CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 24-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.5900 |
1.5960 |
0.0060 |
0.4% |
1.5714 |
High |
1.5900 |
1.5960 |
0.0060 |
0.4% |
1.5900 |
Low |
1.5900 |
1.5960 |
0.0060 |
0.4% |
1.5679 |
Close |
1.5900 |
1.5960 |
0.0060 |
0.4% |
1.5900 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5960 |
1.5960 |
1.5960 |
|
R3 |
1.5960 |
1.5960 |
1.5960 |
|
R2 |
1.5960 |
1.5960 |
1.5960 |
|
R1 |
1.5960 |
1.5960 |
1.5960 |
1.5960 |
PP |
1.5960 |
1.5960 |
1.5960 |
1.5960 |
S1 |
1.5960 |
1.5960 |
1.5960 |
1.5960 |
S2 |
1.5960 |
1.5960 |
1.5960 |
|
S3 |
1.5960 |
1.5960 |
1.5960 |
|
S4 |
1.5960 |
1.5960 |
1.5960 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5960 |
1.5679 |
0.0281 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.5960 |
1.5558 |
0.0402 |
2.5% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
20 |
1.5960 |
1.5350 |
0.0610 |
3.8% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
40 |
1.6352 |
1.5322 |
0.1030 |
6.5% |
0.0000 |
0.0% |
62% |
False |
False |
2 |
60 |
1.6514 |
1.5322 |
0.1192 |
7.5% |
0.0000 |
0.0% |
54% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5960 |
2.618 |
1.5960 |
1.618 |
1.5960 |
1.000 |
1.5960 |
0.618 |
1.5960 |
HIGH |
1.5960 |
0.618 |
1.5960 |
0.500 |
1.5960 |
0.382 |
1.5960 |
LOW |
1.5960 |
0.618 |
1.5960 |
1.000 |
1.5960 |
1.618 |
1.5960 |
2.618 |
1.5960 |
4.250 |
1.5960 |
|
|
Fisher Pivots for day following 24-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5960 |
1.5925 |
PP |
1.5960 |
1.5890 |
S1 |
1.5960 |
1.5855 |
|