CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5658 |
1.5699 |
0.0041 |
0.3% |
1.5657 |
| High |
1.5728 |
1.5852 |
0.0124 |
0.8% |
1.5852 |
| Low |
1.5624 |
1.5685 |
0.0061 |
0.4% |
1.5591 |
| Close |
1.5712 |
1.5823 |
0.0111 |
0.7% |
1.5823 |
| Range |
0.0104 |
0.0167 |
0.0063 |
60.6% |
0.0261 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
4.1% |
0.0000 |
| Volume |
46,430 |
99,743 |
53,313 |
114.8% |
282,005 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6288 |
1.6222 |
1.5915 |
|
| R3 |
1.6121 |
1.6055 |
1.5869 |
|
| R2 |
1.5954 |
1.5954 |
1.5854 |
|
| R1 |
1.5888 |
1.5888 |
1.5838 |
1.5921 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5803 |
| S1 |
1.5721 |
1.5721 |
1.5808 |
1.5754 |
| S2 |
1.5620 |
1.5620 |
1.5792 |
|
| S3 |
1.5453 |
1.5554 |
1.5777 |
|
| S4 |
1.5286 |
1.5387 |
1.5731 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6538 |
1.6442 |
1.5967 |
|
| R3 |
1.6277 |
1.6181 |
1.5895 |
|
| R2 |
1.6016 |
1.6016 |
1.5871 |
|
| R1 |
1.5920 |
1.5920 |
1.5847 |
1.5968 |
| PP |
1.5755 |
1.5755 |
1.5755 |
1.5780 |
| S1 |
1.5659 |
1.5659 |
1.5799 |
1.5707 |
| S2 |
1.5494 |
1.5494 |
1.5775 |
|
| S3 |
1.5233 |
1.5398 |
1.5751 |
|
| S4 |
1.4972 |
1.5137 |
1.5679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5852 |
1.5591 |
0.0261 |
1.6% |
0.0117 |
0.7% |
89% |
True |
False |
56,401 |
| 10 |
1.5866 |
1.5591 |
0.0275 |
1.7% |
0.0119 |
0.7% |
84% |
False |
False |
31,085 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0112 |
0.7% |
61% |
False |
False |
15,794 |
| 40 |
1.5971 |
1.5439 |
0.0532 |
3.4% |
0.0095 |
0.6% |
72% |
False |
False |
7,920 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0087 |
0.6% |
80% |
False |
False |
5,290 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0070 |
0.4% |
80% |
False |
False |
3,969 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0056 |
0.4% |
68% |
False |
False |
3,176 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0047 |
0.3% |
68% |
False |
False |
2,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6562 |
|
2.618 |
1.6289 |
|
1.618 |
1.6122 |
|
1.000 |
1.6019 |
|
0.618 |
1.5955 |
|
HIGH |
1.5852 |
|
0.618 |
1.5788 |
|
0.500 |
1.5769 |
|
0.382 |
1.5749 |
|
LOW |
1.5685 |
|
0.618 |
1.5582 |
|
1.000 |
1.5518 |
|
1.618 |
1.5415 |
|
2.618 |
1.5248 |
|
4.250 |
1.4975 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5805 |
1.5795 |
| PP |
1.5787 |
1.5766 |
| S1 |
1.5769 |
1.5738 |
|