CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5862 |
1.5955 |
0.0093 |
0.6% |
1.5835 |
| High |
1.5965 |
1.5994 |
0.0029 |
0.2% |
1.5914 |
| Low |
1.5792 |
1.5934 |
0.0142 |
0.9% |
1.5761 |
| Close |
1.5944 |
1.5953 |
0.0009 |
0.1% |
1.5860 |
| Range |
0.0173 |
0.0060 |
-0.0113 |
-65.3% |
0.0153 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
93,560 |
82,946 |
-10,614 |
-11.3% |
392,994 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6140 |
1.6107 |
1.5986 |
|
| R3 |
1.6080 |
1.6047 |
1.5970 |
|
| R2 |
1.6020 |
1.6020 |
1.5964 |
|
| R1 |
1.5987 |
1.5987 |
1.5959 |
1.5974 |
| PP |
1.5960 |
1.5960 |
1.5960 |
1.5954 |
| S1 |
1.5927 |
1.5927 |
1.5948 |
1.5914 |
| S2 |
1.5900 |
1.5900 |
1.5942 |
|
| S3 |
1.5840 |
1.5867 |
1.5937 |
|
| S4 |
1.5780 |
1.5807 |
1.5920 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6235 |
1.5944 |
|
| R3 |
1.6151 |
1.6082 |
1.5902 |
|
| R2 |
1.5998 |
1.5998 |
1.5888 |
|
| R1 |
1.5929 |
1.5929 |
1.5874 |
1.5964 |
| PP |
1.5845 |
1.5845 |
1.5845 |
1.5862 |
| S1 |
1.5776 |
1.5776 |
1.5846 |
1.5811 |
| S2 |
1.5692 |
1.5692 |
1.5832 |
|
| S3 |
1.5539 |
1.5623 |
1.5818 |
|
| S4 |
1.5386 |
1.5470 |
1.5776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5994 |
1.5761 |
0.0233 |
1.5% |
0.0113 |
0.7% |
82% |
True |
False |
85,393 |
| 10 |
1.5994 |
1.5624 |
0.0370 |
2.3% |
0.0109 |
0.7% |
89% |
True |
False |
77,909 |
| 20 |
1.5994 |
1.5591 |
0.0403 |
2.5% |
0.0110 |
0.7% |
90% |
True |
False |
44,179 |
| 40 |
1.5994 |
1.5591 |
0.0403 |
2.5% |
0.0101 |
0.6% |
90% |
True |
False |
22,154 |
| 60 |
1.5994 |
1.5240 |
0.0754 |
4.7% |
0.0093 |
0.6% |
95% |
True |
False |
14,780 |
| 80 |
1.5994 |
1.5240 |
0.0754 |
4.7% |
0.0077 |
0.5% |
95% |
True |
False |
11,087 |
| 100 |
1.6077 |
1.5240 |
0.0837 |
5.2% |
0.0063 |
0.4% |
85% |
False |
False |
8,870 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0053 |
0.3% |
83% |
False |
False |
7,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6249 |
|
2.618 |
1.6151 |
|
1.618 |
1.6091 |
|
1.000 |
1.6054 |
|
0.618 |
1.6031 |
|
HIGH |
1.5994 |
|
0.618 |
1.5971 |
|
0.500 |
1.5964 |
|
0.382 |
1.5957 |
|
LOW |
1.5934 |
|
0.618 |
1.5897 |
|
1.000 |
1.5874 |
|
1.618 |
1.5837 |
|
2.618 |
1.5777 |
|
4.250 |
1.5679 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5964 |
1.5933 |
| PP |
1.5960 |
1.5913 |
| S1 |
1.5957 |
1.5893 |
|