CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 20-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6040 |
1.6029 |
-0.0011 |
-0.1% |
1.5821 |
| High |
1.6060 |
1.6115 |
0.0055 |
0.3% |
1.6115 |
| Low |
1.5995 |
1.6020 |
0.0025 |
0.2% |
1.5821 |
| Close |
1.6041 |
1.6093 |
0.0052 |
0.3% |
1.6093 |
| Range |
0.0065 |
0.0095 |
0.0030 |
46.2% |
0.0294 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.4% |
0.0000 |
| Volume |
133 |
72 |
-61 |
-45.9% |
381 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6361 |
1.6322 |
1.6145 |
|
| R3 |
1.6266 |
1.6227 |
1.6119 |
|
| R2 |
1.6171 |
1.6171 |
1.6110 |
|
| R1 |
1.6132 |
1.6132 |
1.6102 |
1.6152 |
| PP |
1.6076 |
1.6076 |
1.6076 |
1.6086 |
| S1 |
1.6037 |
1.6037 |
1.6084 |
1.6057 |
| S2 |
1.5981 |
1.5981 |
1.6076 |
|
| S3 |
1.5886 |
1.5942 |
1.6067 |
|
| S4 |
1.5791 |
1.5847 |
1.6041 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6892 |
1.6786 |
1.6255 |
|
| R3 |
1.6598 |
1.6492 |
1.6174 |
|
| R2 |
1.6304 |
1.6304 |
1.6147 |
|
| R1 |
1.6198 |
1.6198 |
1.6120 |
1.6251 |
| PP |
1.6010 |
1.6010 |
1.6010 |
1.6036 |
| S1 |
1.5904 |
1.5904 |
1.6066 |
1.5957 |
| S2 |
1.5716 |
1.5716 |
1.6039 |
|
| S3 |
1.5422 |
1.5610 |
1.6012 |
|
| S4 |
1.5128 |
1.5316 |
1.5931 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6519 |
|
2.618 |
1.6364 |
|
1.618 |
1.6269 |
|
1.000 |
1.6210 |
|
0.618 |
1.6174 |
|
HIGH |
1.6115 |
|
0.618 |
1.6079 |
|
0.500 |
1.6068 |
|
0.382 |
1.6056 |
|
LOW |
1.6020 |
|
0.618 |
1.5961 |
|
1.000 |
1.5925 |
|
1.618 |
1.5866 |
|
2.618 |
1.5771 |
|
4.250 |
1.5616 |
|
|
| Fisher Pivots for day following 20-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6085 |
1.6069 |
| PP |
1.6076 |
1.6045 |
| S1 |
1.6068 |
1.6021 |
|