CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6029 |
1.6093 |
0.0064 |
0.4% |
1.5821 |
| High |
1.6115 |
1.6124 |
0.0009 |
0.1% |
1.6115 |
| Low |
1.6020 |
1.6067 |
0.0047 |
0.3% |
1.5821 |
| Close |
1.6093 |
1.6109 |
0.0016 |
0.1% |
1.6093 |
| Range |
0.0095 |
0.0057 |
-0.0038 |
-40.0% |
0.0294 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
72 |
194 |
122 |
169.4% |
381 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6247 |
1.6140 |
|
| R3 |
1.6214 |
1.6190 |
1.6125 |
|
| R2 |
1.6157 |
1.6157 |
1.6119 |
|
| R1 |
1.6133 |
1.6133 |
1.6114 |
1.6145 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6106 |
| S1 |
1.6076 |
1.6076 |
1.6104 |
1.6088 |
| S2 |
1.6043 |
1.6043 |
1.6099 |
|
| S3 |
1.5986 |
1.6019 |
1.6093 |
|
| S4 |
1.5929 |
1.5962 |
1.6078 |
|
|
| 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 |
1.6366 |
|
2.618 |
1.6273 |
|
1.618 |
1.6216 |
|
1.000 |
1.6181 |
|
0.618 |
1.6159 |
|
HIGH |
1.6124 |
|
0.618 |
1.6102 |
|
0.500 |
1.6096 |
|
0.382 |
1.6089 |
|
LOW |
1.6067 |
|
0.618 |
1.6032 |
|
1.000 |
1.6010 |
|
1.618 |
1.5975 |
|
2.618 |
1.5918 |
|
4.250 |
1.5825 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6105 |
1.6093 |
| PP |
1.6100 |
1.6076 |
| S1 |
1.6096 |
1.6060 |
|