CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5932 |
1.5919 |
-0.0013 |
-0.1% |
1.6352 |
| High |
1.5932 |
1.5919 |
-0.0013 |
-0.1% |
1.6352 |
| Low |
1.5932 |
1.5919 |
-0.0013 |
-0.1% |
1.6122 |
| Close |
1.5932 |
1.5919 |
-0.0013 |
-0.1% |
1.6153 |
| Range |
|
|
|
|
|
| ATR |
0.0078 |
0.0074 |
-0.0005 |
-6.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5919 |
1.5919 |
1.5919 |
|
| R3 |
1.5919 |
1.5919 |
1.5919 |
|
| R2 |
1.5919 |
1.5919 |
1.5919 |
|
| R1 |
1.5919 |
1.5919 |
1.5919 |
1.5919 |
| PP |
1.5919 |
1.5919 |
1.5919 |
1.5919 |
| S1 |
1.5919 |
1.5919 |
1.5919 |
1.5919 |
| S2 |
1.5919 |
1.5919 |
1.5919 |
|
| S3 |
1.5919 |
1.5919 |
1.5919 |
|
| S4 |
1.5919 |
1.5919 |
1.5919 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6899 |
1.6756 |
1.6280 |
|
| R3 |
1.6669 |
1.6526 |
1.6216 |
|
| R2 |
1.6439 |
1.6439 |
1.6195 |
|
| R1 |
1.6296 |
1.6296 |
1.6174 |
1.6253 |
| PP |
1.6209 |
1.6209 |
1.6209 |
1.6187 |
| S1 |
1.6066 |
1.6066 |
1.6132 |
1.6023 |
| S2 |
1.5979 |
1.5979 |
1.6111 |
|
| S3 |
1.5749 |
1.5836 |
1.6090 |
|
| S4 |
1.5519 |
1.5606 |
1.6027 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5919 |
|
2.618 |
1.5919 |
|
1.618 |
1.5919 |
|
1.000 |
1.5919 |
|
0.618 |
1.5919 |
|
HIGH |
1.5919 |
|
0.618 |
1.5919 |
|
0.500 |
1.5919 |
|
0.382 |
1.5919 |
|
LOW |
1.5919 |
|
0.618 |
1.5919 |
|
1.000 |
1.5919 |
|
1.618 |
1.5919 |
|
2.618 |
1.5919 |
|
4.250 |
1.5919 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5919 |
1.5916 |
| PP |
1.5919 |
1.5913 |
| S1 |
1.5919 |
1.5911 |
|