CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6158 |
1.6130 |
-0.0028 |
-0.2% |
1.6248 |
| High |
1.6159 |
1.6132 |
-0.0027 |
-0.2% |
1.6276 |
| Low |
1.6110 |
1.6057 |
-0.0053 |
-0.3% |
1.6132 |
| Close |
1.6152 |
1.6132 |
-0.0020 |
-0.1% |
1.6132 |
| Range |
0.0049 |
0.0075 |
0.0026 |
53.1% |
0.0144 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.8% |
0.0000 |
| Volume |
13 |
74 |
61 |
469.2% |
303 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6332 |
1.6307 |
1.6173 |
|
| R3 |
1.6257 |
1.6232 |
1.6153 |
|
| R2 |
1.6182 |
1.6182 |
1.6146 |
|
| R1 |
1.6157 |
1.6157 |
1.6139 |
1.6170 |
| PP |
1.6107 |
1.6107 |
1.6107 |
1.6113 |
| S1 |
1.6082 |
1.6082 |
1.6125 |
1.6095 |
| S2 |
1.6032 |
1.6032 |
1.6118 |
|
| S3 |
1.5957 |
1.6007 |
1.6111 |
|
| S4 |
1.5882 |
1.5932 |
1.6091 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6612 |
1.6516 |
1.6211 |
|
| R3 |
1.6468 |
1.6372 |
1.6172 |
|
| R2 |
1.6324 |
1.6324 |
1.6158 |
|
| R1 |
1.6228 |
1.6228 |
1.6145 |
1.6204 |
| PP |
1.6180 |
1.6180 |
1.6180 |
1.6168 |
| S1 |
1.6084 |
1.6084 |
1.6119 |
1.6060 |
| S2 |
1.6036 |
1.6036 |
1.6106 |
|
| S3 |
1.5892 |
1.5940 |
1.6092 |
|
| S4 |
1.5748 |
1.5796 |
1.6053 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6451 |
|
2.618 |
1.6328 |
|
1.618 |
1.6253 |
|
1.000 |
1.6207 |
|
0.618 |
1.6178 |
|
HIGH |
1.6132 |
|
0.618 |
1.6103 |
|
0.500 |
1.6095 |
|
0.382 |
1.6086 |
|
LOW |
1.6057 |
|
0.618 |
1.6011 |
|
1.000 |
1.5982 |
|
1.618 |
1.5936 |
|
2.618 |
1.5861 |
|
4.250 |
1.5738 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6120 |
1.6126 |
| PP |
1.6107 |
1.6120 |
| S1 |
1.6095 |
1.6114 |
|