CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6002 |
1.6018 |
0.0016 |
0.1% |
1.5855 |
| High |
1.6028 |
1.6018 |
-0.0010 |
-0.1% |
1.6011 |
| Low |
1.5975 |
1.5877 |
-0.0098 |
-0.6% |
1.5788 |
| Close |
1.6024 |
1.5877 |
-0.0147 |
-0.9% |
1.5978 |
| Range |
0.0053 |
0.0141 |
0.0088 |
166.0% |
0.0223 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
5.9% |
0.0000 |
| Volume |
170 |
59 |
-111 |
-65.3% |
448 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6347 |
1.6253 |
1.5955 |
|
| R3 |
1.6206 |
1.6112 |
1.5916 |
|
| R2 |
1.6065 |
1.6065 |
1.5903 |
|
| R1 |
1.5971 |
1.5971 |
1.5890 |
1.5948 |
| PP |
1.5924 |
1.5924 |
1.5924 |
1.5912 |
| S1 |
1.5830 |
1.5830 |
1.5864 |
1.5807 |
| S2 |
1.5783 |
1.5783 |
1.5851 |
|
| S3 |
1.5642 |
1.5689 |
1.5838 |
|
| S4 |
1.5501 |
1.5548 |
1.5799 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6595 |
1.6509 |
1.6101 |
|
| R3 |
1.6372 |
1.6286 |
1.6039 |
|
| R2 |
1.6149 |
1.6149 |
1.6019 |
|
| R1 |
1.6063 |
1.6063 |
1.5998 |
1.6106 |
| PP |
1.5926 |
1.5926 |
1.5926 |
1.5947 |
| S1 |
1.5840 |
1.5840 |
1.5958 |
1.5883 |
| S2 |
1.5703 |
1.5703 |
1.5937 |
|
| S3 |
1.5480 |
1.5617 |
1.5917 |
|
| S4 |
1.5257 |
1.5394 |
1.5855 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6617 |
|
2.618 |
1.6387 |
|
1.618 |
1.6246 |
|
1.000 |
1.6159 |
|
0.618 |
1.6105 |
|
HIGH |
1.6018 |
|
0.618 |
1.5964 |
|
0.500 |
1.5948 |
|
0.382 |
1.5931 |
|
LOW |
1.5877 |
|
0.618 |
1.5790 |
|
1.000 |
1.5736 |
|
1.618 |
1.5649 |
|
2.618 |
1.5508 |
|
4.250 |
1.5278 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5948 |
1.5953 |
| PP |
1.5924 |
1.5927 |
| S1 |
1.5901 |
1.5902 |
|