CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5955 |
1.5941 |
-0.0014 |
-0.1% |
1.5835 |
| High |
1.5994 |
1.5956 |
-0.0038 |
-0.2% |
1.5914 |
| Low |
1.5934 |
1.5833 |
-0.0101 |
-0.6% |
1.5761 |
| Close |
1.5953 |
1.5887 |
-0.0066 |
-0.4% |
1.5860 |
| Range |
0.0060 |
0.0123 |
0.0063 |
105.0% |
0.0153 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
1.0% |
0.0000 |
| Volume |
82,946 |
110,681 |
27,735 |
33.4% |
392,994 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6261 |
1.6197 |
1.5955 |
|
| R3 |
1.6138 |
1.6074 |
1.5921 |
|
| R2 |
1.6015 |
1.6015 |
1.5910 |
|
| R1 |
1.5951 |
1.5951 |
1.5898 |
1.5922 |
| PP |
1.5892 |
1.5892 |
1.5892 |
1.5877 |
| S1 |
1.5828 |
1.5828 |
1.5876 |
1.5799 |
| S2 |
1.5769 |
1.5769 |
1.5864 |
|
| S3 |
1.5646 |
1.5705 |
1.5853 |
|
| S4 |
1.5523 |
1.5582 |
1.5819 |
|
|
| 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 |
1.5994 |
1.5761 |
0.0233 |
1.5% |
0.0116 |
0.7% |
54% |
False |
False |
89,677 |
| 10 |
1.5994 |
1.5624 |
0.0370 |
2.3% |
0.0112 |
0.7% |
71% |
False |
False |
82,635 |
| 20 |
1.5994 |
1.5591 |
0.0403 |
2.5% |
0.0112 |
0.7% |
73% |
False |
False |
49,700 |
| 40 |
1.5994 |
1.5591 |
0.0403 |
2.5% |
0.0104 |
0.7% |
73% |
False |
False |
24,921 |
| 60 |
1.5994 |
1.5240 |
0.0754 |
4.7% |
0.0093 |
0.6% |
86% |
False |
False |
16,623 |
| 80 |
1.5994 |
1.5240 |
0.0754 |
4.7% |
0.0078 |
0.5% |
86% |
False |
False |
12,471 |
| 100 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0064 |
0.4% |
77% |
False |
False |
9,977 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0054 |
0.3% |
76% |
False |
False |
8,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6479 |
|
2.618 |
1.6278 |
|
1.618 |
1.6155 |
|
1.000 |
1.6079 |
|
0.618 |
1.6032 |
|
HIGH |
1.5956 |
|
0.618 |
1.5909 |
|
0.500 |
1.5895 |
|
0.382 |
1.5880 |
|
LOW |
1.5833 |
|
0.618 |
1.5757 |
|
1.000 |
1.5710 |
|
1.618 |
1.5634 |
|
2.618 |
1.5511 |
|
4.250 |
1.5310 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5895 |
1.5893 |
| PP |
1.5892 |
1.5891 |
| S1 |
1.5890 |
1.5889 |
|