CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5835 |
1.5882 |
0.0047 |
0.3% |
1.5657 |
| High |
1.5905 |
1.5889 |
-0.0016 |
-0.1% |
1.5852 |
| Low |
1.5812 |
1.5821 |
0.0009 |
0.1% |
1.5591 |
| Close |
1.5889 |
1.5859 |
-0.0030 |
-0.2% |
1.5823 |
| Range |
0.0093 |
0.0068 |
-0.0025 |
-26.9% |
0.0261 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
75,743 |
66,789 |
-8,954 |
-11.8% |
282,005 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6060 |
1.6028 |
1.5896 |
|
| R3 |
1.5992 |
1.5960 |
1.5878 |
|
| R2 |
1.5924 |
1.5924 |
1.5871 |
|
| R1 |
1.5892 |
1.5892 |
1.5865 |
1.5874 |
| PP |
1.5856 |
1.5856 |
1.5856 |
1.5848 |
| S1 |
1.5824 |
1.5824 |
1.5853 |
1.5806 |
| S2 |
1.5788 |
1.5788 |
1.5847 |
|
| S3 |
1.5720 |
1.5756 |
1.5840 |
|
| S4 |
1.5652 |
1.5688 |
1.5822 |
|
|
| 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 |
1.5624 |
0.0281 |
1.8% |
0.0105 |
0.7% |
84% |
False |
False |
70,424 |
| 10 |
1.5905 |
1.5591 |
0.0314 |
2.0% |
0.0108 |
0.7% |
85% |
False |
False |
44,837 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0109 |
0.7% |
71% |
False |
False |
22,898 |
| 40 |
1.5971 |
1.5525 |
0.0446 |
2.8% |
0.0095 |
0.6% |
75% |
False |
False |
11,483 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0087 |
0.5% |
85% |
False |
False |
7,665 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0072 |
0.5% |
85% |
False |
False |
5,751 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0058 |
0.4% |
72% |
False |
False |
4,601 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0048 |
0.3% |
72% |
False |
False |
3,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6178 |
|
2.618 |
1.6067 |
|
1.618 |
1.5999 |
|
1.000 |
1.5957 |
|
0.618 |
1.5931 |
|
HIGH |
1.5889 |
|
0.618 |
1.5863 |
|
0.500 |
1.5855 |
|
0.382 |
1.5847 |
|
LOW |
1.5821 |
|
0.618 |
1.5779 |
|
1.000 |
1.5753 |
|
1.618 |
1.5711 |
|
2.618 |
1.5643 |
|
4.250 |
1.5532 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5858 |
1.5838 |
| PP |
1.5856 |
1.5816 |
| S1 |
1.5855 |
1.5795 |
|