CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5852 |
1.5859 |
0.0007 |
0.0% |
1.5657 |
| High |
1.5914 |
1.5883 |
-0.0031 |
-0.2% |
1.5852 |
| Low |
1.5807 |
1.5761 |
-0.0046 |
-0.3% |
1.5591 |
| Close |
1.5849 |
1.5809 |
-0.0040 |
-0.3% |
1.5823 |
| Range |
0.0107 |
0.0122 |
0.0015 |
14.0% |
0.0261 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.1% |
0.0000 |
| Volume |
89,261 |
81,457 |
-7,804 |
-8.7% |
282,005 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6184 |
1.6118 |
1.5876 |
|
| R3 |
1.6062 |
1.5996 |
1.5843 |
|
| R2 |
1.5940 |
1.5940 |
1.5831 |
|
| R1 |
1.5874 |
1.5874 |
1.5820 |
1.5846 |
| PP |
1.5818 |
1.5818 |
1.5818 |
1.5804 |
| S1 |
1.5752 |
1.5752 |
1.5798 |
1.5724 |
| S2 |
1.5696 |
1.5696 |
1.5787 |
|
| S3 |
1.5574 |
1.5630 |
1.5775 |
|
| S4 |
1.5452 |
1.5508 |
1.5742 |
|
|
| 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 |
1.5685 |
0.0229 |
1.4% |
0.0111 |
0.7% |
54% |
False |
False |
82,598 |
| 10 |
1.5914 |
1.5591 |
0.0323 |
2.0% |
0.0114 |
0.7% |
67% |
False |
False |
61,204 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0110 |
0.7% |
57% |
False |
False |
31,415 |
| 40 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0098 |
0.6% |
57% |
False |
False |
15,751 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0090 |
0.6% |
78% |
False |
False |
10,509 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0074 |
0.5% |
78% |
False |
False |
7,885 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0060 |
0.4% |
67% |
False |
False |
6,308 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0050 |
0.3% |
67% |
False |
False |
5,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6402 |
|
2.618 |
1.6202 |
|
1.618 |
1.6080 |
|
1.000 |
1.6005 |
|
0.618 |
1.5958 |
|
HIGH |
1.5883 |
|
0.618 |
1.5836 |
|
0.500 |
1.5822 |
|
0.382 |
1.5808 |
|
LOW |
1.5761 |
|
0.618 |
1.5686 |
|
1.000 |
1.5639 |
|
1.618 |
1.5564 |
|
2.618 |
1.5442 |
|
4.250 |
1.5243 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5822 |
1.5838 |
| PP |
1.5818 |
1.5828 |
| S1 |
1.5813 |
1.5819 |
|