CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.6123 |
1.6211 |
0.0088 |
0.5% |
1.6194 |
High |
1.6123 |
1.6211 |
0.0088 |
0.5% |
1.6358 |
Low |
1.6121 |
1.6211 |
0.0090 |
0.6% |
1.6080 |
Close |
1.6145 |
1.6211 |
0.0066 |
0.4% |
1.6140 |
Range |
0.0002 |
0.0000 |
-0.0002 |
-100.0% |
0.0278 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.4% |
0.0000 |
Volume |
3 |
10 |
7 |
233.3% |
48 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6211 |
1.6211 |
1.6211 |
|
R3 |
1.6211 |
1.6211 |
1.6211 |
|
R2 |
1.6211 |
1.6211 |
1.6211 |
|
R1 |
1.6211 |
1.6211 |
1.6211 |
1.6211 |
PP |
1.6211 |
1.6211 |
1.6211 |
1.6211 |
S1 |
1.6211 |
1.6211 |
1.6211 |
1.6211 |
S2 |
1.6211 |
1.6211 |
1.6211 |
|
S3 |
1.6211 |
1.6211 |
1.6211 |
|
S4 |
1.6211 |
1.6211 |
1.6211 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7027 |
1.6861 |
1.6293 |
|
R3 |
1.6749 |
1.6583 |
1.6216 |
|
R2 |
1.6471 |
1.6471 |
1.6191 |
|
R1 |
1.6305 |
1.6305 |
1.6165 |
1.6249 |
PP |
1.6193 |
1.6193 |
1.6193 |
1.6165 |
S1 |
1.6027 |
1.6027 |
1.6115 |
1.5971 |
S2 |
1.5915 |
1.5915 |
1.6089 |
|
S3 |
1.5637 |
1.5749 |
1.6064 |
|
S4 |
1.5359 |
1.5471 |
1.5987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6322 |
1.6080 |
0.0242 |
1.5% |
0.0054 |
0.3% |
54% |
False |
False |
9 |
10 |
1.6367 |
1.6080 |
0.0287 |
1.8% |
0.0036 |
0.2% |
46% |
False |
False |
19 |
20 |
1.6415 |
1.6080 |
0.0335 |
2.1% |
0.0026 |
0.2% |
39% |
False |
False |
12 |
40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0017 |
0.1% |
22% |
False |
False |
8 |
60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0011 |
0.1% |
37% |
False |
False |
5 |
80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0009 |
0.1% |
37% |
False |
False |
4 |
100 |
1.6702 |
1.5797 |
0.0905 |
5.6% |
0.0007 |
0.0% |
46% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6211 |
2.618 |
1.6211 |
1.618 |
1.6211 |
1.000 |
1.6211 |
0.618 |
1.6211 |
HIGH |
1.6211 |
0.618 |
1.6211 |
0.500 |
1.6211 |
0.382 |
1.6211 |
LOW |
1.6211 |
0.618 |
1.6211 |
1.000 |
1.6211 |
1.618 |
1.6211 |
2.618 |
1.6211 |
4.250 |
1.6211 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6211 |
1.6195 |
PP |
1.6211 |
1.6178 |
S1 |
1.6211 |
1.6162 |
|