CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5920 |
1.5907 |
-0.0013 |
-0.1% |
1.5853 |
| High |
1.5959 |
1.5942 |
-0.0017 |
-0.1% |
1.5959 |
| Low |
1.5908 |
1.5826 |
-0.0082 |
-0.5% |
1.5826 |
| Close |
1.5955 |
1.5836 |
-0.0119 |
-0.7% |
1.5836 |
| Range |
0.0051 |
0.0116 |
0.0065 |
127.5% |
0.0133 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
4.9% |
0.0000 |
| Volume |
23 |
144 |
121 |
526.1% |
246 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6216 |
1.6142 |
1.5900 |
|
| R3 |
1.6100 |
1.6026 |
1.5868 |
|
| R2 |
1.5984 |
1.5984 |
1.5857 |
|
| R1 |
1.5910 |
1.5910 |
1.5847 |
1.5889 |
| PP |
1.5868 |
1.5868 |
1.5868 |
1.5858 |
| S1 |
1.5794 |
1.5794 |
1.5825 |
1.5773 |
| S2 |
1.5752 |
1.5752 |
1.5815 |
|
| S3 |
1.5636 |
1.5678 |
1.5804 |
|
| S4 |
1.5520 |
1.5562 |
1.5772 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6187 |
1.5909 |
|
| R3 |
1.6140 |
1.6054 |
1.5873 |
|
| R2 |
1.6007 |
1.6007 |
1.5860 |
|
| R1 |
1.5921 |
1.5921 |
1.5848 |
1.5898 |
| PP |
1.5874 |
1.5874 |
1.5874 |
1.5862 |
| S1 |
1.5788 |
1.5788 |
1.5824 |
1.5765 |
| S2 |
1.5741 |
1.5741 |
1.5812 |
|
| S3 |
1.5608 |
1.5655 |
1.5799 |
|
| S4 |
1.5475 |
1.5522 |
1.5763 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6435 |
|
2.618 |
1.6246 |
|
1.618 |
1.6130 |
|
1.000 |
1.6058 |
|
0.618 |
1.6014 |
|
HIGH |
1.5942 |
|
0.618 |
1.5898 |
|
0.500 |
1.5884 |
|
0.382 |
1.5870 |
|
LOW |
1.5826 |
|
0.618 |
1.5754 |
|
1.000 |
1.5710 |
|
1.618 |
1.5638 |
|
2.618 |
1.5522 |
|
4.250 |
1.5333 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5884 |
1.5893 |
| PP |
1.5868 |
1.5874 |
| S1 |
1.5852 |
1.5855 |
|