CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5881 |
1.5945 |
0.0064 |
0.4% |
1.5862 |
| High |
1.5951 |
1.6030 |
0.0079 |
0.5% |
1.6030 |
| Low |
1.5852 |
1.5924 |
0.0072 |
0.5% |
1.5792 |
| Close |
1.5924 |
1.5988 |
0.0064 |
0.4% |
1.5988 |
| Range |
0.0099 |
0.0106 |
0.0007 |
7.1% |
0.0238 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
95,554 |
111,489 |
15,935 |
16.7% |
494,230 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6299 |
1.6249 |
1.6046 |
|
| R3 |
1.6193 |
1.6143 |
1.6017 |
|
| R2 |
1.6087 |
1.6087 |
1.6007 |
|
| R1 |
1.6037 |
1.6037 |
1.5998 |
1.6062 |
| PP |
1.5981 |
1.5981 |
1.5981 |
1.5993 |
| S1 |
1.5931 |
1.5931 |
1.5978 |
1.5956 |
| S2 |
1.5875 |
1.5875 |
1.5969 |
|
| S3 |
1.5769 |
1.5825 |
1.5959 |
|
| S4 |
1.5663 |
1.5719 |
1.5930 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6651 |
1.6557 |
1.6119 |
|
| R3 |
1.6413 |
1.6319 |
1.6053 |
|
| R2 |
1.6175 |
1.6175 |
1.6032 |
|
| R1 |
1.6081 |
1.6081 |
1.6010 |
1.6128 |
| PP |
1.5937 |
1.5937 |
1.5937 |
1.5960 |
| S1 |
1.5843 |
1.5843 |
1.5966 |
1.5890 |
| S2 |
1.5699 |
1.5699 |
1.5944 |
|
| S3 |
1.5461 |
1.5605 |
1.5923 |
|
| S4 |
1.5223 |
1.5367 |
1.5857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6030 |
1.5792 |
0.0238 |
1.5% |
0.0112 |
0.7% |
82% |
True |
False |
98,846 |
| 10 |
1.6030 |
1.5761 |
0.0269 |
1.7% |
0.0105 |
0.7% |
84% |
True |
False |
88,722 |
| 20 |
1.6030 |
1.5591 |
0.0439 |
2.7% |
0.0112 |
0.7% |
90% |
True |
False |
59,903 |
| 40 |
1.6030 |
1.5591 |
0.0439 |
2.7% |
0.0104 |
0.7% |
90% |
True |
False |
30,095 |
| 60 |
1.6030 |
1.5240 |
0.0790 |
4.9% |
0.0094 |
0.6% |
95% |
True |
False |
20,073 |
| 80 |
1.6030 |
1.5240 |
0.0790 |
4.9% |
0.0081 |
0.5% |
95% |
True |
False |
15,059 |
| 100 |
1.6077 |
1.5240 |
0.0837 |
5.2% |
0.0067 |
0.4% |
89% |
False |
False |
12,048 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.3% |
0.0055 |
0.3% |
88% |
False |
False |
10,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6481 |
|
2.618 |
1.6308 |
|
1.618 |
1.6202 |
|
1.000 |
1.6136 |
|
0.618 |
1.6096 |
|
HIGH |
1.6030 |
|
0.618 |
1.5990 |
|
0.500 |
1.5977 |
|
0.382 |
1.5964 |
|
LOW |
1.5924 |
|
0.618 |
1.5858 |
|
1.000 |
1.5818 |
|
1.618 |
1.5752 |
|
2.618 |
1.5646 |
|
4.250 |
1.5474 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5984 |
1.5969 |
| PP |
1.5981 |
1.5950 |
| S1 |
1.5977 |
1.5932 |
|