CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6010 |
1.5904 |
-0.0106 |
-0.7% |
1.5862 |
| High |
1.6040 |
1.5909 |
-0.0131 |
-0.8% |
1.6030 |
| Low |
1.5884 |
1.5826 |
-0.0058 |
-0.4% |
1.5792 |
| Close |
1.5888 |
1.5882 |
-0.0006 |
0.0% |
1.5988 |
| Range |
0.0156 |
0.0083 |
-0.0073 |
-46.8% |
0.0238 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
106,782 |
91,523 |
-15,259 |
-14.3% |
494,230 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6121 |
1.6085 |
1.5928 |
|
| R3 |
1.6038 |
1.6002 |
1.5905 |
|
| R2 |
1.5955 |
1.5955 |
1.5897 |
|
| R1 |
1.5919 |
1.5919 |
1.5890 |
1.5896 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5861 |
| S1 |
1.5836 |
1.5836 |
1.5874 |
1.5813 |
| S2 |
1.5789 |
1.5789 |
1.5867 |
|
| S3 |
1.5706 |
1.5753 |
1.5859 |
|
| S4 |
1.5623 |
1.5670 |
1.5836 |
|
|
| 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 |
1.6056 |
1.5826 |
0.0230 |
1.4% |
0.0106 |
0.7% |
24% |
False |
True |
99,006 |
| 10 |
1.6056 |
1.5761 |
0.0295 |
1.9% |
0.0111 |
0.7% |
41% |
False |
False |
94,341 |
| 20 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0112 |
0.7% |
63% |
False |
False |
73,903 |
| 40 |
1.6056 |
1.5591 |
0.0465 |
2.9% |
0.0106 |
0.7% |
63% |
False |
False |
37,292 |
| 60 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0096 |
0.6% |
79% |
False |
False |
24,872 |
| 80 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0085 |
0.5% |
79% |
False |
False |
18,659 |
| 100 |
1.6056 |
1.5240 |
0.0816 |
5.1% |
0.0070 |
0.4% |
79% |
False |
False |
14,927 |
| 120 |
1.6094 |
1.5240 |
0.0854 |
5.4% |
0.0058 |
0.4% |
75% |
False |
False |
12,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6262 |
|
2.618 |
1.6126 |
|
1.618 |
1.6043 |
|
1.000 |
1.5992 |
|
0.618 |
1.5960 |
|
HIGH |
1.5909 |
|
0.618 |
1.5877 |
|
0.500 |
1.5868 |
|
0.382 |
1.5858 |
|
LOW |
1.5826 |
|
0.618 |
1.5775 |
|
1.000 |
1.5743 |
|
1.618 |
1.5692 |
|
2.618 |
1.5609 |
|
4.250 |
1.5473 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5877 |
1.5941 |
| PP |
1.5872 |
1.5921 |
| S1 |
1.5868 |
1.5902 |
|