CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5923 |
1.5880 |
-0.0043 |
-0.3% |
1.5815 |
| High |
1.5933 |
1.5930 |
-0.0003 |
0.0% |
1.5889 |
| Low |
1.5825 |
1.5845 |
0.0020 |
0.1% |
1.5760 |
| Close |
1.5877 |
1.5915 |
0.0038 |
0.2% |
1.5849 |
| Range |
0.0108 |
0.0085 |
-0.0023 |
-21.3% |
0.0129 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
0.3% |
0.0000 |
| Volume |
110 |
128 |
18 |
16.4% |
260 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6152 |
1.6118 |
1.5962 |
|
| R3 |
1.6067 |
1.6033 |
1.5938 |
|
| R2 |
1.5982 |
1.5982 |
1.5931 |
|
| R1 |
1.5948 |
1.5948 |
1.5923 |
1.5965 |
| PP |
1.5897 |
1.5897 |
1.5897 |
1.5905 |
| S1 |
1.5863 |
1.5863 |
1.5907 |
1.5880 |
| S2 |
1.5812 |
1.5812 |
1.5899 |
|
| S3 |
1.5727 |
1.5778 |
1.5892 |
|
| S4 |
1.5642 |
1.5693 |
1.5868 |
|
|
| 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 |
1.6291 |
|
2.618 |
1.6153 |
|
1.618 |
1.6068 |
|
1.000 |
1.6015 |
|
0.618 |
1.5983 |
|
HIGH |
1.5930 |
|
0.618 |
1.5898 |
|
0.500 |
1.5888 |
|
0.382 |
1.5877 |
|
LOW |
1.5845 |
|
0.618 |
1.5792 |
|
1.000 |
1.5760 |
|
1.618 |
1.5707 |
|
2.618 |
1.5622 |
|
4.250 |
1.5484 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5906 |
1.5910 |
| PP |
1.5897 |
1.5906 |
| S1 |
1.5888 |
1.5901 |
|