CME British Pound Future June 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 |
1.5702 |
1.5731 |
0.0029 |
0.2% |
1.5873 |
| High |
1.5742 |
1.5822 |
0.0080 |
0.5% |
1.5971 |
| Low |
1.5688 |
1.5714 |
0.0026 |
0.2% |
1.5790 |
| Close |
1.5728 |
1.5816 |
0.0088 |
0.6% |
1.5820 |
| Range |
0.0054 |
0.0108 |
0.0054 |
100.0% |
0.0181 |
| ATR |
0.0101 |
0.0102 |
0.0000 |
0.5% |
0.0000 |
| Volume |
2,995 |
4,058 |
1,063 |
35.5% |
3,990 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6108 |
1.6070 |
1.5875 |
|
| R3 |
1.6000 |
1.5962 |
1.5846 |
|
| R2 |
1.5892 |
1.5892 |
1.5836 |
|
| R1 |
1.5854 |
1.5854 |
1.5826 |
1.5873 |
| PP |
1.5784 |
1.5784 |
1.5784 |
1.5794 |
| S1 |
1.5746 |
1.5746 |
1.5806 |
1.5765 |
| S2 |
1.5676 |
1.5676 |
1.5796 |
|
| S3 |
1.5568 |
1.5638 |
1.5786 |
|
| S4 |
1.5460 |
1.5530 |
1.5757 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6403 |
1.6293 |
1.5920 |
|
| R3 |
1.6222 |
1.6112 |
1.5870 |
|
| R2 |
1.6041 |
1.6041 |
1.5853 |
|
| R1 |
1.5931 |
1.5931 |
1.5837 |
1.5896 |
| PP |
1.5860 |
1.5860 |
1.5860 |
1.5843 |
| S1 |
1.5750 |
1.5750 |
1.5803 |
1.5715 |
| S2 |
1.5679 |
1.5679 |
1.5787 |
|
| S3 |
1.5498 |
1.5569 |
1.5770 |
|
| S4 |
1.5317 |
1.5388 |
1.5720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5951 |
1.5685 |
0.0266 |
1.7% |
0.0113 |
0.7% |
49% |
False |
False |
2,590 |
| 10 |
1.5971 |
1.5685 |
0.0286 |
1.8% |
0.0106 |
0.7% |
46% |
False |
False |
1,626 |
| 20 |
1.5971 |
1.5632 |
0.0339 |
2.1% |
0.0100 |
0.6% |
54% |
False |
False |
882 |
| 40 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0090 |
0.6% |
79% |
False |
False |
458 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0078 |
0.5% |
79% |
False |
False |
312 |
| 80 |
1.6025 |
1.5240 |
0.0785 |
5.0% |
0.0060 |
0.4% |
73% |
False |
False |
234 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0048 |
0.3% |
67% |
False |
False |
188 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0040 |
0.3% |
67% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6105 |
|
1.618 |
1.5997 |
|
1.000 |
1.5930 |
|
0.618 |
1.5889 |
|
HIGH |
1.5822 |
|
0.618 |
1.5781 |
|
0.500 |
1.5768 |
|
0.382 |
1.5755 |
|
LOW |
1.5714 |
|
0.618 |
1.5647 |
|
1.000 |
1.5606 |
|
1.618 |
1.5539 |
|
2.618 |
1.5431 |
|
4.250 |
1.5255 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5800 |
1.5803 |
| PP |
1.5784 |
1.5789 |
| S1 |
1.5768 |
1.5776 |
|