CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5878 |
1.5881 |
0.0003 |
0.0% |
1.5855 |
| High |
1.5880 |
1.5881 |
0.0001 |
0.0% |
1.6011 |
| Low |
1.5829 |
1.5796 |
-0.0033 |
-0.2% |
1.5788 |
| Close |
1.5872 |
1.5813 |
-0.0059 |
-0.4% |
1.5978 |
| Range |
0.0051 |
0.0085 |
0.0034 |
66.7% |
0.0223 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
77 |
39 |
-38 |
-49.4% |
448 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6085 |
1.6034 |
1.5860 |
|
| R3 |
1.6000 |
1.5949 |
1.5836 |
|
| R2 |
1.5915 |
1.5915 |
1.5829 |
|
| R1 |
1.5864 |
1.5864 |
1.5821 |
1.5847 |
| PP |
1.5830 |
1.5830 |
1.5830 |
1.5822 |
| S1 |
1.5779 |
1.5779 |
1.5805 |
1.5762 |
| S2 |
1.5745 |
1.5745 |
1.5797 |
|
| S3 |
1.5660 |
1.5694 |
1.5790 |
|
| S4 |
1.5575 |
1.5609 |
1.5766 |
|
|
| 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 |
1.6242 |
|
2.618 |
1.6104 |
|
1.618 |
1.6019 |
|
1.000 |
1.5966 |
|
0.618 |
1.5934 |
|
HIGH |
1.5881 |
|
0.618 |
1.5849 |
|
0.500 |
1.5839 |
|
0.382 |
1.5828 |
|
LOW |
1.5796 |
|
0.618 |
1.5743 |
|
1.000 |
1.5711 |
|
1.618 |
1.5658 |
|
2.618 |
1.5573 |
|
4.250 |
1.5435 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5839 |
1.5907 |
| PP |
1.5830 |
1.5876 |
| S1 |
1.5822 |
1.5844 |
|