CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5862 |
1.5717 |
-0.0145 |
-0.9% |
1.5887 |
| High |
1.5882 |
1.5758 |
-0.0124 |
-0.8% |
1.5991 |
| Low |
1.5696 |
1.5697 |
0.0001 |
0.0% |
1.5798 |
| Close |
1.5706 |
1.5739 |
0.0033 |
0.2% |
1.5830 |
| Range |
0.0186 |
0.0061 |
-0.0125 |
-67.2% |
0.0193 |
| ATR |
0.0120 |
0.0115 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
118,137 |
72,067 |
-46,070 |
-39.0% |
476,592 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5914 |
1.5888 |
1.5773 |
|
| R3 |
1.5853 |
1.5827 |
1.5756 |
|
| R2 |
1.5792 |
1.5792 |
1.5750 |
|
| R1 |
1.5766 |
1.5766 |
1.5745 |
1.5779 |
| PP |
1.5731 |
1.5731 |
1.5731 |
1.5738 |
| S1 |
1.5705 |
1.5705 |
1.5733 |
1.5718 |
| S2 |
1.5670 |
1.5670 |
1.5728 |
|
| S3 |
1.5609 |
1.5644 |
1.5722 |
|
| S4 |
1.5548 |
1.5583 |
1.5705 |
|
|
| 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 |
1.5974 |
1.5696 |
0.0278 |
1.8% |
0.0112 |
0.7% |
15% |
False |
False |
87,544 |
| 10 |
1.5991 |
1.5648 |
0.0343 |
2.2% |
0.0114 |
0.7% |
27% |
False |
False |
96,642 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0115 |
0.7% |
28% |
False |
False |
97,121 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0114 |
0.7% |
67% |
False |
False |
92,446 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0119 |
0.8% |
67% |
False |
False |
80,533 |
| 80 |
1.6059 |
1.5222 |
0.0837 |
5.3% |
0.0120 |
0.8% |
62% |
False |
False |
60,742 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0116 |
0.7% |
58% |
False |
False |
48,601 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0111 |
0.7% |
58% |
False |
False |
40,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6017 |
|
2.618 |
1.5918 |
|
1.618 |
1.5857 |
|
1.000 |
1.5819 |
|
0.618 |
1.5796 |
|
HIGH |
1.5758 |
|
0.618 |
1.5735 |
|
0.500 |
1.5728 |
|
0.382 |
1.5720 |
|
LOW |
1.5697 |
|
0.618 |
1.5659 |
|
1.000 |
1.5636 |
|
1.618 |
1.5598 |
|
2.618 |
1.5537 |
|
4.250 |
1.5438 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5735 |
1.5789 |
| PP |
1.5731 |
1.5772 |
| S1 |
1.5728 |
1.5756 |
|