CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 27-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.5490 |
1.5621 |
0.0131 |
0.8% |
1.5652 |
High |
1.5490 |
1.5621 |
0.0131 |
0.8% |
1.5690 |
Low |
1.5490 |
1.5621 |
0.0131 |
0.8% |
1.5322 |
Close |
1.5490 |
1.5621 |
0.0131 |
0.8% |
1.5391 |
Range |
|
|
|
|
|
ATR |
0.0079 |
0.0083 |
0.0004 |
4.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5621 |
1.5621 |
1.5621 |
|
R3 |
1.5621 |
1.5621 |
1.5621 |
|
R2 |
1.5621 |
1.5621 |
1.5621 |
|
R1 |
1.5621 |
1.5621 |
1.5621 |
1.5621 |
PP |
1.5621 |
1.5621 |
1.5621 |
1.5621 |
S1 |
1.5621 |
1.5621 |
1.5621 |
1.5621 |
S2 |
1.5621 |
1.5621 |
1.5621 |
|
S3 |
1.5621 |
1.5621 |
1.5621 |
|
S4 |
1.5621 |
1.5621 |
1.5621 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6572 |
1.6349 |
1.5593 |
|
R3 |
1.6204 |
1.5981 |
1.5492 |
|
R2 |
1.5836 |
1.5836 |
1.5458 |
|
R1 |
1.5613 |
1.5613 |
1.5425 |
1.5541 |
PP |
1.5468 |
1.5468 |
1.5468 |
1.5431 |
S1 |
1.5245 |
1.5245 |
1.5357 |
1.5173 |
S2 |
1.5100 |
1.5100 |
1.5324 |
|
S3 |
1.4732 |
1.4877 |
1.5290 |
|
S4 |
1.4364 |
1.4509 |
1.5189 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5621 |
2.618 |
1.5621 |
1.618 |
1.5621 |
1.000 |
1.5621 |
0.618 |
1.5621 |
HIGH |
1.5621 |
0.618 |
1.5621 |
0.500 |
1.5621 |
0.382 |
1.5621 |
LOW |
1.5621 |
0.618 |
1.5621 |
1.000 |
1.5621 |
1.618 |
1.5621 |
2.618 |
1.5621 |
4.250 |
1.5621 |
|
|
Fisher Pivots for day following 27-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5621 |
1.5583 |
PP |
1.5621 |
1.5544 |
S1 |
1.5621 |
1.5506 |
|