CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.6460 |
1.6503 |
0.0043 |
0.3% |
1.6320 |
High |
1.6464 |
1.6503 |
0.0039 |
0.2% |
1.6320 |
Low |
1.6400 |
1.6481 |
0.0081 |
0.5% |
1.6130 |
Close |
1.6418 |
1.6531 |
0.0113 |
0.7% |
1.6247 |
Range |
0.0064 |
0.0022 |
-0.0042 |
-65.6% |
0.0190 |
ATR |
0.0074 |
0.0075 |
0.0001 |
1.0% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
7 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6571 |
1.6573 |
1.6543 |
|
R3 |
1.6549 |
1.6551 |
1.6537 |
|
R2 |
1.6527 |
1.6527 |
1.6535 |
|
R1 |
1.6529 |
1.6529 |
1.6533 |
1.6528 |
PP |
1.6505 |
1.6505 |
1.6505 |
1.6505 |
S1 |
1.6507 |
1.6507 |
1.6529 |
1.6506 |
S2 |
1.6483 |
1.6483 |
1.6527 |
|
S3 |
1.6461 |
1.6485 |
1.6525 |
|
S4 |
1.6439 |
1.6463 |
1.6519 |
|
|
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 |
1.6503 |
1.6184 |
0.0319 |
1.9% |
0.0017 |
0.1% |
109% |
True |
False |
1 |
10 |
1.6503 |
1.6130 |
0.0373 |
2.3% |
0.0014 |
0.1% |
108% |
True |
False |
2 |
20 |
1.6503 |
1.6130 |
0.0373 |
2.3% |
0.0007 |
0.0% |
108% |
True |
False |
1 |
40 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0004 |
0.0% |
104% |
True |
False |
1 |
60 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0002 |
0.0% |
104% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6597 |
2.618 |
1.6561 |
1.618 |
1.6539 |
1.000 |
1.6525 |
0.618 |
1.6517 |
HIGH |
1.6503 |
0.618 |
1.6495 |
0.500 |
1.6492 |
0.382 |
1.6489 |
LOW |
1.6481 |
0.618 |
1.6467 |
1.000 |
1.6459 |
1.618 |
1.6445 |
2.618 |
1.6423 |
4.250 |
1.6388 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6518 |
1.6496 |
PP |
1.6505 |
1.6461 |
S1 |
1.6492 |
1.6427 |
|