CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5945 |
1.6002 |
0.0057 |
0.4% |
1.5862 |
| High |
1.6030 |
1.6056 |
0.0026 |
0.2% |
1.6030 |
| Low |
1.5924 |
1.5972 |
0.0048 |
0.3% |
1.5792 |
| Close |
1.5988 |
1.6035 |
0.0047 |
0.3% |
1.5988 |
| Range |
0.0106 |
0.0084 |
-0.0022 |
-20.8% |
0.0238 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
111,489 |
89,683 |
-21,806 |
-19.6% |
494,230 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6238 |
1.6081 |
|
| R3 |
1.6189 |
1.6154 |
1.6058 |
|
| R2 |
1.6105 |
1.6105 |
1.6050 |
|
| R1 |
1.6070 |
1.6070 |
1.6043 |
1.6088 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6030 |
| S1 |
1.5986 |
1.5986 |
1.6027 |
1.6004 |
| S2 |
1.5937 |
1.5937 |
1.6020 |
|
| S3 |
1.5853 |
1.5902 |
1.6012 |
|
| S4 |
1.5769 |
1.5818 |
1.5989 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6557 |
1.6119 |
|
| R3 |
1.6413 |
1.6319 |
1.6053 |
|
| R2 |
1.6175 |
1.6175 |
1.6032 |
|
| R1 |
1.6081 |
1.6081 |
1.6010 |
1.6128 |
| PP |
1.5937 |
1.5937 |
1.5937 |
1.5960 |
| S1 |
1.5843 |
1.5843 |
1.5966 |
1.5890 |
| S2 |
1.5699 |
1.5699 |
1.5944 |
|
| S3 |
1.5461 |
1.5605 |
1.5923 |
|
| S4 |
1.5223 |
1.5367 |
1.5857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6056 |
1.5833 |
0.0223 |
1.4% |
0.0094 |
0.6% |
91% |
True |
False |
98,070 |
| 10 |
1.6056 |
1.5761 |
0.0295 |
1.8% |
0.0104 |
0.7% |
93% |
True |
False |
90,116 |
| 20 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0112 |
0.7% |
95% |
True |
False |
64,309 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0104 |
0.7% |
95% |
True |
False |
32,337 |
| 60 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0094 |
0.6% |
97% |
True |
False |
21,568 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0082 |
0.5% |
97% |
True |
False |
16,180 |
| 100 |
1.6077 |
1.5240 |
0.0837 |
5.2% |
0.0067 |
0.4% |
95% |
False |
False |
12,944 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.3% |
0.0056 |
0.4% |
93% |
False |
False |
10,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6413 |
|
2.618 |
1.6276 |
|
1.618 |
1.6192 |
|
1.000 |
1.6140 |
|
0.618 |
1.6108 |
|
HIGH |
1.6056 |
|
0.618 |
1.6024 |
|
0.500 |
1.6014 |
|
0.382 |
1.6004 |
|
LOW |
1.5972 |
|
0.618 |
1.5920 |
|
1.000 |
1.5888 |
|
1.618 |
1.5836 |
|
2.618 |
1.5752 |
|
4.250 |
1.5615 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6028 |
1.6008 |
| PP |
1.6021 |
1.5981 |
| S1 |
1.6014 |
1.5954 |
|