CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5800 |
1.5800 |
0.0000 |
0.0% |
1.5815 |
| High |
1.5800 |
1.5889 |
0.0089 |
0.6% |
1.5889 |
| Low |
1.5760 |
1.5800 |
0.0040 |
0.3% |
1.5760 |
| Close |
1.5799 |
1.5849 |
0.0050 |
0.3% |
1.5849 |
| Range |
0.0040 |
0.0089 |
0.0049 |
122.5% |
0.0129 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2 |
78 |
76 |
3,800.0% |
260 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6070 |
1.5898 |
|
| R3 |
1.6024 |
1.5981 |
1.5873 |
|
| R2 |
1.5935 |
1.5935 |
1.5865 |
|
| R1 |
1.5892 |
1.5892 |
1.5857 |
1.5914 |
| PP |
1.5846 |
1.5846 |
1.5846 |
1.5857 |
| S1 |
1.5803 |
1.5803 |
1.5841 |
1.5825 |
| S2 |
1.5757 |
1.5757 |
1.5833 |
|
| S3 |
1.5668 |
1.5714 |
1.5825 |
|
| S4 |
1.5579 |
1.5625 |
1.5800 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6220 |
1.6163 |
1.5920 |
|
| R3 |
1.6091 |
1.6034 |
1.5884 |
|
| R2 |
1.5962 |
1.5962 |
1.5873 |
|
| R1 |
1.5905 |
1.5905 |
1.5861 |
1.5934 |
| PP |
1.5833 |
1.5833 |
1.5833 |
1.5847 |
| S1 |
1.5776 |
1.5776 |
1.5837 |
1.5805 |
| S2 |
1.5704 |
1.5704 |
1.5825 |
|
| S3 |
1.5575 |
1.5647 |
1.5814 |
|
| S4 |
1.5446 |
1.5518 |
1.5778 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6267 |
|
2.618 |
1.6122 |
|
1.618 |
1.6033 |
|
1.000 |
1.5978 |
|
0.618 |
1.5944 |
|
HIGH |
1.5889 |
|
0.618 |
1.5855 |
|
0.500 |
1.5845 |
|
0.382 |
1.5834 |
|
LOW |
1.5800 |
|
0.618 |
1.5745 |
|
1.000 |
1.5711 |
|
1.618 |
1.5656 |
|
2.618 |
1.5567 |
|
4.250 |
1.5422 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5848 |
1.5841 |
| PP |
1.5846 |
1.5833 |
| S1 |
1.5845 |
1.5825 |
|