CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6248 |
1.6220 |
-0.0028 |
-0.2% |
1.6093 |
| High |
1.6276 |
1.6220 |
-0.0056 |
-0.3% |
1.6257 |
| Low |
1.6216 |
1.6184 |
-0.0032 |
-0.2% |
1.6065 |
| Close |
1.6219 |
1.6207 |
-0.0012 |
-0.1% |
1.6254 |
| Range |
0.0060 |
0.0036 |
-0.0024 |
-40.0% |
0.0192 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
119 |
22 |
-97 |
-81.5% |
651 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6312 |
1.6295 |
1.6227 |
|
| R3 |
1.6276 |
1.6259 |
1.6217 |
|
| R2 |
1.6240 |
1.6240 |
1.6214 |
|
| R1 |
1.6223 |
1.6223 |
1.6210 |
1.6214 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6199 |
| S1 |
1.6187 |
1.6187 |
1.6204 |
1.6178 |
| S2 |
1.6168 |
1.6168 |
1.6200 |
|
| S3 |
1.6132 |
1.6151 |
1.6197 |
|
| S4 |
1.6096 |
1.6115 |
1.6187 |
|
|
| 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 |
1.6373 |
|
2.618 |
1.6314 |
|
1.618 |
1.6278 |
|
1.000 |
1.6256 |
|
0.618 |
1.6242 |
|
HIGH |
1.6220 |
|
0.618 |
1.6206 |
|
0.500 |
1.6202 |
|
0.382 |
1.6198 |
|
LOW |
1.6184 |
|
0.618 |
1.6162 |
|
1.000 |
1.6148 |
|
1.618 |
1.6126 |
|
2.618 |
1.6090 |
|
4.250 |
1.6031 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6205 |
1.6219 |
| PP |
1.6204 |
1.6215 |
| S1 |
1.6202 |
1.6211 |
|