CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 29-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.6303 |
1.6391 |
0.0088 |
0.5% |
1.6252 |
High |
1.6303 |
1.6391 |
0.0088 |
0.5% |
1.6391 |
Low |
1.6303 |
1.6391 |
0.0088 |
0.5% |
1.6252 |
Close |
1.6303 |
1.6391 |
0.0088 |
0.5% |
1.6391 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0063 |
0.0002 |
3.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6391 |
1.6391 |
1.6391 |
|
R3 |
1.6391 |
1.6391 |
1.6391 |
|
R2 |
1.6391 |
1.6391 |
1.6391 |
|
R1 |
1.6391 |
1.6391 |
1.6391 |
1.6391 |
PP |
1.6391 |
1.6391 |
1.6391 |
1.6391 |
S1 |
1.6391 |
1.6391 |
1.6391 |
1.6391 |
S2 |
1.6391 |
1.6391 |
1.6391 |
|
S3 |
1.6391 |
1.6391 |
1.6391 |
|
S4 |
1.6391 |
1.6391 |
1.6391 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6762 |
1.6715 |
1.6467 |
|
R3 |
1.6623 |
1.6576 |
1.6429 |
|
R2 |
1.6484 |
1.6484 |
1.6416 |
|
R1 |
1.6437 |
1.6437 |
1.6404 |
1.6461 |
PP |
1.6345 |
1.6345 |
1.6345 |
1.6356 |
S1 |
1.6298 |
1.6298 |
1.6378 |
1.6322 |
S2 |
1.6206 |
1.6206 |
1.6366 |
|
S3 |
1.6067 |
1.6159 |
1.6353 |
|
S4 |
1.5928 |
1.6020 |
1.6315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6391 |
1.6252 |
0.0139 |
0.8% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.6391 |
1.6005 |
0.0386 |
2.4% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
40 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
60 |
1.6419 |
1.5863 |
0.0556 |
3.4% |
0.0000 |
0.0% |
95% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6391 |
2.618 |
1.6391 |
1.618 |
1.6391 |
1.000 |
1.6391 |
0.618 |
1.6391 |
HIGH |
1.6391 |
0.618 |
1.6391 |
0.500 |
1.6391 |
0.382 |
1.6391 |
LOW |
1.6391 |
0.618 |
1.6391 |
1.000 |
1.6391 |
1.618 |
1.6391 |
2.618 |
1.6391 |
4.250 |
1.6391 |
|
|
Fisher Pivots for day following 29-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6391 |
1.6373 |
PP |
1.6391 |
1.6356 |
S1 |
1.6391 |
1.6338 |
|