CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5688 |
1.5815 |
0.0127 |
0.8% |
1.5611 |
| High |
1.5837 |
1.5881 |
0.0044 |
0.3% |
1.5837 |
| Low |
1.5684 |
1.5815 |
0.0131 |
0.8% |
1.5611 |
| Close |
1.5811 |
1.5877 |
0.0066 |
0.4% |
1.5811 |
| Range |
0.0153 |
0.0066 |
-0.0087 |
-56.9% |
0.0226 |
| ATR |
|
|
|
|
|
| Volume |
21 |
100 |
79 |
376.2% |
65 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6056 |
1.6032 |
1.5913 |
|
| R3 |
1.5990 |
1.5966 |
1.5895 |
|
| R2 |
1.5924 |
1.5924 |
1.5889 |
|
| R1 |
1.5900 |
1.5900 |
1.5883 |
1.5912 |
| PP |
1.5858 |
1.5858 |
1.5858 |
1.5864 |
| S1 |
1.5834 |
1.5834 |
1.5871 |
1.5846 |
| S2 |
1.5792 |
1.5792 |
1.5865 |
|
| S3 |
1.5726 |
1.5768 |
1.5859 |
|
| S4 |
1.5660 |
1.5702 |
1.5841 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6431 |
1.6347 |
1.5935 |
|
| R3 |
1.6205 |
1.6121 |
1.5873 |
|
| R2 |
1.5979 |
1.5979 |
1.5852 |
|
| R1 |
1.5895 |
1.5895 |
1.5832 |
1.5937 |
| PP |
1.5753 |
1.5753 |
1.5753 |
1.5774 |
| S1 |
1.5669 |
1.5669 |
1.5790 |
1.5711 |
| S2 |
1.5527 |
1.5527 |
1.5770 |
|
| S3 |
1.5301 |
1.5443 |
1.5749 |
|
| S4 |
1.5075 |
1.5217 |
1.5687 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.6054 |
|
1.618 |
1.5988 |
|
1.000 |
1.5947 |
|
0.618 |
1.5922 |
|
HIGH |
1.5881 |
|
0.618 |
1.5856 |
|
0.500 |
1.5848 |
|
0.382 |
1.5840 |
|
LOW |
1.5815 |
|
0.618 |
1.5774 |
|
1.000 |
1.5749 |
|
1.618 |
1.5708 |
|
2.618 |
1.5642 |
|
4.250 |
1.5535 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5867 |
1.5835 |
| PP |
1.5858 |
1.5793 |
| S1 |
1.5848 |
1.5752 |
|