CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5880 |
1.5920 |
0.0040 |
0.3% |
1.6002 |
| High |
1.5915 |
1.5959 |
0.0044 |
0.3% |
1.6028 |
| Low |
1.5873 |
1.5908 |
0.0035 |
0.2% |
1.5796 |
| Close |
1.5886 |
1.5955 |
0.0069 |
0.4% |
1.5858 |
| Range |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0232 |
| ATR |
0.0077 |
0.0076 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
11 |
23 |
12 |
109.1% |
396 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6094 |
1.6075 |
1.5983 |
|
| R3 |
1.6043 |
1.6024 |
1.5969 |
|
| R2 |
1.5992 |
1.5992 |
1.5964 |
|
| R1 |
1.5973 |
1.5973 |
1.5960 |
1.5983 |
| PP |
1.5941 |
1.5941 |
1.5941 |
1.5945 |
| S1 |
1.5922 |
1.5922 |
1.5950 |
1.5932 |
| S2 |
1.5890 |
1.5890 |
1.5946 |
|
| S3 |
1.5839 |
1.5871 |
1.5941 |
|
| S4 |
1.5788 |
1.5820 |
1.5927 |
|
|
| 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 |
1.6176 |
|
2.618 |
1.6093 |
|
1.618 |
1.6042 |
|
1.000 |
1.6010 |
|
0.618 |
1.5991 |
|
HIGH |
1.5959 |
|
0.618 |
1.5940 |
|
0.500 |
1.5934 |
|
0.382 |
1.5927 |
|
LOW |
1.5908 |
|
0.618 |
1.5876 |
|
1.000 |
1.5857 |
|
1.618 |
1.5825 |
|
2.618 |
1.5774 |
|
4.250 |
1.5691 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5948 |
1.5935 |
| PP |
1.5941 |
1.5914 |
| S1 |
1.5934 |
1.5894 |
|