CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6086 |
1.5980 |
-0.0106 |
-0.7% |
1.6111 |
| High |
1.6087 |
1.5980 |
-0.0107 |
-0.7% |
1.6170 |
| Low |
1.5980 |
1.5887 |
-0.0093 |
-0.6% |
1.6050 |
| Close |
1.5992 |
1.5903 |
-0.0089 |
-0.6% |
1.6058 |
| Range |
0.0107 |
0.0093 |
-0.0014 |
-13.1% |
0.0120 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.0% |
0.0000 |
| Volume |
165 |
88 |
-77 |
-46.7% |
244 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6202 |
1.6146 |
1.5954 |
|
| R3 |
1.6109 |
1.6053 |
1.5929 |
|
| R2 |
1.6016 |
1.6016 |
1.5920 |
|
| R1 |
1.5960 |
1.5960 |
1.5912 |
1.5942 |
| PP |
1.5923 |
1.5923 |
1.5923 |
1.5914 |
| S1 |
1.5867 |
1.5867 |
1.5894 |
1.5849 |
| S2 |
1.5830 |
1.5830 |
1.5886 |
|
| S3 |
1.5737 |
1.5774 |
1.5877 |
|
| S4 |
1.5644 |
1.5681 |
1.5852 |
|
|
| 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 |
1.6375 |
|
2.618 |
1.6223 |
|
1.618 |
1.6130 |
|
1.000 |
1.6073 |
|
0.618 |
1.6037 |
|
HIGH |
1.5980 |
|
0.618 |
1.5944 |
|
0.500 |
1.5934 |
|
0.382 |
1.5923 |
|
LOW |
1.5887 |
|
0.618 |
1.5830 |
|
1.000 |
1.5794 |
|
1.618 |
1.5737 |
|
2.618 |
1.5644 |
|
4.250 |
1.5492 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5934 |
1.5991 |
| PP |
1.5923 |
1.5962 |
| S1 |
1.5913 |
1.5932 |
|