CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5895 |
1.5766 |
-0.0129 |
-0.8% |
1.6040 |
| High |
1.5929 |
1.5831 |
-0.0098 |
-0.6% |
1.6095 |
| Low |
1.5771 |
1.5738 |
-0.0033 |
-0.2% |
1.5738 |
| Close |
1.5806 |
1.5793 |
-0.0013 |
-0.1% |
1.5793 |
| Range |
0.0158 |
0.0093 |
-0.0065 |
-41.1% |
0.0357 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.9% |
0.0000 |
| Volume |
154 |
222 |
68 |
44.2% |
675 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6066 |
1.6023 |
1.5844 |
|
| R3 |
1.5973 |
1.5930 |
1.5819 |
|
| R2 |
1.5880 |
1.5880 |
1.5810 |
|
| R1 |
1.5837 |
1.5837 |
1.5802 |
1.5859 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5798 |
| S1 |
1.5744 |
1.5744 |
1.5784 |
1.5766 |
| S2 |
1.5694 |
1.5694 |
1.5776 |
|
| S3 |
1.5601 |
1.5651 |
1.5767 |
|
| S4 |
1.5508 |
1.5558 |
1.5742 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6946 |
1.6727 |
1.5989 |
|
| R3 |
1.6589 |
1.6370 |
1.5891 |
|
| R2 |
1.6232 |
1.6232 |
1.5858 |
|
| R1 |
1.6013 |
1.6013 |
1.5826 |
1.5944 |
| PP |
1.5875 |
1.5875 |
1.5875 |
1.5841 |
| S1 |
1.5656 |
1.5656 |
1.5760 |
1.5587 |
| S2 |
1.5518 |
1.5518 |
1.5728 |
|
| S3 |
1.5161 |
1.5299 |
1.5695 |
|
| S4 |
1.4804 |
1.4942 |
1.5597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6226 |
|
2.618 |
1.6074 |
|
1.618 |
1.5981 |
|
1.000 |
1.5924 |
|
0.618 |
1.5888 |
|
HIGH |
1.5831 |
|
0.618 |
1.5795 |
|
0.500 |
1.5785 |
|
0.382 |
1.5774 |
|
LOW |
1.5738 |
|
0.618 |
1.5681 |
|
1.000 |
1.5645 |
|
1.618 |
1.5588 |
|
2.618 |
1.5495 |
|
4.250 |
1.5343 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5790 |
1.5859 |
| PP |
1.5787 |
1.5837 |
| S1 |
1.5785 |
1.5815 |
|