CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5980 |
1.5895 |
-0.0085 |
-0.5% |
1.6111 |
| High |
1.5980 |
1.5929 |
-0.0051 |
-0.3% |
1.6170 |
| Low |
1.5887 |
1.5771 |
-0.0116 |
-0.7% |
1.6050 |
| Close |
1.5903 |
1.5806 |
-0.0097 |
-0.6% |
1.6058 |
| Range |
0.0093 |
0.0158 |
0.0065 |
69.9% |
0.0120 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
7.6% |
0.0000 |
| Volume |
88 |
154 |
66 |
75.0% |
244 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6309 |
1.6216 |
1.5893 |
|
| R3 |
1.6151 |
1.6058 |
1.5849 |
|
| R2 |
1.5993 |
1.5993 |
1.5835 |
|
| R1 |
1.5900 |
1.5900 |
1.5820 |
1.5868 |
| PP |
1.5835 |
1.5835 |
1.5835 |
1.5819 |
| S1 |
1.5742 |
1.5742 |
1.5792 |
1.5710 |
| S2 |
1.5677 |
1.5677 |
1.5777 |
|
| S3 |
1.5519 |
1.5584 |
1.5763 |
|
| S4 |
1.5361 |
1.5426 |
1.5719 |
|
|
| 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 |
1.6601 |
|
2.618 |
1.6343 |
|
1.618 |
1.6185 |
|
1.000 |
1.6087 |
|
0.618 |
1.6027 |
|
HIGH |
1.5929 |
|
0.618 |
1.5869 |
|
0.500 |
1.5850 |
|
0.382 |
1.5831 |
|
LOW |
1.5771 |
|
0.618 |
1.5673 |
|
1.000 |
1.5613 |
|
1.618 |
1.5515 |
|
2.618 |
1.5357 |
|
4.250 |
1.5100 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5850 |
1.5929 |
| PP |
1.5835 |
1.5888 |
| S1 |
1.5821 |
1.5847 |
|