CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5766 |
1.5790 |
0.0024 |
0.2% |
1.6040 |
| High |
1.5831 |
1.5832 |
0.0001 |
0.0% |
1.6095 |
| Low |
1.5738 |
1.5772 |
0.0034 |
0.2% |
1.5738 |
| Close |
1.5793 |
1.5796 |
0.0003 |
0.0% |
1.5793 |
| Range |
0.0093 |
0.0060 |
-0.0033 |
-35.5% |
0.0357 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
222 |
195 |
-27 |
-12.2% |
675 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5980 |
1.5948 |
1.5829 |
|
| R3 |
1.5920 |
1.5888 |
1.5813 |
|
| R2 |
1.5860 |
1.5860 |
1.5807 |
|
| R1 |
1.5828 |
1.5828 |
1.5802 |
1.5844 |
| PP |
1.5800 |
1.5800 |
1.5800 |
1.5808 |
| S1 |
1.5768 |
1.5768 |
1.5791 |
1.5784 |
| S2 |
1.5740 |
1.5740 |
1.5785 |
|
| S3 |
1.5680 |
1.5708 |
1.5780 |
|
| S4 |
1.5620 |
1.5648 |
1.5763 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6946 |
1.6727 |
1.5989 |
|
| R3 |
1.6589 |
1.6370 |
1.5891 |
|
| R2 |
1.6232 |
1.6232 |
1.5858 |
|
| R1 |
1.6013 |
1.6013 |
1.5826 |
1.5944 |
| PP |
1.5875 |
1.5875 |
1.5875 |
1.5841 |
| S1 |
1.5656 |
1.5656 |
1.5760 |
1.5587 |
| S2 |
1.5518 |
1.5518 |
1.5728 |
|
| S3 |
1.5161 |
1.5299 |
1.5695 |
|
| S4 |
1.4804 |
1.4942 |
1.5597 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6087 |
|
2.618 |
1.5989 |
|
1.618 |
1.5929 |
|
1.000 |
1.5892 |
|
0.618 |
1.5869 |
|
HIGH |
1.5832 |
|
0.618 |
1.5809 |
|
0.500 |
1.5802 |
|
0.382 |
1.5795 |
|
LOW |
1.5772 |
|
0.618 |
1.5735 |
|
1.000 |
1.5712 |
|
1.618 |
1.5675 |
|
2.618 |
1.5615 |
|
4.250 |
1.5517 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5802 |
1.5834 |
| PP |
1.5800 |
1.5821 |
| S1 |
1.5798 |
1.5809 |
|