CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5742 |
1.5830 |
0.0088 |
0.6% |
1.5829 |
| High |
1.5833 |
1.5830 |
-0.0003 |
0.0% |
1.5882 |
| Low |
1.5724 |
1.5660 |
-0.0064 |
-0.4% |
1.5660 |
| Close |
1.5826 |
1.5667 |
-0.0159 |
-1.0% |
1.5667 |
| Range |
0.0109 |
0.0170 |
0.0061 |
56.0% |
0.0222 |
| ATR |
0.0115 |
0.0119 |
0.0004 |
3.4% |
0.0000 |
| Volume |
93,037 |
123,695 |
30,658 |
33.0% |
480,267 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6229 |
1.6118 |
1.5761 |
|
| R3 |
1.6059 |
1.5948 |
1.5714 |
|
| R2 |
1.5889 |
1.5889 |
1.5698 |
|
| R1 |
1.5778 |
1.5778 |
1.5683 |
1.5749 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5704 |
| S1 |
1.5608 |
1.5608 |
1.5651 |
1.5579 |
| S2 |
1.5549 |
1.5549 |
1.5636 |
|
| S3 |
1.5379 |
1.5438 |
1.5620 |
|
| S4 |
1.5209 |
1.5268 |
1.5574 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6402 |
1.6257 |
1.5789 |
|
| R3 |
1.6180 |
1.6035 |
1.5728 |
|
| R2 |
1.5958 |
1.5958 |
1.5708 |
|
| R1 |
1.5813 |
1.5813 |
1.5687 |
1.5775 |
| PP |
1.5736 |
1.5736 |
1.5736 |
1.5717 |
| S1 |
1.5591 |
1.5591 |
1.5647 |
1.5553 |
| S2 |
1.5514 |
1.5514 |
1.5626 |
|
| S3 |
1.5292 |
1.5369 |
1.5606 |
|
| S4 |
1.5070 |
1.5147 |
1.5545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5882 |
1.5660 |
0.0222 |
1.4% |
0.0124 |
0.8% |
3% |
False |
True |
96,053 |
| 10 |
1.5991 |
1.5660 |
0.0331 |
2.1% |
0.0113 |
0.7% |
2% |
False |
True |
95,685 |
| 20 |
1.5991 |
1.5641 |
0.0350 |
2.2% |
0.0118 |
0.8% |
7% |
False |
False |
99,310 |
| 40 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0115 |
0.7% |
58% |
False |
False |
93,904 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0119 |
0.8% |
58% |
False |
False |
83,625 |
| 80 |
1.6000 |
1.5222 |
0.0778 |
5.0% |
0.0121 |
0.8% |
57% |
False |
False |
63,448 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
50% |
False |
False |
50,767 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
50% |
False |
False |
42,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6553 |
|
2.618 |
1.6275 |
|
1.618 |
1.6105 |
|
1.000 |
1.6000 |
|
0.618 |
1.5935 |
|
HIGH |
1.5830 |
|
0.618 |
1.5765 |
|
0.500 |
1.5745 |
|
0.382 |
1.5725 |
|
LOW |
1.5660 |
|
0.618 |
1.5555 |
|
1.000 |
1.5490 |
|
1.618 |
1.5385 |
|
2.618 |
1.5215 |
|
4.250 |
1.4938 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5745 |
1.5747 |
| PP |
1.5719 |
1.5720 |
| S1 |
1.5693 |
1.5694 |
|