CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 11-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5887 |
1.5880 |
-0.0007 |
0.0% |
1.6002 |
| High |
1.5887 |
1.5915 |
0.0028 |
0.2% |
1.6028 |
| Low |
1.5829 |
1.5873 |
0.0044 |
0.3% |
1.5796 |
| Close |
1.5844 |
1.5886 |
0.0042 |
0.3% |
1.5858 |
| Range |
0.0058 |
0.0042 |
-0.0016 |
-27.6% |
0.0232 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
32 |
11 |
-21 |
-65.6% |
396 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6017 |
1.5994 |
1.5909 |
|
| R3 |
1.5975 |
1.5952 |
1.5898 |
|
| R2 |
1.5933 |
1.5933 |
1.5894 |
|
| R1 |
1.5910 |
1.5910 |
1.5890 |
1.5922 |
| PP |
1.5891 |
1.5891 |
1.5891 |
1.5897 |
| S1 |
1.5868 |
1.5868 |
1.5882 |
1.5880 |
| S2 |
1.5849 |
1.5849 |
1.5878 |
|
| S3 |
1.5807 |
1.5826 |
1.5874 |
|
| S4 |
1.5765 |
1.5784 |
1.5863 |
|
|
| 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 |
1.6094 |
|
2.618 |
1.6025 |
|
1.618 |
1.5983 |
|
1.000 |
1.5957 |
|
0.618 |
1.5941 |
|
HIGH |
1.5915 |
|
0.618 |
1.5899 |
|
0.500 |
1.5894 |
|
0.382 |
1.5889 |
|
LOW |
1.5873 |
|
0.618 |
1.5847 |
|
1.000 |
1.5831 |
|
1.618 |
1.5805 |
|
2.618 |
1.5763 |
|
4.250 |
1.5695 |
|
|
| Fisher Pivots for day following 11-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5894 |
1.5881 |
| PP |
1.5891 |
1.5877 |
| S1 |
1.5889 |
1.5872 |
|