CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5800 |
1.5855 |
0.0055 |
0.3% |
1.5815 |
| High |
1.5889 |
1.5941 |
0.0052 |
0.3% |
1.5889 |
| Low |
1.5800 |
1.5788 |
-0.0012 |
-0.1% |
1.5760 |
| Close |
1.5849 |
1.5933 |
0.0084 |
0.5% |
1.5849 |
| Range |
0.0089 |
0.0153 |
0.0064 |
71.9% |
0.0129 |
| ATR |
0.0076 |
0.0081 |
0.0006 |
7.3% |
0.0000 |
| Volume |
78 |
27 |
-51 |
-65.4% |
260 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6346 |
1.6293 |
1.6017 |
|
| R3 |
1.6193 |
1.6140 |
1.5975 |
|
| R2 |
1.6040 |
1.6040 |
1.5961 |
|
| R1 |
1.5987 |
1.5987 |
1.5947 |
1.6014 |
| PP |
1.5887 |
1.5887 |
1.5887 |
1.5901 |
| S1 |
1.5834 |
1.5834 |
1.5919 |
1.5861 |
| S2 |
1.5734 |
1.5734 |
1.5905 |
|
| S3 |
1.5581 |
1.5681 |
1.5891 |
|
| S4 |
1.5428 |
1.5528 |
1.5849 |
|
|
| 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 |
1.6591 |
|
2.618 |
1.6342 |
|
1.618 |
1.6189 |
|
1.000 |
1.6094 |
|
0.618 |
1.6036 |
|
HIGH |
1.5941 |
|
0.618 |
1.5883 |
|
0.500 |
1.5865 |
|
0.382 |
1.5846 |
|
LOW |
1.5788 |
|
0.618 |
1.5693 |
|
1.000 |
1.5635 |
|
1.618 |
1.5540 |
|
2.618 |
1.5387 |
|
4.250 |
1.5138 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5910 |
1.5906 |
| PP |
1.5887 |
1.5878 |
| S1 |
1.5865 |
1.5851 |
|