CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5880 |
1.5960 |
0.0080 |
0.5% |
1.5855 |
| High |
1.5930 |
1.6011 |
0.0081 |
0.5% |
1.6011 |
| Low |
1.5845 |
1.5949 |
0.0104 |
0.7% |
1.5788 |
| Close |
1.5915 |
1.5978 |
0.0063 |
0.4% |
1.5978 |
| Range |
0.0085 |
0.0062 |
-0.0023 |
-27.1% |
0.0223 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0000 |
| Volume |
128 |
69 |
-59 |
-46.1% |
448 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6165 |
1.6134 |
1.6012 |
|
| R3 |
1.6103 |
1.6072 |
1.5995 |
|
| R2 |
1.6041 |
1.6041 |
1.5989 |
|
| R1 |
1.6010 |
1.6010 |
1.5984 |
1.6026 |
| PP |
1.5979 |
1.5979 |
1.5979 |
1.5987 |
| S1 |
1.5948 |
1.5948 |
1.5972 |
1.5964 |
| S2 |
1.5917 |
1.5917 |
1.5967 |
|
| S3 |
1.5855 |
1.5886 |
1.5961 |
|
| S4 |
1.5793 |
1.5824 |
1.5944 |
|
|
| 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 |
1.6275 |
|
2.618 |
1.6173 |
|
1.618 |
1.6111 |
|
1.000 |
1.6073 |
|
0.618 |
1.6049 |
|
HIGH |
1.6011 |
|
0.618 |
1.5987 |
|
0.500 |
1.5980 |
|
0.382 |
1.5973 |
|
LOW |
1.5949 |
|
0.618 |
1.5911 |
|
1.000 |
1.5887 |
|
1.618 |
1.5849 |
|
2.618 |
1.5787 |
|
4.250 |
1.5686 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5980 |
1.5958 |
| PP |
1.5979 |
1.5938 |
| S1 |
1.5979 |
1.5918 |
|