CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5941 |
1.5881 |
-0.0060 |
-0.4% |
1.5835 |
| High |
1.5956 |
1.5951 |
-0.0005 |
0.0% |
1.5914 |
| Low |
1.5833 |
1.5852 |
0.0019 |
0.1% |
1.5761 |
| Close |
1.5887 |
1.5924 |
0.0037 |
0.2% |
1.5860 |
| Range |
0.0123 |
0.0099 |
-0.0024 |
-19.5% |
0.0153 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
110,681 |
95,554 |
-15,127 |
-13.7% |
392,994 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6206 |
1.6164 |
1.5978 |
|
| R3 |
1.6107 |
1.6065 |
1.5951 |
|
| R2 |
1.6008 |
1.6008 |
1.5942 |
|
| R1 |
1.5966 |
1.5966 |
1.5933 |
1.5987 |
| PP |
1.5909 |
1.5909 |
1.5909 |
1.5920 |
| S1 |
1.5867 |
1.5867 |
1.5915 |
1.5888 |
| S2 |
1.5810 |
1.5810 |
1.5906 |
|
| S3 |
1.5711 |
1.5768 |
1.5897 |
|
| S4 |
1.5612 |
1.5669 |
1.5870 |
|
|
| 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 |
1.5792 |
0.0202 |
1.3% |
0.0111 |
0.7% |
65% |
False |
False |
92,497 |
| 10 |
1.5994 |
1.5685 |
0.0309 |
1.9% |
0.0111 |
0.7% |
77% |
False |
False |
87,547 |
| 20 |
1.5994 |
1.5591 |
0.0403 |
2.5% |
0.0113 |
0.7% |
83% |
False |
False |
54,373 |
| 40 |
1.5994 |
1.5591 |
0.0403 |
2.5% |
0.0102 |
0.6% |
83% |
False |
False |
27,310 |
| 60 |
1.5994 |
1.5240 |
0.0754 |
4.7% |
0.0094 |
0.6% |
91% |
False |
False |
18,215 |
| 80 |
1.5994 |
1.5240 |
0.0754 |
4.7% |
0.0080 |
0.5% |
91% |
False |
False |
13,665 |
| 100 |
1.6077 |
1.5240 |
0.0837 |
5.3% |
0.0065 |
0.4% |
82% |
False |
False |
10,933 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0055 |
0.3% |
80% |
False |
False |
9,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6372 |
|
2.618 |
1.6210 |
|
1.618 |
1.6111 |
|
1.000 |
1.6050 |
|
0.618 |
1.6012 |
|
HIGH |
1.5951 |
|
0.618 |
1.5913 |
|
0.500 |
1.5902 |
|
0.382 |
1.5890 |
|
LOW |
1.5852 |
|
0.618 |
1.5791 |
|
1.000 |
1.5753 |
|
1.618 |
1.5692 |
|
2.618 |
1.5593 |
|
4.250 |
1.5431 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5917 |
1.5921 |
| PP |
1.5909 |
1.5917 |
| S1 |
1.5902 |
1.5914 |
|