CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6002 |
1.6010 |
0.0008 |
0.0% |
1.5862 |
| High |
1.6056 |
1.6040 |
-0.0016 |
-0.1% |
1.6030 |
| Low |
1.5972 |
1.5884 |
-0.0088 |
-0.6% |
1.5792 |
| Close |
1.6035 |
1.5888 |
-0.0147 |
-0.9% |
1.5988 |
| Range |
0.0084 |
0.0156 |
0.0072 |
85.7% |
0.0238 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.3% |
0.0000 |
| Volume |
89,683 |
106,782 |
17,099 |
19.1% |
494,230 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6405 |
1.6303 |
1.5974 |
|
| R3 |
1.6249 |
1.6147 |
1.5931 |
|
| R2 |
1.6093 |
1.6093 |
1.5917 |
|
| R1 |
1.5991 |
1.5991 |
1.5902 |
1.5964 |
| PP |
1.5937 |
1.5937 |
1.5937 |
1.5924 |
| S1 |
1.5835 |
1.5835 |
1.5874 |
1.5808 |
| S2 |
1.5781 |
1.5781 |
1.5859 |
|
| S3 |
1.5625 |
1.5679 |
1.5845 |
|
| S4 |
1.5469 |
1.5523 |
1.5802 |
|
|
| 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% |
0.0114 |
0.7% |
25% |
False |
False |
102,837 |
| 10 |
1.6056 |
1.5761 |
0.0295 |
1.9% |
0.0113 |
0.7% |
43% |
False |
False |
94,115 |
| 20 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0110 |
0.7% |
64% |
False |
False |
69,476 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0106 |
0.7% |
64% |
False |
False |
35,005 |
| 60 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0095 |
0.6% |
79% |
False |
False |
23,347 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0084 |
0.5% |
79% |
False |
False |
17,515 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0069 |
0.4% |
79% |
False |
False |
14,012 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0057 |
0.4% |
76% |
False |
False |
11,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6703 |
|
2.618 |
1.6448 |
|
1.618 |
1.6292 |
|
1.000 |
1.6196 |
|
0.618 |
1.6136 |
|
HIGH |
1.6040 |
|
0.618 |
1.5980 |
|
0.500 |
1.5962 |
|
0.382 |
1.5944 |
|
LOW |
1.5884 |
|
0.618 |
1.5788 |
|
1.000 |
1.5728 |
|
1.618 |
1.5632 |
|
2.618 |
1.5476 |
|
4.250 |
1.5221 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5962 |
1.5970 |
| PP |
1.5937 |
1.5943 |
| S1 |
1.5913 |
1.5915 |
|