CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5635 |
1.5704 |
0.0069 |
0.4% |
1.5829 |
| High |
1.5747 |
1.5744 |
-0.0003 |
0.0% |
1.5882 |
| Low |
1.5620 |
1.5649 |
0.0029 |
0.2% |
1.5660 |
| Close |
1.5688 |
1.5674 |
-0.0014 |
-0.1% |
1.5667 |
| Range |
0.0127 |
0.0095 |
-0.0032 |
-25.2% |
0.0222 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
135,637 |
121,479 |
-14,158 |
-10.4% |
480,267 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5974 |
1.5919 |
1.5726 |
|
| R3 |
1.5879 |
1.5824 |
1.5700 |
|
| R2 |
1.5784 |
1.5784 |
1.5691 |
|
| R1 |
1.5729 |
1.5729 |
1.5683 |
1.5709 |
| PP |
1.5689 |
1.5689 |
1.5689 |
1.5679 |
| S1 |
1.5634 |
1.5634 |
1.5665 |
1.5614 |
| S2 |
1.5594 |
1.5594 |
1.5657 |
|
| S3 |
1.5499 |
1.5539 |
1.5648 |
|
| S4 |
1.5404 |
1.5444 |
1.5622 |
|
|
| 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 |
1.5833 |
1.5601 |
0.0232 |
1.5% |
0.0119 |
0.8% |
31% |
False |
False |
114,576 |
| 10 |
1.5974 |
1.5601 |
0.0373 |
2.4% |
0.0116 |
0.7% |
20% |
False |
False |
101,060 |
| 20 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0117 |
0.7% |
19% |
False |
False |
104,247 |
| 40 |
1.5991 |
1.5318 |
0.0673 |
4.3% |
0.0113 |
0.7% |
53% |
False |
False |
95,750 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0118 |
0.8% |
59% |
False |
False |
86,481 |
| 80 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0121 |
0.8% |
59% |
False |
False |
67,899 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.8% |
50% |
False |
False |
54,328 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
50% |
False |
False |
45,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6148 |
|
2.618 |
1.5993 |
|
1.618 |
1.5898 |
|
1.000 |
1.5839 |
|
0.618 |
1.5803 |
|
HIGH |
1.5744 |
|
0.618 |
1.5708 |
|
0.500 |
1.5697 |
|
0.382 |
1.5685 |
|
LOW |
1.5649 |
|
0.618 |
1.5590 |
|
1.000 |
1.5554 |
|
1.618 |
1.5495 |
|
2.618 |
1.5400 |
|
4.250 |
1.5245 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5697 |
1.5674 |
| PP |
1.5689 |
1.5674 |
| S1 |
1.5682 |
1.5674 |
|