CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5360 |
1.5364 |
0.0004 |
0.0% |
1.5615 |
| High |
1.5395 |
1.5364 |
-0.0031 |
-0.2% |
1.5615 |
| Low |
1.5360 |
1.5364 |
0.0004 |
0.0% |
1.5360 |
| Close |
1.5395 |
1.5364 |
-0.0031 |
-0.2% |
1.5364 |
| Range |
0.0035 |
0.0000 |
-0.0035 |
-100.0% |
0.0255 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
6 |
4 |
-2 |
-33.3% |
22 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5364 |
1.5364 |
1.5364 |
|
| R3 |
1.5364 |
1.5364 |
1.5364 |
|
| R2 |
1.5364 |
1.5364 |
1.5364 |
|
| R1 |
1.5364 |
1.5364 |
1.5364 |
1.5364 |
| PP |
1.5364 |
1.5364 |
1.5364 |
1.5364 |
| S1 |
1.5364 |
1.5364 |
1.5364 |
1.5364 |
| S2 |
1.5364 |
1.5364 |
1.5364 |
|
| S3 |
1.5364 |
1.5364 |
1.5364 |
|
| S4 |
1.5364 |
1.5364 |
1.5364 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6211 |
1.6043 |
1.5504 |
|
| R3 |
1.5956 |
1.5788 |
1.5434 |
|
| R2 |
1.5701 |
1.5701 |
1.5411 |
|
| R1 |
1.5533 |
1.5533 |
1.5387 |
1.5490 |
| PP |
1.5446 |
1.5446 |
1.5446 |
1.5425 |
| S1 |
1.5278 |
1.5278 |
1.5341 |
1.5235 |
| S2 |
1.5191 |
1.5191 |
1.5317 |
|
| S3 |
1.4936 |
1.5023 |
1.5294 |
|
| S4 |
1.4681 |
1.4768 |
1.5224 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5364 |
|
2.618 |
1.5364 |
|
1.618 |
1.5364 |
|
1.000 |
1.5364 |
|
0.618 |
1.5364 |
|
HIGH |
1.5364 |
|
0.618 |
1.5364 |
|
0.500 |
1.5364 |
|
0.382 |
1.5364 |
|
LOW |
1.5364 |
|
0.618 |
1.5364 |
|
1.000 |
1.5364 |
|
1.618 |
1.5364 |
|
2.618 |
1.5364 |
|
4.250 |
1.5364 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5364 |
1.5414 |
| PP |
1.5364 |
1.5397 |
| S1 |
1.5364 |
1.5381 |
|