CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5487 |
1.5580 |
0.0093 |
0.6% |
1.5554 |
| High |
1.5487 |
1.5686 |
0.0199 |
1.3% |
1.5686 |
| Low |
1.5487 |
1.5580 |
0.0093 |
0.6% |
1.5487 |
| Close |
1.5487 |
1.5667 |
0.0180 |
1.2% |
1.5667 |
| Range |
0.0000 |
0.0106 |
0.0106 |
|
0.0199 |
| ATR |
0.0057 |
0.0067 |
0.0010 |
17.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5962 |
1.5921 |
1.5725 |
|
| R3 |
1.5856 |
1.5815 |
1.5696 |
|
| R2 |
1.5750 |
1.5750 |
1.5686 |
|
| R1 |
1.5709 |
1.5709 |
1.5677 |
1.5730 |
| PP |
1.5644 |
1.5644 |
1.5644 |
1.5655 |
| S1 |
1.5603 |
1.5603 |
1.5657 |
1.5624 |
| S2 |
1.5538 |
1.5538 |
1.5648 |
|
| S3 |
1.5432 |
1.5497 |
1.5638 |
|
| S4 |
1.5326 |
1.5391 |
1.5609 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6210 |
1.6138 |
1.5776 |
|
| R3 |
1.6011 |
1.5939 |
1.5722 |
|
| R2 |
1.5812 |
1.5812 |
1.5703 |
|
| R1 |
1.5740 |
1.5740 |
1.5685 |
1.5776 |
| PP |
1.5613 |
1.5613 |
1.5613 |
1.5632 |
| S1 |
1.5541 |
1.5541 |
1.5649 |
1.5577 |
| S2 |
1.5414 |
1.5414 |
1.5631 |
|
| S3 |
1.5215 |
1.5342 |
1.5612 |
|
| S4 |
1.5016 |
1.5143 |
1.5558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6137 |
|
2.618 |
1.5964 |
|
1.618 |
1.5858 |
|
1.000 |
1.5792 |
|
0.618 |
1.5752 |
|
HIGH |
1.5686 |
|
0.618 |
1.5646 |
|
0.500 |
1.5633 |
|
0.382 |
1.5620 |
|
LOW |
1.5580 |
|
0.618 |
1.5514 |
|
1.000 |
1.5474 |
|
1.618 |
1.5408 |
|
2.618 |
1.5302 |
|
4.250 |
1.5130 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5656 |
1.5640 |
| PP |
1.5644 |
1.5613 |
| S1 |
1.5633 |
1.5587 |
|