CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5766 |
1.5749 |
-0.0017 |
-0.1% |
1.5778 |
| High |
1.5766 |
1.5749 |
-0.0017 |
-0.1% |
1.5778 |
| Low |
1.5766 |
1.5749 |
-0.0017 |
-0.1% |
1.5732 |
| Close |
1.5766 |
1.5749 |
-0.0017 |
-0.1% |
1.5749 |
| Range |
|
|
|
|
|
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5749 |
1.5749 |
|
| R3 |
1.5749 |
1.5749 |
1.5749 |
|
| R2 |
1.5749 |
1.5749 |
1.5749 |
|
| R1 |
1.5749 |
1.5749 |
1.5749 |
1.5749 |
| PP |
1.5749 |
1.5749 |
1.5749 |
1.5749 |
| S1 |
1.5749 |
1.5749 |
1.5749 |
1.5749 |
| S2 |
1.5749 |
1.5749 |
1.5749 |
|
| S3 |
1.5749 |
1.5749 |
1.5749 |
|
| S4 |
1.5749 |
1.5749 |
1.5749 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5891 |
1.5866 |
1.5774 |
|
| R3 |
1.5845 |
1.5820 |
1.5762 |
|
| R2 |
1.5799 |
1.5799 |
1.5757 |
|
| R1 |
1.5774 |
1.5774 |
1.5753 |
1.5764 |
| PP |
1.5753 |
1.5753 |
1.5753 |
1.5748 |
| S1 |
1.5728 |
1.5728 |
1.5745 |
1.5718 |
| S2 |
1.5707 |
1.5707 |
1.5741 |
|
| S3 |
1.5661 |
1.5682 |
1.5736 |
|
| S4 |
1.5615 |
1.5636 |
1.5724 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5749 |
|
2.618 |
1.5749 |
|
1.618 |
1.5749 |
|
1.000 |
1.5749 |
|
0.618 |
1.5749 |
|
HIGH |
1.5749 |
|
0.618 |
1.5749 |
|
0.500 |
1.5749 |
|
0.382 |
1.5749 |
|
LOW |
1.5749 |
|
0.618 |
1.5749 |
|
1.000 |
1.5749 |
|
1.618 |
1.5749 |
|
2.618 |
1.5749 |
|
4.250 |
1.5749 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5749 |
1.5749 |
| PP |
1.5749 |
1.5749 |
| S1 |
1.5749 |
1.5749 |
|