CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6156 |
1.6161 |
0.0005 |
0.0% |
1.6093 |
| High |
1.6182 |
1.6257 |
0.0075 |
0.5% |
1.6257 |
| Low |
1.6156 |
1.6161 |
0.0005 |
0.0% |
1.6065 |
| Close |
1.6182 |
1.6254 |
0.0072 |
0.4% |
1.6254 |
| Range |
0.0026 |
0.0096 |
0.0070 |
269.2% |
0.0192 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.9% |
0.0000 |
| Volume |
175 |
99 |
-76 |
-43.4% |
651 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6512 |
1.6479 |
1.6307 |
|
| R3 |
1.6416 |
1.6383 |
1.6280 |
|
| R2 |
1.6320 |
1.6320 |
1.6272 |
|
| R1 |
1.6287 |
1.6287 |
1.6263 |
1.6304 |
| PP |
1.6224 |
1.6224 |
1.6224 |
1.6232 |
| S1 |
1.6191 |
1.6191 |
1.6245 |
1.6208 |
| S2 |
1.6128 |
1.6128 |
1.6236 |
|
| S3 |
1.6032 |
1.6095 |
1.6228 |
|
| S4 |
1.5936 |
1.5999 |
1.6201 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6768 |
1.6703 |
1.6360 |
|
| R3 |
1.6576 |
1.6511 |
1.6307 |
|
| R2 |
1.6384 |
1.6384 |
1.6289 |
|
| R1 |
1.6319 |
1.6319 |
1.6272 |
1.6352 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6208 |
| S1 |
1.6127 |
1.6127 |
1.6236 |
1.6160 |
| S2 |
1.6000 |
1.6000 |
1.6219 |
|
| S3 |
1.5808 |
1.5935 |
1.6201 |
|
| S4 |
1.5616 |
1.5743 |
1.6148 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6665 |
|
2.618 |
1.6508 |
|
1.618 |
1.6412 |
|
1.000 |
1.6353 |
|
0.618 |
1.6316 |
|
HIGH |
1.6257 |
|
0.618 |
1.6220 |
|
0.500 |
1.6209 |
|
0.382 |
1.6198 |
|
LOW |
1.6161 |
|
0.618 |
1.6102 |
|
1.000 |
1.6065 |
|
1.618 |
1.6006 |
|
2.618 |
1.5910 |
|
4.250 |
1.5753 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6239 |
1.6223 |
| PP |
1.6224 |
1.6192 |
| S1 |
1.6209 |
1.6161 |
|