CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5464 |
1.5476 |
0.0012 |
0.1% |
1.5615 |
| High |
1.5464 |
1.5537 |
0.0073 |
0.5% |
1.5615 |
| Low |
1.5464 |
1.5472 |
0.0008 |
0.1% |
1.5360 |
| Close |
1.5464 |
1.5537 |
0.0073 |
0.5% |
1.5364 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0255 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.0% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5710 |
1.5689 |
1.5573 |
|
| R3 |
1.5645 |
1.5624 |
1.5555 |
|
| R2 |
1.5580 |
1.5580 |
1.5549 |
|
| R1 |
1.5559 |
1.5559 |
1.5543 |
1.5570 |
| PP |
1.5515 |
1.5515 |
1.5515 |
1.5521 |
| S1 |
1.5494 |
1.5494 |
1.5531 |
1.5505 |
| S2 |
1.5450 |
1.5450 |
1.5525 |
|
| S3 |
1.5385 |
1.5429 |
1.5519 |
|
| S4 |
1.5320 |
1.5364 |
1.5501 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6211 |
1.6043 |
1.5504 |
|
| R3 |
1.5956 |
1.5788 |
1.5434 |
|
| R2 |
1.5701 |
1.5701 |
1.5411 |
|
| R1 |
1.5533 |
1.5533 |
1.5387 |
1.5490 |
| PP |
1.5446 |
1.5446 |
1.5446 |
1.5425 |
| S1 |
1.5278 |
1.5278 |
1.5341 |
1.5235 |
| S2 |
1.5191 |
1.5191 |
1.5317 |
|
| S3 |
1.4936 |
1.5023 |
1.5294 |
|
| S4 |
1.4681 |
1.4768 |
1.5224 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5813 |
|
2.618 |
1.5707 |
|
1.618 |
1.5642 |
|
1.000 |
1.5602 |
|
0.618 |
1.5577 |
|
HIGH |
1.5537 |
|
0.618 |
1.5512 |
|
0.500 |
1.5505 |
|
0.382 |
1.5497 |
|
LOW |
1.5472 |
|
0.618 |
1.5432 |
|
1.000 |
1.5407 |
|
1.618 |
1.5367 |
|
2.618 |
1.5302 |
|
4.250 |
1.5196 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5526 |
1.5508 |
| PP |
1.5515 |
1.5478 |
| S1 |
1.5505 |
1.5449 |
|