CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 24-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6093 |
1.6112 |
0.0019 |
0.1% |
1.5821 |
| High |
1.6124 |
1.6140 |
0.0016 |
0.1% |
1.6115 |
| Low |
1.6067 |
1.6112 |
0.0045 |
0.3% |
1.5821 |
| Close |
1.6109 |
1.6121 |
0.0012 |
0.1% |
1.6093 |
| Range |
0.0057 |
0.0028 |
-0.0029 |
-50.9% |
0.0294 |
| ATR |
0.0079 |
0.0075 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
194 |
161 |
-33 |
-17.0% |
381 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6208 |
1.6193 |
1.6136 |
|
| R3 |
1.6180 |
1.6165 |
1.6129 |
|
| R2 |
1.6152 |
1.6152 |
1.6126 |
|
| R1 |
1.6137 |
1.6137 |
1.6124 |
1.6145 |
| PP |
1.6124 |
1.6124 |
1.6124 |
1.6128 |
| S1 |
1.6109 |
1.6109 |
1.6118 |
1.6117 |
| S2 |
1.6096 |
1.6096 |
1.6116 |
|
| S3 |
1.6068 |
1.6081 |
1.6113 |
|
| S4 |
1.6040 |
1.6053 |
1.6106 |
|
|
| 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 |
1.6259 |
|
2.618 |
1.6213 |
|
1.618 |
1.6185 |
|
1.000 |
1.6168 |
|
0.618 |
1.6157 |
|
HIGH |
1.6140 |
|
0.618 |
1.6129 |
|
0.500 |
1.6126 |
|
0.382 |
1.6123 |
|
LOW |
1.6112 |
|
0.618 |
1.6095 |
|
1.000 |
1.6084 |
|
1.618 |
1.6067 |
|
2.618 |
1.6039 |
|
4.250 |
1.5993 |
|
|
| Fisher Pivots for day following 24-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6126 |
1.6107 |
| PP |
1.6124 |
1.6094 |
| S1 |
1.6123 |
1.6080 |
|