CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 16-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5622 |
1.5688 |
0.0066 |
0.4% |
1.5611 |
| High |
1.5715 |
1.5837 |
0.0122 |
0.8% |
1.5837 |
| Low |
1.5622 |
1.5684 |
0.0062 |
0.4% |
1.5611 |
| Close |
1.5701 |
1.5811 |
0.0110 |
0.7% |
1.5811 |
| Range |
0.0093 |
0.0153 |
0.0060 |
64.5% |
0.0226 |
| ATR |
|
|
|
|
|
| Volume |
2 |
21 |
19 |
950.0% |
65 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6236 |
1.6177 |
1.5895 |
|
| R3 |
1.6083 |
1.6024 |
1.5853 |
|
| R2 |
1.5930 |
1.5930 |
1.5839 |
|
| R1 |
1.5871 |
1.5871 |
1.5825 |
1.5901 |
| PP |
1.5777 |
1.5777 |
1.5777 |
1.5792 |
| S1 |
1.5718 |
1.5718 |
1.5797 |
1.5748 |
| S2 |
1.5624 |
1.5624 |
1.5783 |
|
| S3 |
1.5471 |
1.5565 |
1.5769 |
|
| S4 |
1.5318 |
1.5412 |
1.5727 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6431 |
1.6347 |
1.5935 |
|
| R3 |
1.6205 |
1.6121 |
1.5873 |
|
| R2 |
1.5979 |
1.5979 |
1.5852 |
|
| R1 |
1.5895 |
1.5895 |
1.5832 |
1.5937 |
| PP |
1.5753 |
1.5753 |
1.5753 |
1.5774 |
| S1 |
1.5669 |
1.5669 |
1.5790 |
1.5711 |
| S2 |
1.5527 |
1.5527 |
1.5770 |
|
| S3 |
1.5301 |
1.5443 |
1.5749 |
|
| S4 |
1.5075 |
1.5217 |
1.5687 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6487 |
|
2.618 |
1.6238 |
|
1.618 |
1.6085 |
|
1.000 |
1.5990 |
|
0.618 |
1.5932 |
|
HIGH |
1.5837 |
|
0.618 |
1.5779 |
|
0.500 |
1.5761 |
|
0.382 |
1.5742 |
|
LOW |
1.5684 |
|
0.618 |
1.5589 |
|
1.000 |
1.5531 |
|
1.618 |
1.5436 |
|
2.618 |
1.5283 |
|
4.250 |
1.5034 |
|
|
| Fisher Pivots for day following 16-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5794 |
1.5784 |
| PP |
1.5777 |
1.5757 |
| S1 |
1.5761 |
1.5730 |
|