CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5829 |
1.5862 |
0.0033 |
0.2% |
1.5887 |
| High |
1.5876 |
1.5882 |
0.0006 |
0.0% |
1.5991 |
| Low |
1.5784 |
1.5696 |
-0.0088 |
-0.6% |
1.5798 |
| Close |
1.5867 |
1.5706 |
-0.0161 |
-1.0% |
1.5830 |
| Range |
0.0092 |
0.0186 |
0.0094 |
102.2% |
0.0193 |
| ATR |
0.0115 |
0.0120 |
0.0005 |
4.5% |
0.0000 |
| Volume |
73,331 |
118,137 |
44,806 |
61.1% |
476,592 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6199 |
1.5808 |
|
| R3 |
1.6133 |
1.6013 |
1.5757 |
|
| R2 |
1.5947 |
1.5947 |
1.5740 |
|
| R1 |
1.5827 |
1.5827 |
1.5723 |
1.5794 |
| PP |
1.5761 |
1.5761 |
1.5761 |
1.5745 |
| S1 |
1.5641 |
1.5641 |
1.5689 |
1.5608 |
| S2 |
1.5575 |
1.5575 |
1.5672 |
|
| S3 |
1.5389 |
1.5455 |
1.5655 |
|
| S4 |
1.5203 |
1.5269 |
1.5604 |
|
|
| 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 |
1.5696 |
0.0295 |
1.9% |
0.0119 |
0.8% |
3% |
False |
True |
100,212 |
| 10 |
1.5991 |
1.5645 |
0.0346 |
2.2% |
0.0124 |
0.8% |
18% |
False |
False |
102,448 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0118 |
0.8% |
19% |
False |
False |
97,797 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0114 |
0.7% |
63% |
False |
False |
91,882 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0121 |
0.8% |
63% |
False |
False |
79,399 |
| 80 |
1.6077 |
1.5222 |
0.0855 |
5.4% |
0.0121 |
0.8% |
57% |
False |
False |
59,842 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0117 |
0.7% |
54% |
False |
False |
47,881 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0111 |
0.7% |
54% |
False |
False |
39,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6673 |
|
2.618 |
1.6369 |
|
1.618 |
1.6183 |
|
1.000 |
1.6068 |
|
0.618 |
1.5997 |
|
HIGH |
1.5882 |
|
0.618 |
1.5811 |
|
0.500 |
1.5789 |
|
0.382 |
1.5767 |
|
LOW |
1.5696 |
|
0.618 |
1.5581 |
|
1.000 |
1.5510 |
|
1.618 |
1.5395 |
|
2.618 |
1.5209 |
|
4.250 |
1.4906 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5789 |
1.5831 |
| PP |
1.5761 |
1.5789 |
| S1 |
1.5734 |
1.5748 |
|