CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.6352 |
1.6298 |
-0.0054 |
-0.3% |
1.6450 |
High |
1.6352 |
1.6298 |
-0.0054 |
-0.3% |
1.6467 |
Low |
1.6352 |
1.6298 |
-0.0054 |
-0.3% |
1.6298 |
Close |
1.6249 |
1.6298 |
0.0049 |
0.3% |
1.6298 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
10 |
1 |
-9 |
-90.0% |
17 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6298 |
1.6298 |
1.6298 |
|
R3 |
1.6298 |
1.6298 |
1.6298 |
|
R2 |
1.6298 |
1.6298 |
1.6298 |
|
R1 |
1.6298 |
1.6298 |
1.6298 |
1.6298 |
PP |
1.6298 |
1.6298 |
1.6298 |
1.6298 |
S1 |
1.6298 |
1.6298 |
1.6298 |
1.6298 |
S2 |
1.6298 |
1.6298 |
1.6298 |
|
S3 |
1.6298 |
1.6298 |
1.6298 |
|
S4 |
1.6298 |
1.6298 |
1.6298 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6861 |
1.6749 |
1.6391 |
|
R3 |
1.6692 |
1.6580 |
1.6344 |
|
R2 |
1.6523 |
1.6523 |
1.6329 |
|
R1 |
1.6411 |
1.6411 |
1.6313 |
1.6383 |
PP |
1.6354 |
1.6354 |
1.6354 |
1.6340 |
S1 |
1.6242 |
1.6242 |
1.6283 |
1.6214 |
S2 |
1.6185 |
1.6185 |
1.6267 |
|
S3 |
1.6016 |
1.6073 |
1.6252 |
|
S4 |
1.5847 |
1.5904 |
1.6205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6467 |
1.6298 |
0.0169 |
1.0% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
10 |
1.6503 |
1.6298 |
0.0205 |
1.3% |
0.0009 |
0.1% |
0% |
False |
True |
2 |
20 |
1.6503 |
1.6130 |
0.0373 |
2.3% |
0.0007 |
0.0% |
45% |
False |
False |
2 |
40 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0004 |
0.0% |
68% |
False |
False |
1 |
60 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0002 |
0.0% |
68% |
False |
False |
1 |
80 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0002 |
0.0% |
68% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6298 |
2.618 |
1.6298 |
1.618 |
1.6298 |
1.000 |
1.6298 |
0.618 |
1.6298 |
HIGH |
1.6298 |
0.618 |
1.6298 |
0.500 |
1.6298 |
0.382 |
1.6298 |
LOW |
1.6298 |
0.618 |
1.6298 |
1.000 |
1.6298 |
1.618 |
1.6298 |
2.618 |
1.6298 |
4.250 |
1.6298 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6298 |
1.6344 |
PP |
1.6298 |
1.6329 |
S1 |
1.6298 |
1.6313 |
|