CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 28-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.6285 |
1.6303 |
0.0018 |
0.1% |
1.6005 |
High |
1.6285 |
1.6303 |
0.0018 |
0.1% |
1.6269 |
Low |
1.6285 |
1.6303 |
0.0018 |
0.1% |
1.6005 |
Close |
1.6285 |
1.6303 |
0.0018 |
0.1% |
1.6259 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0061 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6303 |
1.6303 |
1.6303 |
|
R3 |
1.6303 |
1.6303 |
1.6303 |
|
R2 |
1.6303 |
1.6303 |
1.6303 |
|
R1 |
1.6303 |
1.6303 |
1.6303 |
1.6303 |
PP |
1.6303 |
1.6303 |
1.6303 |
1.6303 |
S1 |
1.6303 |
1.6303 |
1.6303 |
1.6303 |
S2 |
1.6303 |
1.6303 |
1.6303 |
|
S3 |
1.6303 |
1.6303 |
1.6303 |
|
S4 |
1.6303 |
1.6303 |
1.6303 |
|
|
Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6970 |
1.6878 |
1.6404 |
|
R3 |
1.6706 |
1.6614 |
1.6332 |
|
R2 |
1.6442 |
1.6442 |
1.6307 |
|
R1 |
1.6350 |
1.6350 |
1.6283 |
1.6396 |
PP |
1.6178 |
1.6178 |
1.6178 |
1.6201 |
S1 |
1.6086 |
1.6086 |
1.6235 |
1.6132 |
S2 |
1.5914 |
1.5914 |
1.6211 |
|
S3 |
1.5650 |
1.5822 |
1.6186 |
|
S4 |
1.5386 |
1.5558 |
1.6114 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6378 |
1.6252 |
0.0126 |
0.8% |
0.0000 |
0.0% |
40% |
False |
False |
1 |
10 |
1.6378 |
1.6005 |
0.0373 |
2.3% |
0.0000 |
0.0% |
80% |
False |
False |
1 |
20 |
1.6378 |
1.5863 |
0.0515 |
3.2% |
0.0000 |
0.0% |
85% |
False |
False |
1 |
40 |
1.6382 |
1.5863 |
0.0519 |
3.2% |
0.0000 |
0.0% |
85% |
False |
False |
1 |
60 |
1.6428 |
1.5863 |
0.0565 |
3.5% |
0.0000 |
0.0% |
78% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6303 |
2.618 |
1.6303 |
1.618 |
1.6303 |
1.000 |
1.6303 |
0.618 |
1.6303 |
HIGH |
1.6303 |
0.618 |
1.6303 |
0.500 |
1.6303 |
0.382 |
1.6303 |
LOW |
1.6303 |
0.618 |
1.6303 |
1.000 |
1.6303 |
1.618 |
1.6303 |
2.618 |
1.6303 |
4.250 |
1.6303 |
|
|
Fisher Pivots for day following 28-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6303 |
1.6332 |
PP |
1.6303 |
1.6322 |
S1 |
1.6303 |
1.6313 |
|