CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5931 |
1.5818 |
-0.0113 |
-0.7% |
1.5866 |
| High |
1.5931 |
1.5865 |
-0.0066 |
-0.4% |
1.5866 |
| Low |
1.5931 |
1.5818 |
-0.0113 |
-0.7% |
1.5788 |
| Close |
1.5931 |
1.5865 |
-0.0066 |
-0.4% |
1.5838 |
| Range |
0.0000 |
0.0047 |
0.0047 |
|
0.0078 |
| ATR |
0.0050 |
0.0055 |
0.0004 |
8.9% |
0.0000 |
| Volume |
38 |
38 |
0 |
0.0% |
190 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5990 |
1.5975 |
1.5891 |
|
| R3 |
1.5943 |
1.5928 |
1.5878 |
|
| R2 |
1.5896 |
1.5896 |
1.5874 |
|
| R1 |
1.5881 |
1.5881 |
1.5869 |
1.5889 |
| PP |
1.5849 |
1.5849 |
1.5849 |
1.5853 |
| S1 |
1.5834 |
1.5834 |
1.5861 |
1.5842 |
| S2 |
1.5802 |
1.5802 |
1.5856 |
|
| S3 |
1.5755 |
1.5787 |
1.5852 |
|
| S4 |
1.5708 |
1.5740 |
1.5839 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6065 |
1.6029 |
1.5881 |
|
| R3 |
1.5987 |
1.5951 |
1.5859 |
|
| R2 |
1.5909 |
1.5909 |
1.5852 |
|
| R1 |
1.5873 |
1.5873 |
1.5845 |
1.5852 |
| PP |
1.5831 |
1.5831 |
1.5831 |
1.5820 |
| S1 |
1.5795 |
1.5795 |
1.5831 |
1.5774 |
| S2 |
1.5753 |
1.5753 |
1.5824 |
|
| S3 |
1.5675 |
1.5717 |
1.5817 |
|
| S4 |
1.5597 |
1.5639 |
1.5795 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6065 |
|
2.618 |
1.5988 |
|
1.618 |
1.5941 |
|
1.000 |
1.5912 |
|
0.618 |
1.5894 |
|
HIGH |
1.5865 |
|
0.618 |
1.5847 |
|
0.500 |
1.5842 |
|
0.382 |
1.5836 |
|
LOW |
1.5818 |
|
0.618 |
1.5789 |
|
1.000 |
1.5771 |
|
1.618 |
1.5742 |
|
2.618 |
1.5695 |
|
4.250 |
1.5618 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5857 |
1.5875 |
| PP |
1.5849 |
1.5871 |
| S1 |
1.5842 |
1.5868 |
|