CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5717 |
1.5742 |
0.0025 |
0.2% |
1.5887 |
| High |
1.5758 |
1.5833 |
0.0075 |
0.5% |
1.5991 |
| Low |
1.5697 |
1.5724 |
0.0027 |
0.2% |
1.5798 |
| Close |
1.5739 |
1.5826 |
0.0087 |
0.6% |
1.5830 |
| Range |
0.0061 |
0.0109 |
0.0048 |
78.7% |
0.0193 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
72,067 |
93,037 |
20,970 |
29.1% |
476,592 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6121 |
1.6083 |
1.5886 |
|
| R3 |
1.6012 |
1.5974 |
1.5856 |
|
| R2 |
1.5903 |
1.5903 |
1.5846 |
|
| R1 |
1.5865 |
1.5865 |
1.5836 |
1.5884 |
| PP |
1.5794 |
1.5794 |
1.5794 |
1.5804 |
| S1 |
1.5756 |
1.5756 |
1.5816 |
1.5775 |
| S2 |
1.5685 |
1.5685 |
1.5806 |
|
| S3 |
1.5576 |
1.5647 |
1.5796 |
|
| S4 |
1.5467 |
1.5538 |
1.5766 |
|
|
| 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 |
1.5965 |
1.5696 |
0.0269 |
1.7% |
0.0118 |
0.7% |
48% |
False |
False |
89,808 |
| 10 |
1.5991 |
1.5696 |
0.0295 |
1.9% |
0.0115 |
0.7% |
44% |
False |
False |
96,742 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0114 |
0.7% |
53% |
False |
False |
97,434 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0115 |
0.7% |
79% |
False |
False |
93,462 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0118 |
0.7% |
79% |
False |
False |
81,943 |
| 80 |
1.6059 |
1.5222 |
0.0837 |
5.3% |
0.0120 |
0.8% |
72% |
False |
False |
61,905 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0116 |
0.7% |
67% |
False |
False |
49,530 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0112 |
0.7% |
67% |
False |
False |
41,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6296 |
|
2.618 |
1.6118 |
|
1.618 |
1.6009 |
|
1.000 |
1.5942 |
|
0.618 |
1.5900 |
|
HIGH |
1.5833 |
|
0.618 |
1.5791 |
|
0.500 |
1.5779 |
|
0.382 |
1.5766 |
|
LOW |
1.5724 |
|
0.618 |
1.5657 |
|
1.000 |
1.5615 |
|
1.618 |
1.5548 |
|
2.618 |
1.5439 |
|
4.250 |
1.5261 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5810 |
1.5814 |
| PP |
1.5794 |
1.5801 |
| S1 |
1.5779 |
1.5789 |
|