CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5853 |
1.5887 |
0.0034 |
0.2% |
1.6002 |
| High |
1.5892 |
1.5887 |
-0.0005 |
0.0% |
1.6028 |
| Low |
1.5847 |
1.5829 |
-0.0018 |
-0.1% |
1.5796 |
| Close |
1.5892 |
1.5844 |
-0.0048 |
-0.3% |
1.5858 |
| Range |
0.0045 |
0.0058 |
0.0013 |
28.9% |
0.0232 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
36 |
32 |
-4 |
-11.1% |
396 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6027 |
1.5994 |
1.5876 |
|
| R3 |
1.5969 |
1.5936 |
1.5860 |
|
| R2 |
1.5911 |
1.5911 |
1.5855 |
|
| R1 |
1.5878 |
1.5878 |
1.5849 |
1.5866 |
| PP |
1.5853 |
1.5853 |
1.5853 |
1.5847 |
| S1 |
1.5820 |
1.5820 |
1.5839 |
1.5808 |
| S2 |
1.5795 |
1.5795 |
1.5833 |
|
| S3 |
1.5737 |
1.5762 |
1.5828 |
|
| S4 |
1.5679 |
1.5704 |
1.5812 |
|
|
| 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 |
1.6134 |
|
2.618 |
1.6039 |
|
1.618 |
1.5981 |
|
1.000 |
1.5945 |
|
0.618 |
1.5923 |
|
HIGH |
1.5887 |
|
0.618 |
1.5865 |
|
0.500 |
1.5858 |
|
0.382 |
1.5851 |
|
LOW |
1.5829 |
|
0.618 |
1.5793 |
|
1.000 |
1.5771 |
|
1.618 |
1.5735 |
|
2.618 |
1.5677 |
|
4.250 |
1.5583 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5858 |
1.5861 |
| PP |
1.5853 |
1.5855 |
| S1 |
1.5849 |
1.5850 |
|