CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5806 |
1.5862 |
0.0056 |
0.4% |
1.5835 |
| High |
1.5900 |
1.5965 |
0.0065 |
0.4% |
1.5914 |
| Low |
1.5798 |
1.5792 |
-0.0006 |
0.0% |
1.5761 |
| Close |
1.5860 |
1.5944 |
0.0084 |
0.5% |
1.5860 |
| Range |
0.0102 |
0.0173 |
0.0071 |
69.6% |
0.0153 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.4% |
0.0000 |
| Volume |
79,744 |
93,560 |
13,816 |
17.3% |
392,994 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6419 |
1.6355 |
1.6039 |
|
| R3 |
1.6246 |
1.6182 |
1.5992 |
|
| R2 |
1.6073 |
1.6073 |
1.5976 |
|
| R1 |
1.6009 |
1.6009 |
1.5960 |
1.6041 |
| PP |
1.5900 |
1.5900 |
1.5900 |
1.5917 |
| S1 |
1.5836 |
1.5836 |
1.5928 |
1.5868 |
| S2 |
1.5727 |
1.5727 |
1.5912 |
|
| S3 |
1.5554 |
1.5663 |
1.5896 |
|
| S4 |
1.5381 |
1.5490 |
1.5849 |
|
|
| 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 |
1.5965 |
1.5761 |
0.0204 |
1.3% |
0.0114 |
0.7% |
90% |
True |
False |
82,162 |
| 10 |
1.5965 |
1.5611 |
0.0354 |
2.2% |
0.0116 |
0.7% |
94% |
True |
False |
74,380 |
| 20 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0112 |
0.7% |
93% |
False |
False |
40,045 |
| 40 |
1.5971 |
1.5591 |
0.0380 |
2.4% |
0.0101 |
0.6% |
93% |
False |
False |
20,082 |
| 60 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0093 |
0.6% |
96% |
False |
False |
13,397 |
| 80 |
1.5971 |
1.5240 |
0.0731 |
4.6% |
0.0076 |
0.5% |
96% |
False |
False |
10,050 |
| 100 |
1.6077 |
1.5240 |
0.0837 |
5.2% |
0.0063 |
0.4% |
84% |
False |
False |
8,041 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0052 |
0.3% |
82% |
False |
False |
6,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6700 |
|
2.618 |
1.6418 |
|
1.618 |
1.6245 |
|
1.000 |
1.6138 |
|
0.618 |
1.6072 |
|
HIGH |
1.5965 |
|
0.618 |
1.5899 |
|
0.500 |
1.5879 |
|
0.382 |
1.5858 |
|
LOW |
1.5792 |
|
0.618 |
1.5685 |
|
1.000 |
1.5619 |
|
1.618 |
1.5512 |
|
2.618 |
1.5339 |
|
4.250 |
1.5057 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5922 |
1.5917 |
| PP |
1.5900 |
1.5890 |
| S1 |
1.5879 |
1.5863 |
|