CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 06-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
06-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5881 |
1.5850 |
-0.0031 |
-0.2% |
1.6002 |
| High |
1.5881 |
1.5860 |
-0.0021 |
-0.1% |
1.6028 |
| Low |
1.5796 |
1.5850 |
0.0054 |
0.3% |
1.5796 |
| Close |
1.5813 |
1.5858 |
0.0045 |
0.3% |
1.5858 |
| Range |
0.0085 |
0.0010 |
-0.0075 |
-88.2% |
0.0232 |
| ATR |
0.0083 |
0.0081 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
39 |
51 |
12 |
30.8% |
396 |
|
| Daily Pivots for day following 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5886 |
1.5882 |
1.5864 |
|
| R3 |
1.5876 |
1.5872 |
1.5861 |
|
| R2 |
1.5866 |
1.5866 |
1.5860 |
|
| R1 |
1.5862 |
1.5862 |
1.5859 |
1.5864 |
| PP |
1.5856 |
1.5856 |
1.5856 |
1.5857 |
| S1 |
1.5852 |
1.5852 |
1.5857 |
1.5854 |
| S2 |
1.5846 |
1.5846 |
1.5856 |
|
| S3 |
1.5836 |
1.5842 |
1.5855 |
|
| S4 |
1.5826 |
1.5832 |
1.5853 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6590 |
1.6456 |
1.5986 |
|
| R3 |
1.6358 |
1.6224 |
1.5922 |
|
| R2 |
1.6126 |
1.6126 |
1.5901 |
|
| R1 |
1.5992 |
1.5992 |
1.5879 |
1.5943 |
| PP |
1.5894 |
1.5894 |
1.5894 |
1.5870 |
| S1 |
1.5760 |
1.5760 |
1.5837 |
1.5711 |
| S2 |
1.5662 |
1.5662 |
1.5815 |
|
| S3 |
1.5430 |
1.5528 |
1.5794 |
|
| S4 |
1.5198 |
1.5296 |
1.5730 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5903 |
|
2.618 |
1.5886 |
|
1.618 |
1.5876 |
|
1.000 |
1.5870 |
|
0.618 |
1.5866 |
|
HIGH |
1.5860 |
|
0.618 |
1.5856 |
|
0.500 |
1.5855 |
|
0.382 |
1.5854 |
|
LOW |
1.5850 |
|
0.618 |
1.5844 |
|
1.000 |
1.5840 |
|
1.618 |
1.5834 |
|
2.618 |
1.5824 |
|
4.250 |
1.5808 |
|
|
| Fisher Pivots for day following 06-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5857 |
1.5852 |
| PP |
1.5856 |
1.5845 |
| S1 |
1.5855 |
1.5839 |
|