CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5855 |
1.5927 |
0.0072 |
0.5% |
1.5815 |
| High |
1.5941 |
1.5977 |
0.0036 |
0.2% |
1.5889 |
| Low |
1.5788 |
1.5927 |
0.0139 |
0.9% |
1.5760 |
| Close |
1.5933 |
1.5942 |
0.0009 |
0.1% |
1.5849 |
| Range |
0.0153 |
0.0050 |
-0.0103 |
-67.3% |
0.0129 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
27 |
114 |
87 |
322.2% |
260 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6099 |
1.6070 |
1.5970 |
|
| R3 |
1.6049 |
1.6020 |
1.5956 |
|
| R2 |
1.5999 |
1.5999 |
1.5951 |
|
| R1 |
1.5970 |
1.5970 |
1.5947 |
1.5985 |
| PP |
1.5949 |
1.5949 |
1.5949 |
1.5956 |
| S1 |
1.5920 |
1.5920 |
1.5937 |
1.5935 |
| S2 |
1.5899 |
1.5899 |
1.5933 |
|
| S3 |
1.5849 |
1.5870 |
1.5928 |
|
| S4 |
1.5799 |
1.5820 |
1.5915 |
|
|
| 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 |
1.6190 |
|
2.618 |
1.6108 |
|
1.618 |
1.6058 |
|
1.000 |
1.6027 |
|
0.618 |
1.6008 |
|
HIGH |
1.5977 |
|
0.618 |
1.5958 |
|
0.500 |
1.5952 |
|
0.382 |
1.5946 |
|
LOW |
1.5927 |
|
0.618 |
1.5896 |
|
1.000 |
1.5877 |
|
1.618 |
1.5846 |
|
2.618 |
1.5796 |
|
4.250 |
1.5715 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5952 |
1.5922 |
| PP |
1.5949 |
1.5902 |
| S1 |
1.5945 |
1.5883 |
|