CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5927 |
1.5923 |
-0.0004 |
0.0% |
1.5815 |
| High |
1.5977 |
1.5933 |
-0.0044 |
-0.3% |
1.5889 |
| Low |
1.5927 |
1.5825 |
-0.0102 |
-0.6% |
1.5760 |
| Close |
1.5942 |
1.5877 |
-0.0065 |
-0.4% |
1.5849 |
| Range |
0.0050 |
0.0108 |
0.0058 |
116.0% |
0.0129 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.4% |
0.0000 |
| Volume |
114 |
110 |
-4 |
-3.5% |
260 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6202 |
1.6148 |
1.5936 |
|
| R3 |
1.6094 |
1.6040 |
1.5907 |
|
| R2 |
1.5986 |
1.5986 |
1.5897 |
|
| R1 |
1.5932 |
1.5932 |
1.5887 |
1.5905 |
| PP |
1.5878 |
1.5878 |
1.5878 |
1.5865 |
| S1 |
1.5824 |
1.5824 |
1.5867 |
1.5797 |
| S2 |
1.5770 |
1.5770 |
1.5857 |
|
| S3 |
1.5662 |
1.5716 |
1.5847 |
|
| S4 |
1.5554 |
1.5608 |
1.5818 |
|
|
| 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 |
1.6392 |
|
2.618 |
1.6216 |
|
1.618 |
1.6108 |
|
1.000 |
1.6041 |
|
0.618 |
1.6000 |
|
HIGH |
1.5933 |
|
0.618 |
1.5892 |
|
0.500 |
1.5879 |
|
0.382 |
1.5866 |
|
LOW |
1.5825 |
|
0.618 |
1.5758 |
|
1.000 |
1.5717 |
|
1.618 |
1.5650 |
|
2.618 |
1.5542 |
|
4.250 |
1.5366 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5879 |
1.5883 |
| PP |
1.5878 |
1.5881 |
| S1 |
1.5878 |
1.5879 |
|