CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.6244 |
1.6248 |
0.0004 |
0.0% |
1.6261 |
High |
1.6244 |
1.6248 |
0.0004 |
0.0% |
1.6382 |
Low |
1.6244 |
1.6191 |
-0.0053 |
-0.3% |
1.6191 |
Close |
1.6244 |
1.6326 |
0.0082 |
0.5% |
1.6326 |
Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0191 |
ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6426 |
1.6433 |
1.6357 |
|
R3 |
1.6369 |
1.6376 |
1.6342 |
|
R2 |
1.6312 |
1.6312 |
1.6336 |
|
R1 |
1.6319 |
1.6319 |
1.6331 |
1.6316 |
PP |
1.6255 |
1.6255 |
1.6255 |
1.6253 |
S1 |
1.6262 |
1.6262 |
1.6321 |
1.6259 |
S2 |
1.6198 |
1.6198 |
1.6316 |
|
S3 |
1.6141 |
1.6205 |
1.6310 |
|
S4 |
1.6084 |
1.6148 |
1.6295 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6873 |
1.6790 |
1.6431 |
|
R3 |
1.6682 |
1.6599 |
1.6379 |
|
R2 |
1.6491 |
1.6491 |
1.6361 |
|
R1 |
1.6408 |
1.6408 |
1.6344 |
1.6450 |
PP |
1.6300 |
1.6300 |
1.6300 |
1.6320 |
S1 |
1.6217 |
1.6217 |
1.6308 |
1.6259 |
S2 |
1.6109 |
1.6109 |
1.6291 |
|
S3 |
1.5918 |
1.6026 |
1.6273 |
|
S4 |
1.5727 |
1.5835 |
1.6221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6382 |
1.6191 |
0.0191 |
1.2% |
0.0011 |
0.1% |
71% |
False |
True |
2 |
10 |
1.6391 |
1.6191 |
0.0200 |
1.2% |
0.0006 |
0.0% |
68% |
False |
True |
1 |
20 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0003 |
0.0% |
88% |
False |
False |
1 |
40 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0001 |
0.0% |
88% |
False |
False |
1 |
60 |
1.6419 |
1.5863 |
0.0556 |
3.4% |
0.0001 |
0.0% |
83% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6490 |
2.618 |
1.6397 |
1.618 |
1.6340 |
1.000 |
1.6305 |
0.618 |
1.6283 |
HIGH |
1.6248 |
0.618 |
1.6226 |
0.500 |
1.6220 |
0.382 |
1.6213 |
LOW |
1.6191 |
0.618 |
1.6156 |
1.000 |
1.6134 |
1.618 |
1.6099 |
2.618 |
1.6042 |
4.250 |
1.5949 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6291 |
1.6313 |
PP |
1.6255 |
1.6300 |
S1 |
1.6220 |
1.6287 |
|