CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5859 |
1.5806 |
-0.0053 |
-0.3% |
1.5835 |
| High |
1.5883 |
1.5900 |
0.0017 |
0.1% |
1.5914 |
| Low |
1.5761 |
1.5798 |
0.0037 |
0.2% |
1.5761 |
| Close |
1.5809 |
1.5860 |
0.0051 |
0.3% |
1.5860 |
| Range |
0.0122 |
0.0102 |
-0.0020 |
-16.4% |
0.0153 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
81,457 |
79,744 |
-1,713 |
-2.1% |
392,994 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6159 |
1.6111 |
1.5916 |
|
| R3 |
1.6057 |
1.6009 |
1.5888 |
|
| R2 |
1.5955 |
1.5955 |
1.5879 |
|
| R1 |
1.5907 |
1.5907 |
1.5869 |
1.5931 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5865 |
| S1 |
1.5805 |
1.5805 |
1.5851 |
1.5829 |
| S2 |
1.5751 |
1.5751 |
1.5841 |
|
| S3 |
1.5649 |
1.5703 |
1.5832 |
|
| S4 |
1.5547 |
1.5601 |
1.5804 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6304 |
1.6235 |
1.5944 |
|
| R3 |
1.6151 |
1.6082 |
1.5902 |
|
| R2 |
1.5998 |
1.5998 |
1.5888 |
|
| R1 |
1.5929 |
1.5929 |
1.5874 |
1.5964 |
| PP |
1.5845 |
1.5845 |
1.5845 |
1.5862 |
| S1 |
1.5776 |
1.5776 |
1.5846 |
1.5811 |
| S2 |
1.5692 |
1.5692 |
1.5832 |
|
| S3 |
1.5539 |
1.5623 |
1.5818 |
|
| S4 |
1.5386 |
1.5470 |
1.5776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5914 |
1.5761 |
0.0153 |
1.0% |
0.0098 |
0.6% |
65% |
False |
False |
78,598 |
| 10 |
1.5914 |
1.5591 |
0.0323 |
2.0% |
0.0108 |
0.7% |
83% |
False |
False |
67,499 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0107 |
0.7% |
71% |
False |
False |
35,391 |
| 40 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0099 |
0.6% |
71% |
False |
False |
17,744 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0092 |
0.6% |
85% |
False |
False |
11,838 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0074 |
0.5% |
85% |
False |
False |
8,881 |
| 100 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0061 |
0.4% |
73% |
False |
False |
7,105 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0051 |
0.3% |
73% |
False |
False |
5,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6334 |
|
2.618 |
1.6167 |
|
1.618 |
1.6065 |
|
1.000 |
1.6002 |
|
0.618 |
1.5963 |
|
HIGH |
1.5900 |
|
0.618 |
1.5861 |
|
0.500 |
1.5849 |
|
0.382 |
1.5837 |
|
LOW |
1.5798 |
|
0.618 |
1.5735 |
|
1.000 |
1.5696 |
|
1.618 |
1.5633 |
|
2.618 |
1.5531 |
|
4.250 |
1.5365 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5856 |
1.5853 |
| PP |
1.5853 |
1.5845 |
| S1 |
1.5849 |
1.5838 |
|