CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5704 |
1.5667 |
-0.0037 |
-0.2% |
1.5829 |
| High |
1.5744 |
1.5737 |
-0.0007 |
0.0% |
1.5882 |
| Low |
1.5649 |
1.5633 |
-0.0016 |
-0.1% |
1.5660 |
| Close |
1.5674 |
1.5722 |
0.0048 |
0.3% |
1.5667 |
| Range |
0.0095 |
0.0104 |
0.0009 |
9.5% |
0.0222 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
121,479 |
75,279 |
-46,200 |
-38.0% |
480,267 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6009 |
1.5970 |
1.5779 |
|
| R3 |
1.5905 |
1.5866 |
1.5751 |
|
| R2 |
1.5801 |
1.5801 |
1.5741 |
|
| R1 |
1.5762 |
1.5762 |
1.5732 |
1.5782 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5707 |
| S1 |
1.5658 |
1.5658 |
1.5712 |
1.5678 |
| S2 |
1.5593 |
1.5593 |
1.5703 |
|
| S3 |
1.5489 |
1.5554 |
1.5693 |
|
| S4 |
1.5385 |
1.5450 |
1.5665 |
|
|
| 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 |
1.5830 |
1.5601 |
0.0229 |
1.5% |
0.0118 |
0.8% |
53% |
False |
False |
111,025 |
| 10 |
1.5965 |
1.5601 |
0.0364 |
2.3% |
0.0118 |
0.8% |
33% |
False |
False |
100,416 |
| 20 |
1.5991 |
1.5601 |
0.0390 |
2.5% |
0.0118 |
0.8% |
31% |
False |
False |
103,397 |
| 40 |
1.5991 |
1.5407 |
0.0584 |
3.7% |
0.0112 |
0.7% |
54% |
False |
False |
95,414 |
| 60 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0118 |
0.8% |
65% |
False |
False |
86,553 |
| 80 |
1.5991 |
1.5222 |
0.0769 |
4.9% |
0.0121 |
0.8% |
65% |
False |
False |
68,839 |
| 100 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0118 |
0.7% |
56% |
False |
False |
55,081 |
| 120 |
1.6120 |
1.5222 |
0.0898 |
5.7% |
0.0114 |
0.7% |
56% |
False |
False |
45,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6179 |
|
2.618 |
1.6009 |
|
1.618 |
1.5905 |
|
1.000 |
1.5841 |
|
0.618 |
1.5801 |
|
HIGH |
1.5737 |
|
0.618 |
1.5697 |
|
0.500 |
1.5685 |
|
0.382 |
1.5673 |
|
LOW |
1.5633 |
|
0.618 |
1.5569 |
|
1.000 |
1.5529 |
|
1.618 |
1.5465 |
|
2.618 |
1.5361 |
|
4.250 |
1.5191 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5710 |
1.5709 |
| PP |
1.5697 |
1.5696 |
| S1 |
1.5685 |
1.5684 |
|