CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5850 |
1.5853 |
0.0003 |
0.0% |
1.6002 |
| High |
1.5860 |
1.5892 |
0.0032 |
0.2% |
1.6028 |
| Low |
1.5850 |
1.5847 |
-0.0003 |
0.0% |
1.5796 |
| Close |
1.5858 |
1.5892 |
0.0034 |
0.2% |
1.5858 |
| Range |
0.0010 |
0.0045 |
0.0035 |
350.0% |
0.0232 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
51 |
36 |
-15 |
-29.4% |
396 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6012 |
1.5997 |
1.5917 |
|
| R3 |
1.5967 |
1.5952 |
1.5904 |
|
| R2 |
1.5922 |
1.5922 |
1.5900 |
|
| R1 |
1.5907 |
1.5907 |
1.5896 |
1.5915 |
| PP |
1.5877 |
1.5877 |
1.5877 |
1.5881 |
| S1 |
1.5862 |
1.5862 |
1.5888 |
1.5870 |
| S2 |
1.5832 |
1.5832 |
1.5884 |
|
| S3 |
1.5787 |
1.5817 |
1.5880 |
|
| S4 |
1.5742 |
1.5772 |
1.5867 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6456 |
1.5986 |
|
| R3 |
1.6358 |
1.6224 |
1.5922 |
|
| R2 |
1.6126 |
1.6126 |
1.5901 |
|
| R1 |
1.5992 |
1.5992 |
1.5879 |
1.5943 |
| PP |
1.5894 |
1.5894 |
1.5894 |
1.5870 |
| S1 |
1.5760 |
1.5760 |
1.5837 |
1.5711 |
| S2 |
1.5662 |
1.5662 |
1.5815 |
|
| S3 |
1.5430 |
1.5528 |
1.5794 |
|
| S4 |
1.5198 |
1.5296 |
1.5730 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6083 |
|
2.618 |
1.6010 |
|
1.618 |
1.5965 |
|
1.000 |
1.5937 |
|
0.618 |
1.5920 |
|
HIGH |
1.5892 |
|
0.618 |
1.5875 |
|
0.500 |
1.5870 |
|
0.382 |
1.5864 |
|
LOW |
1.5847 |
|
0.618 |
1.5819 |
|
1.000 |
1.5802 |
|
1.618 |
1.5774 |
|
2.618 |
1.5729 |
|
4.250 |
1.5656 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5885 |
1.5876 |
| PP |
1.5877 |
1.5860 |
| S1 |
1.5870 |
1.5844 |
|