CME British Pound Future June 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 |
1.5630 |
1.5690 |
0.0060 |
0.4% |
1.5826 |
| High |
1.5738 |
1.5734 |
-0.0004 |
0.0% |
1.5866 |
| Low |
1.5611 |
1.5639 |
0.0028 |
0.2% |
1.5652 |
| Close |
1.5679 |
1.5664 |
-0.0015 |
-0.1% |
1.5657 |
| Range |
0.0127 |
0.0095 |
-0.0032 |
-25.2% |
0.0214 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
47,659 |
63,418 |
15,759 |
33.1% |
28,849 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5964 |
1.5909 |
1.5716 |
|
| R3 |
1.5869 |
1.5814 |
1.5690 |
|
| R2 |
1.5774 |
1.5774 |
1.5681 |
|
| R1 |
1.5719 |
1.5719 |
1.5673 |
1.5699 |
| PP |
1.5679 |
1.5679 |
1.5679 |
1.5669 |
| S1 |
1.5624 |
1.5624 |
1.5655 |
1.5604 |
| S2 |
1.5584 |
1.5584 |
1.5647 |
|
| S3 |
1.5489 |
1.5529 |
1.5638 |
|
| S4 |
1.5394 |
1.5434 |
1.5612 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6226 |
1.5775 |
|
| R3 |
1.6153 |
1.6012 |
1.5716 |
|
| R2 |
1.5939 |
1.5939 |
1.5696 |
|
| R1 |
1.5798 |
1.5798 |
1.5677 |
1.5762 |
| PP |
1.5725 |
1.5725 |
1.5725 |
1.5707 |
| S1 |
1.5584 |
1.5584 |
1.5637 |
1.5548 |
| S2 |
1.5511 |
1.5511 |
1.5618 |
|
| S3 |
1.5297 |
1.5370 |
1.5598 |
|
| S4 |
1.5083 |
1.5156 |
1.5539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5822 |
1.5591 |
0.0231 |
1.5% |
0.0118 |
0.8% |
32% |
False |
False |
31,335 |
| 10 |
1.5956 |
1.5591 |
0.0365 |
2.3% |
0.0112 |
0.7% |
20% |
False |
False |
16,765 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0108 |
0.7% |
19% |
False |
False |
8,500 |
| 40 |
1.5971 |
1.5329 |
0.0642 |
4.1% |
0.0092 |
0.6% |
52% |
False |
False |
4,267 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0085 |
0.5% |
58% |
False |
False |
2,855 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0066 |
0.4% |
58% |
False |
False |
2,142 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0053 |
0.3% |
50% |
False |
False |
1,714 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.5% |
0.0044 |
0.3% |
50% |
False |
False |
1,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6138 |
|
2.618 |
1.5983 |
|
1.618 |
1.5888 |
|
1.000 |
1.5829 |
|
0.618 |
1.5793 |
|
HIGH |
1.5734 |
|
0.618 |
1.5698 |
|
0.500 |
1.5687 |
|
0.382 |
1.5675 |
|
LOW |
1.5639 |
|
0.618 |
1.5580 |
|
1.000 |
1.5544 |
|
1.618 |
1.5485 |
|
2.618 |
1.5390 |
|
4.250 |
1.5235 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5687 |
1.5665 |
| PP |
1.5679 |
1.5664 |
| S1 |
1.5672 |
1.5664 |
|