CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5669 |
1.5713 |
0.0044 |
0.3% |
1.6070 |
| High |
1.5669 |
1.5713 |
0.0044 |
0.3% |
1.6070 |
| Low |
1.5669 |
1.5631 |
-0.0038 |
-0.2% |
1.5776 |
| Close |
1.5669 |
1.5631 |
-0.0038 |
-0.2% |
1.5776 |
| Range |
0.0000 |
0.0082 |
0.0082 |
|
0.0294 |
| ATR |
|
|
|
|
|
| Volume |
6 |
6 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5904 |
1.5850 |
1.5676 |
|
| R3 |
1.5822 |
1.5768 |
1.5654 |
|
| R2 |
1.5740 |
1.5740 |
1.5646 |
|
| R1 |
1.5686 |
1.5686 |
1.5639 |
1.5672 |
| PP |
1.5658 |
1.5658 |
1.5658 |
1.5652 |
| S1 |
1.5604 |
1.5604 |
1.5623 |
1.5590 |
| S2 |
1.5576 |
1.5576 |
1.5616 |
|
| S3 |
1.5494 |
1.5522 |
1.5608 |
|
| S4 |
1.5412 |
1.5440 |
1.5586 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6756 |
1.6560 |
1.5938 |
|
| R3 |
1.6462 |
1.6266 |
1.5857 |
|
| R2 |
1.6168 |
1.6168 |
1.5830 |
|
| R1 |
1.5972 |
1.5972 |
1.5803 |
1.5923 |
| PP |
1.5874 |
1.5874 |
1.5874 |
1.5850 |
| S1 |
1.5678 |
1.5678 |
1.5749 |
1.5629 |
| S2 |
1.5580 |
1.5580 |
1.5722 |
|
| S3 |
1.5286 |
1.5384 |
1.5695 |
|
| S4 |
1.4992 |
1.5090 |
1.5614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6062 |
|
2.618 |
1.5928 |
|
1.618 |
1.5846 |
|
1.000 |
1.5795 |
|
0.618 |
1.5764 |
|
HIGH |
1.5713 |
|
0.618 |
1.5682 |
|
0.500 |
1.5672 |
|
0.382 |
1.5662 |
|
LOW |
1.5631 |
|
0.618 |
1.5580 |
|
1.000 |
1.5549 |
|
1.618 |
1.5498 |
|
2.618 |
1.5416 |
|
4.250 |
1.5283 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5672 |
1.5690 |
| PP |
1.5658 |
1.5670 |
| S1 |
1.5645 |
1.5651 |
|