CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5699 |
1.5835 |
0.0136 |
0.9% |
1.5657 |
| High |
1.5852 |
1.5905 |
0.0053 |
0.3% |
1.5852 |
| Low |
1.5685 |
1.5812 |
0.0127 |
0.8% |
1.5591 |
| Close |
1.5823 |
1.5889 |
0.0066 |
0.4% |
1.5823 |
| Range |
0.0167 |
0.0093 |
-0.0074 |
-44.3% |
0.0261 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
99,743 |
75,743 |
-24,000 |
-24.1% |
282,005 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6148 |
1.6111 |
1.5940 |
|
| R3 |
1.6055 |
1.6018 |
1.5915 |
|
| R2 |
1.5962 |
1.5962 |
1.5906 |
|
| R1 |
1.5925 |
1.5925 |
1.5898 |
1.5944 |
| PP |
1.5869 |
1.5869 |
1.5869 |
1.5878 |
| S1 |
1.5832 |
1.5832 |
1.5880 |
1.5851 |
| S2 |
1.5776 |
1.5776 |
1.5872 |
|
| S3 |
1.5683 |
1.5739 |
1.5863 |
|
| S4 |
1.5590 |
1.5646 |
1.5838 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6538 |
1.6442 |
1.5967 |
|
| R3 |
1.6277 |
1.6181 |
1.5895 |
|
| R2 |
1.6016 |
1.6016 |
1.5871 |
|
| R1 |
1.5920 |
1.5920 |
1.5847 |
1.5968 |
| PP |
1.5755 |
1.5755 |
1.5755 |
1.5780 |
| S1 |
1.5659 |
1.5659 |
1.5799 |
1.5707 |
| S2 |
1.5494 |
1.5494 |
1.5775 |
|
| S3 |
1.5233 |
1.5398 |
1.5751 |
|
| S4 |
1.4972 |
1.5137 |
1.5679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5905 |
1.5611 |
0.0294 |
1.9% |
0.0117 |
0.7% |
95% |
True |
False |
66,598 |
| 10 |
1.5905 |
1.5591 |
0.0314 |
2.0% |
0.0119 |
0.7% |
95% |
True |
False |
38,502 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0113 |
0.7% |
78% |
False |
False |
19,567 |
| 40 |
1.5971 |
1.5505 |
0.0466 |
2.9% |
0.0094 |
0.6% |
82% |
False |
False |
9,814 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0087 |
0.5% |
89% |
False |
False |
6,552 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0071 |
0.4% |
89% |
False |
False |
4,916 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0057 |
0.4% |
76% |
False |
False |
3,933 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0047 |
0.3% |
76% |
False |
False |
3,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6300 |
|
2.618 |
1.6148 |
|
1.618 |
1.6055 |
|
1.000 |
1.5998 |
|
0.618 |
1.5962 |
|
HIGH |
1.5905 |
|
0.618 |
1.5869 |
|
0.500 |
1.5859 |
|
0.382 |
1.5848 |
|
LOW |
1.5812 |
|
0.618 |
1.5755 |
|
1.000 |
1.5719 |
|
1.618 |
1.5662 |
|
2.618 |
1.5569 |
|
4.250 |
1.5417 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5879 |
1.5848 |
| PP |
1.5869 |
1.5806 |
| S1 |
1.5859 |
1.5765 |
|