CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6130 |
1.6127 |
-0.0003 |
0.0% |
1.6248 |
| High |
1.6132 |
1.6164 |
0.0032 |
0.2% |
1.6276 |
| Low |
1.6057 |
1.6084 |
0.0027 |
0.2% |
1.6132 |
| Close |
1.6132 |
1.6142 |
0.0010 |
0.1% |
1.6132 |
| Range |
0.0075 |
0.0080 |
0.0005 |
6.7% |
0.0144 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
74 |
55 |
-19 |
-25.7% |
303 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6370 |
1.6336 |
1.6186 |
|
| R3 |
1.6290 |
1.6256 |
1.6164 |
|
| R2 |
1.6210 |
1.6210 |
1.6157 |
|
| R1 |
1.6176 |
1.6176 |
1.6149 |
1.6193 |
| PP |
1.6130 |
1.6130 |
1.6130 |
1.6139 |
| S1 |
1.6096 |
1.6096 |
1.6135 |
1.6113 |
| S2 |
1.6050 |
1.6050 |
1.6127 |
|
| S3 |
1.5970 |
1.6016 |
1.6120 |
|
| S4 |
1.5890 |
1.5936 |
1.6098 |
|
|
| 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 |
1.6504 |
|
2.618 |
1.6373 |
|
1.618 |
1.6293 |
|
1.000 |
1.6244 |
|
0.618 |
1.6213 |
|
HIGH |
1.6164 |
|
0.618 |
1.6133 |
|
0.500 |
1.6124 |
|
0.382 |
1.6115 |
|
LOW |
1.6084 |
|
0.618 |
1.6035 |
|
1.000 |
1.6004 |
|
1.618 |
1.5955 |
|
2.618 |
1.5875 |
|
4.250 |
1.5744 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6136 |
1.6132 |
| PP |
1.6130 |
1.6121 |
| S1 |
1.6124 |
1.6111 |
|