CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5815 |
1.5885 |
0.0070 |
0.4% |
1.5611 |
| High |
1.5881 |
1.5885 |
0.0004 |
0.0% |
1.5837 |
| Low |
1.5815 |
1.5815 |
0.0000 |
0.0% |
1.5611 |
| Close |
1.5877 |
1.5848 |
-0.0029 |
-0.2% |
1.5811 |
| Range |
0.0066 |
0.0070 |
0.0004 |
6.1% |
0.0226 |
| ATR |
0.0000 |
0.0077 |
0.0077 |
|
0.0000 |
| Volume |
100 |
28 |
-72 |
-72.0% |
65 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6059 |
1.6024 |
1.5887 |
|
| R3 |
1.5989 |
1.5954 |
1.5867 |
|
| R2 |
1.5919 |
1.5919 |
1.5861 |
|
| R1 |
1.5884 |
1.5884 |
1.5854 |
1.5867 |
| PP |
1.5849 |
1.5849 |
1.5849 |
1.5841 |
| S1 |
1.5814 |
1.5814 |
1.5842 |
1.5797 |
| S2 |
1.5779 |
1.5779 |
1.5835 |
|
| S3 |
1.5709 |
1.5744 |
1.5829 |
|
| S4 |
1.5639 |
1.5674 |
1.5810 |
|
|
| 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 |
1.6183 |
|
2.618 |
1.6068 |
|
1.618 |
1.5998 |
|
1.000 |
1.5955 |
|
0.618 |
1.5928 |
|
HIGH |
1.5885 |
|
0.618 |
1.5858 |
|
0.500 |
1.5850 |
|
0.382 |
1.5842 |
|
LOW |
1.5815 |
|
0.618 |
1.5772 |
|
1.000 |
1.5745 |
|
1.618 |
1.5702 |
|
2.618 |
1.5632 |
|
4.250 |
1.5518 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5850 |
1.5827 |
| PP |
1.5849 |
1.5806 |
| S1 |
1.5849 |
1.5785 |
|