CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6040 |
1.6086 |
0.0046 |
0.3% |
1.6111 |
| High |
1.6095 |
1.6087 |
-0.0008 |
0.0% |
1.6170 |
| Low |
1.6040 |
1.5980 |
-0.0060 |
-0.4% |
1.6050 |
| Close |
1.6092 |
1.5992 |
-0.0100 |
-0.6% |
1.6058 |
| Range |
0.0055 |
0.0107 |
0.0052 |
94.5% |
0.0120 |
| ATR |
0.0071 |
0.0074 |
0.0003 |
4.1% |
0.0000 |
| Volume |
46 |
165 |
119 |
258.7% |
244 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6341 |
1.6273 |
1.6051 |
|
| R3 |
1.6234 |
1.6166 |
1.6021 |
|
| R2 |
1.6127 |
1.6127 |
1.6012 |
|
| R1 |
1.6059 |
1.6059 |
1.6002 |
1.6040 |
| PP |
1.6020 |
1.6020 |
1.6020 |
1.6010 |
| S1 |
1.5952 |
1.5952 |
1.5982 |
1.5933 |
| S2 |
1.5913 |
1.5913 |
1.5972 |
|
| S3 |
1.5806 |
1.5845 |
1.5963 |
|
| S4 |
1.5699 |
1.5738 |
1.5933 |
|
|
| 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 |
1.6542 |
|
2.618 |
1.6367 |
|
1.618 |
1.6260 |
|
1.000 |
1.6194 |
|
0.618 |
1.6153 |
|
HIGH |
1.6087 |
|
0.618 |
1.6046 |
|
0.500 |
1.6034 |
|
0.382 |
1.6021 |
|
LOW |
1.5980 |
|
0.618 |
1.5914 |
|
1.000 |
1.5873 |
|
1.618 |
1.5807 |
|
2.618 |
1.5700 |
|
4.250 |
1.5525 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6048 |
| PP |
1.6020 |
1.6029 |
| S1 |
1.6006 |
1.6011 |
|