CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 21-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.5750 |
1.5900 |
0.0150 |
1.0% |
1.5714 |
High |
1.5750 |
1.5900 |
0.0150 |
1.0% |
1.5900 |
Low |
1.5750 |
1.5900 |
0.0150 |
1.0% |
1.5679 |
Close |
1.5750 |
1.5900 |
0.0150 |
1.0% |
1.5900 |
Range |
|
|
|
|
|
ATR |
0.0070 |
0.0076 |
0.0006 |
8.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5900 |
1.5900 |
1.5900 |
|
R3 |
1.5900 |
1.5900 |
1.5900 |
|
R2 |
1.5900 |
1.5900 |
1.5900 |
|
R1 |
1.5900 |
1.5900 |
1.5900 |
1.5900 |
PP |
1.5900 |
1.5900 |
1.5900 |
1.5900 |
S1 |
1.5900 |
1.5900 |
1.5900 |
1.5900 |
S2 |
1.5900 |
1.5900 |
1.5900 |
|
S3 |
1.5900 |
1.5900 |
1.5900 |
|
S4 |
1.5900 |
1.5900 |
1.5900 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6489 |
1.6416 |
1.6022 |
|
R3 |
1.6268 |
1.6195 |
1.5961 |
|
R2 |
1.6047 |
1.6047 |
1.5941 |
|
R1 |
1.5974 |
1.5974 |
1.5920 |
1.6011 |
PP |
1.5826 |
1.5826 |
1.5826 |
1.5845 |
S1 |
1.5753 |
1.5753 |
1.5880 |
1.5790 |
S2 |
1.5605 |
1.5605 |
1.5859 |
|
S3 |
1.5384 |
1.5532 |
1.5839 |
|
S4 |
1.5163 |
1.5311 |
1.5778 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5900 |
2.618 |
1.5900 |
1.618 |
1.5900 |
1.000 |
1.5900 |
0.618 |
1.5900 |
HIGH |
1.5900 |
0.618 |
1.5900 |
0.500 |
1.5900 |
0.382 |
1.5900 |
LOW |
1.5900 |
0.618 |
1.5900 |
1.000 |
1.5900 |
1.618 |
1.5900 |
2.618 |
1.5900 |
4.250 |
1.5900 |
|
|
Fisher Pivots for day following 21-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5900 |
1.5871 |
PP |
1.5900 |
1.5842 |
S1 |
1.5900 |
1.5813 |
|