CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 04-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6018 |
1.5878 |
-0.0140 |
-0.9% |
1.5855 |
| High |
1.6018 |
1.5880 |
-0.0138 |
-0.9% |
1.6011 |
| Low |
1.5877 |
1.5829 |
-0.0048 |
-0.3% |
1.5788 |
| Close |
1.5877 |
1.5872 |
-0.0005 |
0.0% |
1.5978 |
| Range |
0.0141 |
0.0051 |
-0.0090 |
-63.8% |
0.0223 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
59 |
77 |
18 |
30.5% |
448 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.5994 |
1.5900 |
|
| R3 |
1.5962 |
1.5943 |
1.5886 |
|
| R2 |
1.5911 |
1.5911 |
1.5881 |
|
| R1 |
1.5892 |
1.5892 |
1.5877 |
1.5876 |
| PP |
1.5860 |
1.5860 |
1.5860 |
1.5853 |
| S1 |
1.5841 |
1.5841 |
1.5867 |
1.5825 |
| S2 |
1.5809 |
1.5809 |
1.5863 |
|
| S3 |
1.5758 |
1.5790 |
1.5858 |
|
| S4 |
1.5707 |
1.5739 |
1.5844 |
|
|
| 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 |
1.6097 |
|
2.618 |
1.6014 |
|
1.618 |
1.5963 |
|
1.000 |
1.5931 |
|
0.618 |
1.5912 |
|
HIGH |
1.5880 |
|
0.618 |
1.5861 |
|
0.500 |
1.5855 |
|
0.382 |
1.5848 |
|
LOW |
1.5829 |
|
0.618 |
1.5797 |
|
1.000 |
1.5778 |
|
1.618 |
1.5746 |
|
2.618 |
1.5695 |
|
4.250 |
1.5612 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5866 |
1.5929 |
| PP |
1.5860 |
1.5910 |
| S1 |
1.5855 |
1.5891 |
|