CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.6467 |
1.6390 |
-0.0077 |
-0.5% |
1.6350 |
High |
1.6467 |
1.6390 |
-0.0077 |
-0.5% |
1.6503 |
Low |
1.6467 |
1.6390 |
-0.0077 |
-0.5% |
1.6350 |
Close |
1.6467 |
1.6333 |
-0.0134 |
-0.8% |
1.6448 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0063 |
0.0001 |
1.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6371 |
1.6352 |
1.6333 |
|
R3 |
1.6371 |
1.6352 |
1.6333 |
|
R2 |
1.6371 |
1.6371 |
1.6333 |
|
R1 |
1.6352 |
1.6352 |
1.6333 |
1.6362 |
PP |
1.6371 |
1.6371 |
1.6371 |
1.6376 |
S1 |
1.6352 |
1.6352 |
1.6333 |
1.6362 |
S2 |
1.6371 |
1.6371 |
1.6333 |
|
S3 |
1.6371 |
1.6352 |
1.6333 |
|
S4 |
1.6371 |
1.6352 |
1.6333 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6893 |
1.6823 |
1.6532 |
|
R3 |
1.6740 |
1.6670 |
1.6490 |
|
R2 |
1.6587 |
1.6587 |
1.6476 |
|
R1 |
1.6517 |
1.6517 |
1.6462 |
1.6552 |
PP |
1.6434 |
1.6434 |
1.6434 |
1.6451 |
S1 |
1.6364 |
1.6364 |
1.6434 |
1.6399 |
S2 |
1.6281 |
1.6281 |
1.6420 |
|
S3 |
1.6128 |
1.6211 |
1.6406 |
|
S4 |
1.5975 |
1.6058 |
1.6364 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6470 |
1.6390 |
0.0080 |
0.5% |
0.0000 |
0.0% |
-71% |
False |
True |
2 |
10 |
1.6503 |
1.6184 |
0.0319 |
2.0% |
0.0009 |
0.1% |
47% |
False |
False |
1 |
20 |
1.6503 |
1.6130 |
0.0373 |
2.3% |
0.0007 |
0.0% |
54% |
False |
False |
1 |
40 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0004 |
0.0% |
73% |
False |
False |
1 |
60 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0002 |
0.0% |
73% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6390 |
2.618 |
1.6390 |
1.618 |
1.6390 |
1.000 |
1.6390 |
0.618 |
1.6390 |
HIGH |
1.6390 |
0.618 |
1.6390 |
0.500 |
1.6390 |
0.382 |
1.6390 |
LOW |
1.6390 |
0.618 |
1.6390 |
1.000 |
1.6390 |
1.618 |
1.6390 |
2.618 |
1.6390 |
4.250 |
1.6390 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6390 |
1.6429 |
PP |
1.6371 |
1.6397 |
S1 |
1.6352 |
1.6365 |
|