CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5882 |
1.5852 |
-0.0030 |
-0.2% |
1.5657 |
| High |
1.5889 |
1.5914 |
0.0025 |
0.2% |
1.5852 |
| Low |
1.5821 |
1.5807 |
-0.0014 |
-0.1% |
1.5591 |
| Close |
1.5859 |
1.5849 |
-0.0010 |
-0.1% |
1.5823 |
| Range |
0.0068 |
0.0107 |
0.0039 |
57.4% |
0.0261 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.1% |
0.0000 |
| Volume |
66,789 |
89,261 |
22,472 |
33.6% |
282,005 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6178 |
1.6120 |
1.5908 |
|
| R3 |
1.6071 |
1.6013 |
1.5878 |
|
| R2 |
1.5964 |
1.5964 |
1.5869 |
|
| R1 |
1.5906 |
1.5906 |
1.5859 |
1.5882 |
| PP |
1.5857 |
1.5857 |
1.5857 |
1.5844 |
| S1 |
1.5799 |
1.5799 |
1.5839 |
1.5775 |
| S2 |
1.5750 |
1.5750 |
1.5829 |
|
| S3 |
1.5643 |
1.5692 |
1.5820 |
|
| S4 |
1.5536 |
1.5585 |
1.5790 |
|
|
| 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 |
1.5914 |
1.5624 |
0.0290 |
1.8% |
0.0108 |
0.7% |
78% |
True |
False |
75,593 |
| 10 |
1.5914 |
1.5591 |
0.0323 |
2.0% |
0.0113 |
0.7% |
80% |
True |
False |
53,464 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0108 |
0.7% |
68% |
False |
False |
27,349 |
| 40 |
1.5971 |
1.5525 |
0.0446 |
2.8% |
0.0097 |
0.6% |
73% |
False |
False |
13,715 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0088 |
0.6% |
83% |
False |
False |
9,152 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0073 |
0.5% |
83% |
False |
False |
6,867 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0059 |
0.4% |
71% |
False |
False |
5,493 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0049 |
0.3% |
71% |
False |
False |
4,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6369 |
|
2.618 |
1.6194 |
|
1.618 |
1.6087 |
|
1.000 |
1.6021 |
|
0.618 |
1.5980 |
|
HIGH |
1.5914 |
|
0.618 |
1.5873 |
|
0.500 |
1.5861 |
|
0.382 |
1.5848 |
|
LOW |
1.5807 |
|
0.618 |
1.5741 |
|
1.000 |
1.5700 |
|
1.618 |
1.5634 |
|
2.618 |
1.5527 |
|
4.250 |
1.5352 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5861 |
1.5861 |
| PP |
1.5857 |
1.5857 |
| S1 |
1.5853 |
1.5853 |
|