CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6161 |
1.6248 |
0.0087 |
0.5% |
1.6093 |
| High |
1.6257 |
1.6276 |
0.0019 |
0.1% |
1.6257 |
| Low |
1.6161 |
1.6216 |
0.0055 |
0.3% |
1.6065 |
| Close |
1.6254 |
1.6219 |
-0.0035 |
-0.2% |
1.6254 |
| Range |
0.0096 |
0.0060 |
-0.0036 |
-37.5% |
0.0192 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
99 |
119 |
20 |
20.2% |
651 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6417 |
1.6378 |
1.6252 |
|
| R3 |
1.6357 |
1.6318 |
1.6236 |
|
| R2 |
1.6297 |
1.6297 |
1.6230 |
|
| R1 |
1.6258 |
1.6258 |
1.6225 |
1.6248 |
| PP |
1.6237 |
1.6237 |
1.6237 |
1.6232 |
| S1 |
1.6198 |
1.6198 |
1.6214 |
1.6188 |
| S2 |
1.6177 |
1.6177 |
1.6208 |
|
| S3 |
1.6117 |
1.6138 |
1.6203 |
|
| S4 |
1.6057 |
1.6078 |
1.6186 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6768 |
1.6703 |
1.6360 |
|
| R3 |
1.6576 |
1.6511 |
1.6307 |
|
| R2 |
1.6384 |
1.6384 |
1.6289 |
|
| R1 |
1.6319 |
1.6319 |
1.6272 |
1.6352 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6208 |
| S1 |
1.6127 |
1.6127 |
1.6236 |
1.6160 |
| S2 |
1.6000 |
1.6000 |
1.6219 |
|
| S3 |
1.5808 |
1.5935 |
1.6201 |
|
| S4 |
1.5616 |
1.5743 |
1.6148 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6531 |
|
2.618 |
1.6433 |
|
1.618 |
1.6373 |
|
1.000 |
1.6336 |
|
0.618 |
1.6313 |
|
HIGH |
1.6276 |
|
0.618 |
1.6253 |
|
0.500 |
1.6246 |
|
0.382 |
1.6239 |
|
LOW |
1.6216 |
|
0.618 |
1.6179 |
|
1.000 |
1.6156 |
|
1.618 |
1.6119 |
|
2.618 |
1.6059 |
|
4.250 |
1.5961 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6246 |
1.6218 |
| PP |
1.6237 |
1.6217 |
| S1 |
1.6228 |
1.6216 |
|