CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6201 |
1.6087 |
-0.0114 |
-0.7% |
1.6127 |
| High |
1.6201 |
1.6087 |
-0.0114 |
-0.7% |
1.6201 |
| Low |
1.6201 |
1.6087 |
-0.0114 |
-0.7% |
1.6064 |
| Close |
1.6201 |
1.6046 |
-0.0155 |
-1.0% |
1.6201 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0058 |
0.0004 |
8.1% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6073 |
1.6060 |
1.6046 |
|
| R3 |
1.6073 |
1.6060 |
1.6046 |
|
| R2 |
1.6073 |
1.6073 |
1.6046 |
|
| R1 |
1.6060 |
1.6060 |
1.6046 |
1.6067 |
| PP |
1.6073 |
1.6073 |
1.6073 |
1.6077 |
| S1 |
1.6060 |
1.6060 |
1.6046 |
1.6067 |
| S2 |
1.6073 |
1.6073 |
1.6046 |
|
| S3 |
1.6073 |
1.6060 |
1.6046 |
|
| S4 |
1.6073 |
1.6060 |
1.6046 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6566 |
1.6521 |
1.6276 |
|
| R3 |
1.6429 |
1.6384 |
1.6239 |
|
| R2 |
1.6292 |
1.6292 |
1.6226 |
|
| R1 |
1.6247 |
1.6247 |
1.6214 |
1.6270 |
| PP |
1.6155 |
1.6155 |
1.6155 |
1.6167 |
| S1 |
1.6110 |
1.6110 |
1.6188 |
1.6133 |
| S2 |
1.6018 |
1.6018 |
1.6176 |
|
| S3 |
1.5881 |
1.5973 |
1.6163 |
|
| S4 |
1.5744 |
1.5836 |
1.6126 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6087 |
|
2.618 |
1.6087 |
|
1.618 |
1.6087 |
|
1.000 |
1.6087 |
|
0.618 |
1.6087 |
|
HIGH |
1.6087 |
|
0.618 |
1.6087 |
|
0.500 |
1.6087 |
|
0.382 |
1.6087 |
|
LOW |
1.6087 |
|
0.618 |
1.6087 |
|
1.000 |
1.6087 |
|
1.618 |
1.6087 |
|
2.618 |
1.6087 |
|
4.250 |
1.6087 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6087 |
1.6144 |
| PP |
1.6073 |
1.6111 |
| S1 |
1.6060 |
1.6079 |
|