CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5468 |
1.5360 |
-0.0108 |
-0.7% |
1.5779 |
| High |
1.5468 |
1.5395 |
-0.0073 |
-0.5% |
1.5779 |
| Low |
1.5468 |
1.5360 |
-0.0108 |
-0.7% |
1.5625 |
| Close |
1.5468 |
1.5395 |
-0.0073 |
-0.5% |
1.5625 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0154 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
8.1% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5488 |
1.5477 |
1.5414 |
|
| R3 |
1.5453 |
1.5442 |
1.5405 |
|
| R2 |
1.5418 |
1.5418 |
1.5401 |
|
| R1 |
1.5407 |
1.5407 |
1.5398 |
1.5413 |
| PP |
1.5383 |
1.5383 |
1.5383 |
1.5386 |
| S1 |
1.5372 |
1.5372 |
1.5392 |
1.5378 |
| S2 |
1.5348 |
1.5348 |
1.5389 |
|
| S3 |
1.5313 |
1.5337 |
1.5385 |
|
| S4 |
1.5278 |
1.5302 |
1.5376 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6138 |
1.6036 |
1.5710 |
|
| R3 |
1.5984 |
1.5882 |
1.5667 |
|
| R2 |
1.5830 |
1.5830 |
1.5653 |
|
| R1 |
1.5728 |
1.5728 |
1.5639 |
1.5702 |
| PP |
1.5676 |
1.5676 |
1.5676 |
1.5664 |
| S1 |
1.5574 |
1.5574 |
1.5611 |
1.5548 |
| S2 |
1.5522 |
1.5522 |
1.5597 |
|
| S3 |
1.5368 |
1.5420 |
1.5583 |
|
| S4 |
1.5214 |
1.5266 |
1.5540 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5544 |
|
2.618 |
1.5487 |
|
1.618 |
1.5452 |
|
1.000 |
1.5430 |
|
0.618 |
1.5417 |
|
HIGH |
1.5395 |
|
0.618 |
1.5382 |
|
0.500 |
1.5378 |
|
0.382 |
1.5373 |
|
LOW |
1.5360 |
|
0.618 |
1.5338 |
|
1.000 |
1.5325 |
|
1.618 |
1.5303 |
|
2.618 |
1.5268 |
|
4.250 |
1.5211 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5389 |
1.5488 |
| PP |
1.5383 |
1.5457 |
| S1 |
1.5378 |
1.5426 |
|