CME British Pound Future March 2012
Trading Metrics calculated at close of trading on 16-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.5780 |
1.5762 |
-0.0018 |
-0.1% |
1.5790 |
High |
1.5780 |
1.5762 |
-0.0018 |
-0.1% |
1.5790 |
Low |
1.5780 |
1.5762 |
-0.0018 |
-0.1% |
1.5745 |
Close |
1.5780 |
1.5762 |
-0.0018 |
-0.1% |
1.5762 |
Range |
|
|
|
|
|
ATR |
0.0064 |
0.0061 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
17 |
|
Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5762 |
1.5762 |
1.5762 |
|
R3 |
1.5762 |
1.5762 |
1.5762 |
|
R2 |
1.5762 |
1.5762 |
1.5762 |
|
R1 |
1.5762 |
1.5762 |
1.5762 |
1.5762 |
PP |
1.5762 |
1.5762 |
1.5762 |
1.5762 |
S1 |
1.5762 |
1.5762 |
1.5762 |
1.5762 |
S2 |
1.5762 |
1.5762 |
1.5762 |
|
S3 |
1.5762 |
1.5762 |
1.5762 |
|
S4 |
1.5762 |
1.5762 |
1.5762 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5901 |
1.5876 |
1.5787 |
|
R3 |
1.5856 |
1.5831 |
1.5774 |
|
R2 |
1.5811 |
1.5811 |
1.5770 |
|
R1 |
1.5786 |
1.5786 |
1.5766 |
1.5776 |
PP |
1.5766 |
1.5766 |
1.5766 |
1.5761 |
S1 |
1.5741 |
1.5741 |
1.5758 |
1.5731 |
S2 |
1.5721 |
1.5721 |
1.5754 |
|
S3 |
1.5676 |
1.5696 |
1.5750 |
|
S4 |
1.5631 |
1.5651 |
1.5737 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5790 |
1.5745 |
0.0045 |
0.3% |
0.0000 |
0.0% |
38% |
False |
False |
3 |
10 |
1.6175 |
1.5745 |
0.0430 |
2.7% |
0.0000 |
0.0% |
4% |
False |
False |
4 |
20 |
1.6467 |
1.5745 |
0.0722 |
4.6% |
0.0000 |
0.0% |
2% |
False |
False |
3 |
40 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0004 |
0.0% |
2% |
False |
False |
2 |
60 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0002 |
0.0% |
2% |
False |
False |
1 |
80 |
1.6503 |
1.5745 |
0.0758 |
4.8% |
0.0002 |
0.0% |
2% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5762 |
2.618 |
1.5762 |
1.618 |
1.5762 |
1.000 |
1.5762 |
0.618 |
1.5762 |
HIGH |
1.5762 |
0.618 |
1.5762 |
0.500 |
1.5762 |
0.382 |
1.5762 |
LOW |
1.5762 |
0.618 |
1.5762 |
1.000 |
1.5762 |
1.618 |
1.5762 |
2.618 |
1.5762 |
4.250 |
1.5762 |
|
|
Fisher Pivots for day following 16-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5762 |
1.5763 |
PP |
1.5762 |
1.5762 |
S1 |
1.5762 |
1.5762 |
|