% |
False |
False |
1,004 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0064 |
0.4% |
52% |
False |
False |
754 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0051 |
0.3% |
45% |
False |
False |
603 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0043 |
0.3% |
45% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6085 |
|
2.618 |
1.5931 |
|
1.618 |
1.5837 |
|
1.000 |
1.5779 |
|
0.618 |
1.5743 |
|
HIGH |
1.5685 |
|
0.618 |
1.5649 |
|
0.500 |
1.5638 |
|
0.382 |
1.5627 |
|
LOW |
1.5591 |
|
0.618 |
1.5533 |
|
1.000 |
1.5497 |
|
1.618 |
1.5439 |
|
2.618 |
1.5345 |
|
4.250 |
1.5192 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5638 |
1.5707 |
| PP |
1.5632 |
1.5678 |
| S1 |
1.5627 |
1.5650 |
|