CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5914 |
1.5953 |
0.0039 |
0.2% |
1.5887 |
| High |
1.5974 |
1.5965 |
-0.0009 |
-0.1% |
1.5991 |
| Low |
1.5895 |
1.5822 |
-0.0073 |
-0.5% |
1.5798 |
| Close |
1.5950 |
1.5830 |
-0.0120 |
-0.8% |
1.5830 |
| Range |
0.0079 |
0.0143 |
0.0064 |
81.0% |
0.0193 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.8% |
0.0000 |
| Volume |
81,720 |
92,468 |
10,748 |
13.2% |
476,592 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6301 |
1.6209 |
1.5909 |
|
| R3 |
1.6158 |
1.6066 |
1.5869 |
|
| R2 |
1.6015 |
1.6015 |
1.5856 |
|
| R1 |
1.5923 |
1.5923 |
1.5843 |
1.5898 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5860 |
| S1 |
1.5780 |
1.5780 |
1.5817 |
1.5755 |
| S2 |
1.5729 |
1.5729 |
1.5804 |
|
| S3 |
1.5586 |
1.5637 |
1.5791 |
|
| S4 |
1.5443 |
1.5494 |
1.5751 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6452 |
1.6334 |
1.5936 |
|
| R3 |
1.6259 |
1.6141 |
1.5883 |
|
| R2 |
1.6066 |
1.6066 |
1.5865 |
|
| R1 |
1.5948 |
1.5948 |
1.5848 |
1.5911 |
| PP |
1.5873 |
1.5873 |
1.5873 |
1.5854 |
| S1 |
1.5755 |
1.5755 |
1.5812 |
1.5718 |
| S2 |
1.5680 |
1.5680 |
1.5795 |
|
| S3 |
1.5487 |
1.5562 |
1.5777 |
|
| S4 |
1.5294 |
1.5369 |
1.5724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5991 |
1.5798 |
0.0193 |
1.2% |
0.0102 |
0.6% |
17% |
False |
False |
95,318 |
| 10 |
1.5991 |
1.5645 |
0.0346 |
2.2% |
0.0116 |
0.7% |
53% |
False |
False |
104,392 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0115 |
0.7% |
54% |
False |
False |
96,793 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0115 |
0.7% |
79% |
False |
False |
90,928 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0120 |
0.8% |
79% |
False |
False |
76,289 |
| 80 |
1.6101 |
1.5222 |
0.0879 |
5.6% |
0.0120 |
0.8% |
69% |
False |
False |
57,449 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0116 |
0.7% |
68% |
False |
False |
45,967 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0108 |
0.7% |
68% |
False |
False |
38,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6573 |
|
2.618 |
1.6339 |
|
1.618 |
1.6196 |
|
1.000 |
1.6108 |
|
0.618 |
1.6053 |
|
HIGH |
1.5965 |
|
0.618 |
1.5910 |
|
0.500 |
1.5894 |
|
0.382 |
1.5877 |
|
LOW |
1.5822 |
|
0.618 |
1.5734 |
|
1.000 |
1.5679 |
|
1.618 |
1.5591 |
|
2.618 |
1.5448 |
|
4.250 |
1.5214 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5894 |
1.5907 |
| PP |
1.5872 |
1.5881 |
| S1 |
1.5851 |
1.5856 |
|