CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5790 |
1.5818 |
0.0028 |
0.2% |
1.6040 |
| High |
1.5832 |
1.5820 |
-0.0012 |
-0.1% |
1.6095 |
| Low |
1.5772 |
1.5747 |
-0.0025 |
-0.2% |
1.5738 |
| Close |
1.5796 |
1.5765 |
-0.0031 |
-0.2% |
1.5793 |
| Range |
0.0060 |
0.0073 |
0.0013 |
21.7% |
0.0357 |
| ATR |
0.0081 |
0.0081 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
195 |
68 |
-127 |
-65.1% |
675 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5996 |
1.5954 |
1.5805 |
|
| R3 |
1.5923 |
1.5881 |
1.5785 |
|
| R2 |
1.5850 |
1.5850 |
1.5778 |
|
| R1 |
1.5808 |
1.5808 |
1.5772 |
1.5793 |
| PP |
1.5777 |
1.5777 |
1.5777 |
1.5770 |
| S1 |
1.5735 |
1.5735 |
1.5758 |
1.5720 |
| S2 |
1.5704 |
1.5704 |
1.5752 |
|
| S3 |
1.5631 |
1.5662 |
1.5745 |
|
| S4 |
1.5558 |
1.5589 |
1.5725 |
|
|
| 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 |
1.6130 |
|
2.618 |
1.6011 |
|
1.618 |
1.5938 |
|
1.000 |
1.5893 |
|
0.618 |
1.5865 |
|
HIGH |
1.5820 |
|
0.618 |
1.5792 |
|
0.500 |
1.5784 |
|
0.382 |
1.5775 |
|
LOW |
1.5747 |
|
0.618 |
1.5702 |
|
1.000 |
1.5674 |
|
1.618 |
1.5629 |
|
2.618 |
1.5556 |
|
4.250 |
1.5437 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5785 |
| PP |
1.5777 |
1.5778 |
| S1 |
1.5771 |
1.5772 |
|