CME British Pound Future September 2012
Trading Metrics calculated at close of trading on 14-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
Open |
1.6115 |
1.6040 |
-0.0075 |
-0.5% |
1.6111 |
High |
1.6115 |
1.6095 |
-0.0020 |
-0.1% |
1.6170 |
Low |
1.6050 |
1.6040 |
-0.0010 |
-0.1% |
1.6050 |
Close |
1.6058 |
1.6092 |
0.0034 |
0.2% |
1.6058 |
Range |
0.0065 |
0.0055 |
-0.0010 |
-15.4% |
0.0120 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
59 |
46 |
-13 |
-22.0% |
244 |
|
Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6241 |
1.6221 |
1.6122 |
|
R3 |
1.6186 |
1.6166 |
1.6107 |
|
R2 |
1.6131 |
1.6131 |
1.6102 |
|
R1 |
1.6111 |
1.6111 |
1.6097 |
1.6121 |
PP |
1.6076 |
1.6076 |
1.6076 |
1.6081 |
S1 |
1.6056 |
1.6056 |
1.6087 |
1.6066 |
S2 |
1.6021 |
1.6021 |
1.6082 |
|
S3 |
1.5966 |
1.6001 |
1.6077 |
|
S4 |
1.5911 |
1.5946 |
1.6062 |
|
|
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 |
1.6329 |
2.618 |
1.6239 |
1.618 |
1.6184 |
1.000 |
1.6150 |
0.618 |
1.6129 |
HIGH |
1.6095 |
0.618 |
1.6074 |
0.500 |
1.6068 |
0.382 |
1.6061 |
LOW |
1.6040 |
0.618 |
1.6006 |
1.000 |
1.5985 |
1.618 |
1.5951 |
2.618 |
1.5896 |
4.250 |
1.5806 |
|
|
Fisher Pivots for day following 14-May-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6084 |
1.6102 |
PP |
1.6076 |
1.6099 |
S1 |
1.6068 |
1.6095 |
|