CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6419 |
1.6380 |
-0.0039 |
-0.2% |
1.6087 |
| High |
1.6419 |
1.6380 |
-0.0039 |
-0.2% |
1.6419 |
| Low |
1.6419 |
1.6380 |
-0.0039 |
-0.2% |
1.6087 |
| Close |
1.6419 |
1.6380 |
-0.0039 |
-0.2% |
1.6419 |
| Range |
|
|
|
|
|
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6380 |
1.6380 |
1.6380 |
|
| R3 |
1.6380 |
1.6380 |
1.6380 |
|
| R2 |
1.6380 |
1.6380 |
1.6380 |
|
| R1 |
1.6380 |
1.6380 |
1.6380 |
1.6380 |
| PP |
1.6380 |
1.6380 |
1.6380 |
1.6380 |
| S1 |
1.6380 |
1.6380 |
1.6380 |
1.6380 |
| S2 |
1.6380 |
1.6380 |
1.6380 |
|
| S3 |
1.6380 |
1.6380 |
1.6380 |
|
| S4 |
1.6380 |
1.6380 |
1.6380 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7304 |
1.7194 |
1.6602 |
|
| R3 |
1.6972 |
1.6862 |
1.6510 |
|
| R2 |
1.6640 |
1.6640 |
1.6480 |
|
| R1 |
1.6530 |
1.6530 |
1.6449 |
1.6585 |
| PP |
1.6308 |
1.6308 |
1.6308 |
1.6336 |
| S1 |
1.6198 |
1.6198 |
1.6389 |
1.6253 |
| S2 |
1.5976 |
1.5976 |
1.6358 |
|
| S3 |
1.5644 |
1.5866 |
1.6328 |
|
| S4 |
1.5312 |
1.5534 |
1.6236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6380 |
|
2.618 |
1.6380 |
|
1.618 |
1.6380 |
|
1.000 |
1.6380 |
|
0.618 |
1.6380 |
|
HIGH |
1.6380 |
|
0.618 |
1.6380 |
|
0.500 |
1.6380 |
|
0.382 |
1.6380 |
|
LOW |
1.6380 |
|
0.618 |
1.6380 |
|
1.000 |
1.6380 |
|
1.618 |
1.6380 |
|
2.618 |
1.6380 |
|
4.250 |
1.6380 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6380 |
1.6369 |
| PP |
1.6380 |
1.6359 |
| S1 |
1.6380 |
1.6348 |
|