CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5812 |
1.5800 |
-0.0012 |
-0.1% |
1.5611 |
| High |
1.5839 |
1.5800 |
-0.0039 |
-0.2% |
1.5837 |
| Low |
1.5812 |
1.5760 |
-0.0052 |
-0.3% |
1.5611 |
| Close |
1.5839 |
1.5799 |
-0.0040 |
-0.3% |
1.5811 |
| Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0226 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
52 |
2 |
-50 |
-96.2% |
65 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5906 |
1.5893 |
1.5821 |
|
| R3 |
1.5866 |
1.5853 |
1.5810 |
|
| R2 |
1.5826 |
1.5826 |
1.5806 |
|
| R1 |
1.5813 |
1.5813 |
1.5803 |
1.5800 |
| PP |
1.5786 |
1.5786 |
1.5786 |
1.5780 |
| S1 |
1.5773 |
1.5773 |
1.5795 |
1.5760 |
| S2 |
1.5746 |
1.5746 |
1.5792 |
|
| S3 |
1.5706 |
1.5733 |
1.5788 |
|
| S4 |
1.5666 |
1.5693 |
1.5777 |
|
|
| 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 |
1.5970 |
|
2.618 |
1.5905 |
|
1.618 |
1.5865 |
|
1.000 |
1.5840 |
|
0.618 |
1.5825 |
|
HIGH |
1.5800 |
|
0.618 |
1.5785 |
|
0.500 |
1.5780 |
|
0.382 |
1.5775 |
|
LOW |
1.5760 |
|
0.618 |
1.5735 |
|
1.000 |
1.5720 |
|
1.618 |
1.5695 |
|
2.618 |
1.5655 |
|
4.250 |
1.5590 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5793 |
1.5823 |
| PP |
1.5786 |
1.5815 |
| S1 |
1.5780 |
1.5807 |
|