CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.5779 |
1.5745 |
-0.0034 |
-0.2% |
1.5905 |
High |
1.5779 |
1.5745 |
-0.0034 |
-0.2% |
1.6055 |
Low |
1.5779 |
1.5745 |
-0.0034 |
-0.2% |
1.5837 |
Close |
1.5779 |
1.5745 |
-0.0034 |
-0.2% |
1.5837 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
22 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5745 |
1.5745 |
1.5745 |
|
R3 |
1.5745 |
1.5745 |
1.5745 |
|
R2 |
1.5745 |
1.5745 |
1.5745 |
|
R1 |
1.5745 |
1.5745 |
1.5745 |
1.5745 |
PP |
1.5745 |
1.5745 |
1.5745 |
1.5745 |
S1 |
1.5745 |
1.5745 |
1.5745 |
1.5745 |
S2 |
1.5745 |
1.5745 |
1.5745 |
|
S3 |
1.5745 |
1.5745 |
1.5745 |
|
S4 |
1.5745 |
1.5745 |
1.5745 |
|
|
Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6564 |
1.6418 |
1.5957 |
|
R3 |
1.6346 |
1.6200 |
1.5897 |
|
R2 |
1.6128 |
1.6128 |
1.5877 |
|
R1 |
1.5982 |
1.5982 |
1.5857 |
1.5946 |
PP |
1.5910 |
1.5910 |
1.5910 |
1.5892 |
S1 |
1.5764 |
1.5764 |
1.5817 |
1.5728 |
S2 |
1.5692 |
1.5692 |
1.5797 |
|
S3 |
1.5474 |
1.5546 |
1.5777 |
|
S4 |
1.5256 |
1.5328 |
1.5717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6055 |
1.5745 |
0.0310 |
2.0% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.6204 |
1.5745 |
0.0459 |
2.9% |
0.0000 |
0.0% |
0% |
False |
True |
3 |
20 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0001 |
0.0% |
0% |
False |
True |
3 |
40 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0004 |
0.0% |
0% |
False |
True |
2 |
60 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
80 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5745 |
2.618 |
1.5745 |
1.618 |
1.5745 |
1.000 |
1.5745 |
0.618 |
1.5745 |
HIGH |
1.5745 |
0.618 |
1.5745 |
0.500 |
1.5745 |
0.382 |
1.5745 |
LOW |
1.5745 |
0.618 |
1.5745 |
1.000 |
1.5745 |
1.618 |
1.5745 |
2.618 |
1.5745 |
4.250 |
1.5745 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5745 |
1.5768 |
PP |
1.5745 |
1.5760 |
S1 |
1.5745 |
1.5753 |
|