CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.5960 |
High |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.6075 |
Low |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.5916 |
Close |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.6074 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0071 |
-0.0005 |
-7.0% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6074 |
1.6074 |
1.6074 |
|
R3 |
1.6074 |
1.6074 |
1.6074 |
|
R2 |
1.6074 |
1.6074 |
1.6074 |
|
R1 |
1.6074 |
1.6074 |
1.6074 |
1.6074 |
PP |
1.6074 |
1.6074 |
1.6074 |
1.6074 |
S1 |
1.6074 |
1.6074 |
1.6074 |
1.6074 |
S2 |
1.6074 |
1.6074 |
1.6074 |
|
S3 |
1.6074 |
1.6074 |
1.6074 |
|
S4 |
1.6074 |
1.6074 |
1.6074 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6499 |
1.6445 |
1.6161 |
|
R3 |
1.6340 |
1.6286 |
1.6118 |
|
R2 |
1.6181 |
1.6181 |
1.6103 |
|
R1 |
1.6127 |
1.6127 |
1.6089 |
1.6154 |
PP |
1.6022 |
1.6022 |
1.6022 |
1.6035 |
S1 |
1.5968 |
1.5968 |
1.6059 |
1.5995 |
S2 |
1.5863 |
1.5863 |
1.6045 |
|
S3 |
1.5704 |
1.5809 |
1.6030 |
|
S4 |
1.5545 |
1.5650 |
1.5987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6075 |
1.5916 |
0.0159 |
1.0% |
0.0000 |
0.0% |
99% |
False |
False |
2 |
10 |
1.6075 |
1.5679 |
0.0396 |
2.5% |
0.0000 |
0.0% |
100% |
False |
False |
2 |
20 |
1.6075 |
1.5350 |
0.0725 |
4.5% |
0.0000 |
0.0% |
100% |
False |
False |
2 |
40 |
1.6153 |
1.5322 |
0.0831 |
5.2% |
0.0000 |
0.0% |
90% |
False |
False |
2 |
60 |
1.6514 |
1.5322 |
0.1192 |
7.4% |
0.0000 |
0.0% |
63% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6074 |
2.618 |
1.6074 |
1.618 |
1.6074 |
1.000 |
1.6074 |
0.618 |
1.6074 |
HIGH |
1.6074 |
0.618 |
1.6074 |
0.500 |
1.6074 |
0.382 |
1.6074 |
LOW |
1.6074 |
0.618 |
1.6074 |
1.000 |
1.6074 |
1.618 |
1.6074 |
2.618 |
1.6074 |
4.250 |
1.6074 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6074 |
1.6048 |
PP |
1.6074 |
1.6022 |
S1 |
1.6074 |
1.5996 |
|