CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.6247 |
1.6350 |
0.0103 |
0.6% |
1.6320 |
High |
1.6247 |
1.6350 |
0.0103 |
0.6% |
1.6320 |
Low |
1.6247 |
1.6350 |
0.0103 |
0.6% |
1.6130 |
Close |
1.6247 |
1.6350 |
0.0103 |
0.6% |
1.6247 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0071 |
0.0002 |
3.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6350 |
1.6350 |
1.6350 |
|
R3 |
1.6350 |
1.6350 |
1.6350 |
|
R2 |
1.6350 |
1.6350 |
1.6350 |
|
R1 |
1.6350 |
1.6350 |
1.6350 |
1.6350 |
PP |
1.6350 |
1.6350 |
1.6350 |
1.6350 |
S1 |
1.6350 |
1.6350 |
1.6350 |
1.6350 |
S2 |
1.6350 |
1.6350 |
1.6350 |
|
S3 |
1.6350 |
1.6350 |
1.6350 |
|
S4 |
1.6350 |
1.6350 |
1.6350 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6802 |
1.6715 |
1.6352 |
|
R3 |
1.6612 |
1.6525 |
1.6299 |
|
R2 |
1.6422 |
1.6422 |
1.6282 |
|
R1 |
1.6335 |
1.6335 |
1.6264 |
1.6284 |
PP |
1.6232 |
1.6232 |
1.6232 |
1.6207 |
S1 |
1.6145 |
1.6145 |
1.6230 |
1.6094 |
S2 |
1.6042 |
1.6042 |
1.6212 |
|
S3 |
1.5852 |
1.5955 |
1.6195 |
|
S4 |
1.5662 |
1.5765 |
1.6143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6350 |
1.6130 |
0.0220 |
1.3% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.6382 |
1.6130 |
0.0252 |
1.5% |
0.0006 |
0.0% |
87% |
False |
False |
2 |
20 |
1.6391 |
1.6078 |
0.0313 |
1.9% |
0.0003 |
0.0% |
87% |
False |
False |
1 |
40 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0001 |
0.0% |
92% |
False |
False |
1 |
60 |
1.6419 |
1.5863 |
0.0556 |
3.4% |
0.0001 |
0.0% |
88% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6350 |
2.618 |
1.6350 |
1.618 |
1.6350 |
1.000 |
1.6350 |
0.618 |
1.6350 |
HIGH |
1.6350 |
0.618 |
1.6350 |
0.500 |
1.6350 |
0.382 |
1.6350 |
LOW |
1.6350 |
0.618 |
1.6350 |
1.000 |
1.6350 |
1.618 |
1.6350 |
2.618 |
1.6350 |
4.250 |
1.6350 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6350 |
1.6322 |
PP |
1.6350 |
1.6295 |
S1 |
1.6350 |
1.6267 |
|