CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6127 |
1.6115 |
-0.0012 |
-0.1% |
1.6111 |
| High |
1.6164 |
1.6115 |
-0.0049 |
-0.3% |
1.6170 |
| Low |
1.6084 |
1.6050 |
-0.0034 |
-0.2% |
1.6050 |
| Close |
1.6142 |
1.6058 |
-0.0084 |
-0.5% |
1.6058 |
| Range |
0.0080 |
0.0065 |
-0.0015 |
-18.8% |
0.0120 |
| ATR |
0.0071 |
0.0072 |
0.0002 |
2.1% |
0.0000 |
| Volume |
55 |
59 |
4 |
7.3% |
244 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6269 |
1.6229 |
1.6094 |
|
| R3 |
1.6204 |
1.6164 |
1.6076 |
|
| R2 |
1.6139 |
1.6139 |
1.6070 |
|
| R1 |
1.6099 |
1.6099 |
1.6064 |
1.6087 |
| PP |
1.6074 |
1.6074 |
1.6074 |
1.6068 |
| S1 |
1.6034 |
1.6034 |
1.6052 |
1.6022 |
| S2 |
1.6009 |
1.6009 |
1.6046 |
|
| S3 |
1.5944 |
1.5969 |
1.6040 |
|
| S4 |
1.5879 |
1.5904 |
1.6022 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6453 |
1.6375 |
1.6124 |
|
| R3 |
1.6333 |
1.6255 |
1.6091 |
|
| R2 |
1.6213 |
1.6213 |
1.6080 |
|
| R1 |
1.6135 |
1.6135 |
1.6069 |
1.6114 |
| PP |
1.6093 |
1.6093 |
1.6093 |
1.6082 |
| S1 |
1.6015 |
1.6015 |
1.6047 |
1.5994 |
| S2 |
1.5973 |
1.5973 |
1.6036 |
|
| S3 |
1.5853 |
1.5895 |
1.6025 |
|
| S4 |
1.5733 |
1.5775 |
1.5992 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6391 |
|
2.618 |
1.6285 |
|
1.618 |
1.6220 |
|
1.000 |
1.6180 |
|
0.618 |
1.6155 |
|
HIGH |
1.6115 |
|
0.618 |
1.6090 |
|
0.500 |
1.6083 |
|
0.382 |
1.6075 |
|
LOW |
1.6050 |
|
0.618 |
1.6010 |
|
1.000 |
1.5985 |
|
1.618 |
1.5945 |
|
2.618 |
1.5880 |
|
4.250 |
1.5774 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6083 |
1.6107 |
| PP |
1.6074 |
1.6091 |
| S1 |
1.6066 |
1.6074 |
|