CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 08-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.5916 |
1.6055 |
0.0139 |
0.9% |
1.6371 |
High |
1.5916 |
1.6055 |
0.0139 |
0.9% |
1.6371 |
Low |
1.5916 |
1.6055 |
0.0139 |
0.9% |
1.6140 |
Close |
1.5948 |
1.5936 |
-0.0012 |
-0.1% |
1.6171 |
Range |
|
|
|
|
|
ATR |
0.0071 |
0.0074 |
0.0003 |
3.6% |
0.0000 |
Volume |
10 |
1 |
-9 |
-90.0% |
5 |
|
Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6015 |
1.5976 |
1.5936 |
|
R3 |
1.6015 |
1.5976 |
1.5936 |
|
R2 |
1.6015 |
1.6015 |
1.5936 |
|
R1 |
1.5976 |
1.5976 |
1.5936 |
1.5996 |
PP |
1.6015 |
1.6015 |
1.6015 |
1.6025 |
S1 |
1.5976 |
1.5976 |
1.5936 |
1.5996 |
S2 |
1.6015 |
1.6015 |
1.5936 |
|
S3 |
1.6015 |
1.5976 |
1.5936 |
|
S4 |
1.6015 |
1.5976 |
1.5936 |
|
|
Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6920 |
1.6777 |
1.6298 |
|
R3 |
1.6689 |
1.6546 |
1.6235 |
|
R2 |
1.6458 |
1.6458 |
1.6213 |
|
R1 |
1.6315 |
1.6315 |
1.6192 |
1.6271 |
PP |
1.6227 |
1.6227 |
1.6227 |
1.6206 |
S1 |
1.6084 |
1.6084 |
1.6150 |
1.6040 |
S2 |
1.5996 |
1.5996 |
1.6129 |
|
S3 |
1.5765 |
1.5853 |
1.6107 |
|
S4 |
1.5534 |
1.5622 |
1.6044 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6175 |
1.5905 |
0.0270 |
1.7% |
0.0000 |
0.0% |
11% |
False |
False |
4 |
10 |
1.6371 |
1.5905 |
0.0466 |
2.9% |
0.0000 |
0.0% |
7% |
False |
False |
3 |
20 |
1.6503 |
1.5905 |
0.0598 |
3.8% |
0.0004 |
0.0% |
5% |
False |
False |
2 |
40 |
1.6503 |
1.5905 |
0.0598 |
3.8% |
0.0004 |
0.0% |
5% |
False |
False |
2 |
60 |
1.6503 |
1.5863 |
0.0640 |
4.0% |
0.0002 |
0.0% |
11% |
False |
False |
1 |
80 |
1.6503 |
1.5863 |
0.0640 |
4.0% |
0.0002 |
0.0% |
11% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6055 |
2.618 |
1.6055 |
1.618 |
1.6055 |
1.000 |
1.6055 |
0.618 |
1.6055 |
HIGH |
1.6055 |
0.618 |
1.6055 |
0.500 |
1.6055 |
0.382 |
1.6055 |
LOW |
1.6055 |
0.618 |
1.6055 |
1.000 |
1.6055 |
1.618 |
1.6055 |
2.618 |
1.6055 |
4.250 |
1.6055 |
|
|
Fisher Pivots for day following 08-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6055 |
1.5980 |
PP |
1.6015 |
1.5965 |
S1 |
1.5976 |
1.5951 |
|