CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5818 |
1.5749 |
-0.0069 |
-0.4% |
1.6040 |
| High |
1.5820 |
1.5750 |
-0.0070 |
-0.4% |
1.6095 |
| Low |
1.5747 |
1.5674 |
-0.0073 |
-0.5% |
1.5738 |
| Close |
1.5765 |
1.5680 |
-0.0085 |
-0.5% |
1.5793 |
| Range |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0357 |
| ATR |
0.0081 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
68 |
104 |
36 |
52.9% |
675 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5929 |
1.5881 |
1.5722 |
|
| R3 |
1.5853 |
1.5805 |
1.5701 |
|
| R2 |
1.5777 |
1.5777 |
1.5694 |
|
| R1 |
1.5729 |
1.5729 |
1.5687 |
1.5715 |
| PP |
1.5701 |
1.5701 |
1.5701 |
1.5695 |
| S1 |
1.5653 |
1.5653 |
1.5673 |
1.5639 |
| S2 |
1.5625 |
1.5625 |
1.5666 |
|
| S3 |
1.5549 |
1.5577 |
1.5659 |
|
| S4 |
1.5473 |
1.5501 |
1.5638 |
|
|
| 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 |
1.6073 |
|
2.618 |
1.5949 |
|
1.618 |
1.5873 |
|
1.000 |
1.5826 |
|
0.618 |
1.5797 |
|
HIGH |
1.5750 |
|
0.618 |
1.5721 |
|
0.500 |
1.5712 |
|
0.382 |
1.5703 |
|
LOW |
1.5674 |
|
0.618 |
1.5627 |
|
1.000 |
1.5598 |
|
1.618 |
1.5551 |
|
2.618 |
1.5475 |
|
4.250 |
1.5351 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5712 |
1.5753 |
| PP |
1.5701 |
1.5729 |
| S1 |
1.5691 |
1.5704 |
|