CME British Pound Future June 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 |
1.5690 |
1.5658 |
-0.0032 |
-0.2% |
1.5826 |
| High |
1.5734 |
1.5728 |
-0.0006 |
0.0% |
1.5866 |
| Low |
1.5639 |
1.5624 |
-0.0015 |
-0.1% |
1.5652 |
| Close |
1.5664 |
1.5712 |
0.0048 |
0.3% |
1.5657 |
| Range |
0.0095 |
0.0104 |
0.0009 |
9.5% |
0.0214 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
63,418 |
46,430 |
-16,988 |
-26.8% |
28,849 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6000 |
1.5960 |
1.5769 |
|
| R3 |
1.5896 |
1.5856 |
1.5741 |
|
| R2 |
1.5792 |
1.5792 |
1.5731 |
|
| R1 |
1.5752 |
1.5752 |
1.5722 |
1.5772 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5698 |
| S1 |
1.5648 |
1.5648 |
1.5702 |
1.5668 |
| S2 |
1.5584 |
1.5584 |
1.5693 |
|
| S3 |
1.5480 |
1.5544 |
1.5683 |
|
| S4 |
1.5376 |
1.5440 |
1.5655 |
|
|
| 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 |
1.5818 |
1.5591 |
0.0227 |
1.4% |
0.0117 |
0.7% |
53% |
False |
False |
39,809 |
| 10 |
1.5951 |
1.5591 |
0.0360 |
2.3% |
0.0115 |
0.7% |
34% |
False |
False |
21,199 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0111 |
0.7% |
32% |
False |
False |
10,812 |
| 40 |
1.5971 |
1.5417 |
0.0554 |
3.5% |
0.0092 |
0.6% |
53% |
False |
False |
5,428 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0085 |
0.5% |
65% |
False |
False |
3,628 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.7% |
0.0068 |
0.4% |
65% |
False |
False |
2,722 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0054 |
0.3% |
55% |
False |
False |
2,178 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0045 |
0.3% |
55% |
False |
False |
1,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6170 |
|
2.618 |
1.6000 |
|
1.618 |
1.5896 |
|
1.000 |
1.5832 |
|
0.618 |
1.5792 |
|
HIGH |
1.5728 |
|
0.618 |
1.5688 |
|
0.500 |
1.5676 |
|
0.382 |
1.5664 |
|
LOW |
1.5624 |
|
0.618 |
1.5560 |
|
1.000 |
1.5520 |
|
1.618 |
1.5456 |
|
2.618 |
1.5352 |
|
4.250 |
1.5182 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5700 |
1.5700 |
| PP |
1.5688 |
1.5687 |
| S1 |
1.5676 |
1.5675 |
|