CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5654 |
1.5622 |
-0.0032 |
-0.2% |
1.5847 |
| High |
1.5654 |
1.5715 |
0.0061 |
0.4% |
1.5847 |
| Low |
1.5654 |
1.5622 |
-0.0032 |
-0.2% |
1.5647 |
| Close |
1.5654 |
1.5701 |
0.0047 |
0.3% |
1.5647 |
| Range |
0.0000 |
0.0093 |
0.0093 |
|
0.0200 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
100 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5958 |
1.5923 |
1.5752 |
|
| R3 |
1.5865 |
1.5830 |
1.5727 |
|
| R2 |
1.5772 |
1.5772 |
1.5718 |
|
| R1 |
1.5737 |
1.5737 |
1.5710 |
1.5755 |
| PP |
1.5679 |
1.5679 |
1.5679 |
1.5688 |
| S1 |
1.5644 |
1.5644 |
1.5692 |
1.5662 |
| S2 |
1.5586 |
1.5586 |
1.5684 |
|
| S3 |
1.5493 |
1.5551 |
1.5675 |
|
| S4 |
1.5400 |
1.5458 |
1.5650 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6314 |
1.6180 |
1.5757 |
|
| R3 |
1.6114 |
1.5980 |
1.5702 |
|
| R2 |
1.5914 |
1.5914 |
1.5684 |
|
| R1 |
1.5780 |
1.5780 |
1.5665 |
1.5747 |
| PP |
1.5714 |
1.5714 |
1.5714 |
1.5697 |
| S1 |
1.5580 |
1.5580 |
1.5629 |
1.5547 |
| S2 |
1.5514 |
1.5514 |
1.5610 |
|
| S3 |
1.5314 |
1.5380 |
1.5592 |
|
| S4 |
1.5114 |
1.5180 |
1.5537 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6110 |
|
2.618 |
1.5958 |
|
1.618 |
1.5865 |
|
1.000 |
1.5808 |
|
0.618 |
1.5772 |
|
HIGH |
1.5715 |
|
0.618 |
1.5679 |
|
0.500 |
1.5669 |
|
0.382 |
1.5658 |
|
LOW |
1.5622 |
|
0.618 |
1.5565 |
|
1.000 |
1.5529 |
|
1.618 |
1.5472 |
|
2.618 |
1.5379 |
|
4.250 |
1.5227 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5690 |
1.5690 |
| PP |
1.5679 |
1.5679 |
| S1 |
1.5669 |
1.5669 |
|