CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 30-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.5558 |
1.5587 |
0.0029 |
0.2% |
1.5490 |
High |
1.5558 |
1.5587 |
0.0029 |
0.2% |
1.5621 |
Low |
1.5558 |
1.5587 |
0.0029 |
0.2% |
1.5490 |
Close |
1.5558 |
1.5587 |
0.0029 |
0.2% |
1.5587 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0072 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5587 |
1.5587 |
1.5587 |
|
R3 |
1.5587 |
1.5587 |
1.5587 |
|
R2 |
1.5587 |
1.5587 |
1.5587 |
|
R1 |
1.5587 |
1.5587 |
1.5587 |
1.5587 |
PP |
1.5587 |
1.5587 |
1.5587 |
1.5587 |
S1 |
1.5587 |
1.5587 |
1.5587 |
1.5587 |
S2 |
1.5587 |
1.5587 |
1.5587 |
|
S3 |
1.5587 |
1.5587 |
1.5587 |
|
S4 |
1.5587 |
1.5587 |
1.5587 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5959 |
1.5904 |
1.5659 |
|
R3 |
1.5828 |
1.5773 |
1.5623 |
|
R2 |
1.5697 |
1.5697 |
1.5611 |
|
R1 |
1.5642 |
1.5642 |
1.5599 |
1.5670 |
PP |
1.5566 |
1.5566 |
1.5566 |
1.5580 |
S1 |
1.5511 |
1.5511 |
1.5575 |
1.5539 |
S2 |
1.5435 |
1.5435 |
1.5563 |
|
S3 |
1.5304 |
1.5380 |
1.5551 |
|
S4 |
1.5173 |
1.5249 |
1.5515 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5587 |
2.618 |
1.5587 |
1.618 |
1.5587 |
1.000 |
1.5587 |
0.618 |
1.5587 |
HIGH |
1.5587 |
0.618 |
1.5587 |
0.500 |
1.5587 |
0.382 |
1.5587 |
LOW |
1.5587 |
0.618 |
1.5587 |
1.000 |
1.5587 |
1.618 |
1.5587 |
2.618 |
1.5587 |
4.250 |
1.5587 |
|
|
Fisher Pivots for day following 30-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5587 |
1.5582 |
PP |
1.5587 |
1.5577 |
S1 |
1.5587 |
1.5573 |
|