CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5657 |
1.5630 |
-0.0027 |
-0.2% |
1.5826 |
| High |
1.5685 |
1.5738 |
0.0053 |
0.3% |
1.5866 |
| Low |
1.5591 |
1.5611 |
0.0020 |
0.1% |
1.5652 |
| Close |
1.5621 |
1.5679 |
0.0058 |
0.4% |
1.5657 |
| Range |
0.0094 |
0.0127 |
0.0033 |
35.1% |
0.0214 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.5% |
0.0000 |
| Volume |
24,755 |
47,659 |
22,904 |
92.5% |
28,849 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6057 |
1.5995 |
1.5749 |
|
| R3 |
1.5930 |
1.5868 |
1.5714 |
|
| R2 |
1.5803 |
1.5803 |
1.5702 |
|
| R1 |
1.5741 |
1.5741 |
1.5691 |
1.5772 |
| PP |
1.5676 |
1.5676 |
1.5676 |
1.5692 |
| S1 |
1.5614 |
1.5614 |
1.5667 |
1.5645 |
| S2 |
1.5549 |
1.5549 |
1.5656 |
|
| S3 |
1.5422 |
1.5487 |
1.5644 |
|
| S4 |
1.5295 |
1.5360 |
1.5609 |
|
|
| 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 |
1.5822 |
1.5591 |
0.0231 |
1.5% |
0.0110 |
0.7% |
38% |
False |
False |
19,250 |
| 10 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0110 |
0.7% |
23% |
False |
False |
10,450 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0109 |
0.7% |
23% |
False |
False |
5,332 |
| 40 |
1.5971 |
1.5290 |
0.0681 |
4.3% |
0.0091 |
0.6% |
57% |
False |
False |
2,683 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0083 |
0.5% |
60% |
False |
False |
1,798 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0065 |
0.4% |
60% |
False |
False |
1,349 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0052 |
0.3% |
51% |
False |
False |
1,080 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0044 |
0.3% |
51% |
False |
False |
900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6278 |
|
2.618 |
1.6070 |
|
1.618 |
1.5943 |
|
1.000 |
1.5865 |
|
0.618 |
1.5816 |
|
HIGH |
1.5738 |
|
0.618 |
1.5689 |
|
0.500 |
1.5675 |
|
0.382 |
1.5660 |
|
LOW |
1.5611 |
|
0.618 |
1.5533 |
|
1.000 |
1.5484 |
|
1.618 |
1.5406 |
|
2.618 |
1.5279 |
|
4.250 |
1.5071 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5678 |
1.5705 |
| PP |
1.5676 |
1.5696 |
| S1 |
1.5675 |
1.5688 |
|