CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6159 |
1.6111 |
-0.0048 |
-0.3% |
1.6248 |
| High |
1.6180 |
1.6170 |
-0.0010 |
-0.1% |
1.6276 |
| Low |
1.6132 |
1.6111 |
-0.0021 |
-0.1% |
1.6132 |
| Close |
1.6132 |
1.6170 |
0.0038 |
0.2% |
1.6132 |
| Range |
0.0048 |
0.0059 |
0.0011 |
22.9% |
0.0144 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
37 |
43 |
6 |
16.2% |
303 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6327 |
1.6308 |
1.6202 |
|
| R3 |
1.6268 |
1.6249 |
1.6186 |
|
| R2 |
1.6209 |
1.6209 |
1.6181 |
|
| R1 |
1.6190 |
1.6190 |
1.6175 |
1.6200 |
| PP |
1.6150 |
1.6150 |
1.6150 |
1.6155 |
| S1 |
1.6131 |
1.6131 |
1.6165 |
1.6141 |
| S2 |
1.6091 |
1.6091 |
1.6159 |
|
| S3 |
1.6032 |
1.6072 |
1.6154 |
|
| S4 |
1.5973 |
1.6013 |
1.6138 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6612 |
1.6516 |
1.6211 |
|
| R3 |
1.6468 |
1.6372 |
1.6172 |
|
| R2 |
1.6324 |
1.6324 |
1.6158 |
|
| R1 |
1.6228 |
1.6228 |
1.6145 |
1.6204 |
| PP |
1.6180 |
1.6180 |
1.6180 |
1.6168 |
| S1 |
1.6084 |
1.6084 |
1.6119 |
1.6060 |
| S2 |
1.6036 |
1.6036 |
1.6106 |
|
| S3 |
1.5892 |
1.5940 |
1.6092 |
|
| S4 |
1.5748 |
1.5796 |
1.6053 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6421 |
|
2.618 |
1.6324 |
|
1.618 |
1.6265 |
|
1.000 |
1.6229 |
|
0.618 |
1.6206 |
|
HIGH |
1.6170 |
|
0.618 |
1.6147 |
|
0.500 |
1.6141 |
|
0.382 |
1.6134 |
|
LOW |
1.6111 |
|
0.618 |
1.6075 |
|
1.000 |
1.6052 |
|
1.618 |
1.6016 |
|
2.618 |
1.5957 |
|
4.250 |
1.5860 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6160 |
1.6165 |
| PP |
1.6150 |
1.6160 |
| S1 |
1.6141 |
1.6156 |
|