CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.6077 |
1.5881 |
-0.0196 |
-1.2% |
1.6094 |
High |
1.6077 |
1.5881 |
-0.0196 |
-1.2% |
1.6094 |
Low |
1.6077 |
1.5881 |
-0.0196 |
-1.2% |
1.5923 |
Close |
1.6077 |
1.5881 |
-0.0196 |
-1.2% |
1.6000 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0071 |
0.0010 |
15.8% |
0.0000 |
Volume |
0 |
2 |
2 |
|
4 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5881 |
1.5881 |
1.5881 |
|
R3 |
1.5881 |
1.5881 |
1.5881 |
|
R2 |
1.5881 |
1.5881 |
1.5881 |
|
R1 |
1.5881 |
1.5881 |
1.5881 |
1.5881 |
PP |
1.5881 |
1.5881 |
1.5881 |
1.5881 |
S1 |
1.5881 |
1.5881 |
1.5881 |
1.5881 |
S2 |
1.5881 |
1.5881 |
1.5881 |
|
S3 |
1.5881 |
1.5881 |
1.5881 |
|
S4 |
1.5881 |
1.5881 |
1.5881 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6519 |
1.6430 |
1.6094 |
|
R3 |
1.6348 |
1.6259 |
1.6047 |
|
R2 |
1.6177 |
1.6177 |
1.6031 |
|
R1 |
1.6088 |
1.6088 |
1.6016 |
1.6047 |
PP |
1.6006 |
1.6006 |
1.6006 |
1.5985 |
S1 |
1.5917 |
1.5917 |
1.5984 |
1.5876 |
S2 |
1.5835 |
1.5835 |
1.5969 |
|
S3 |
1.5664 |
1.5746 |
1.5953 |
|
S4 |
1.5493 |
1.5575 |
1.5906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6077 |
1.5881 |
0.0196 |
1.2% |
0.0003 |
0.0% |
0% |
False |
True |
|
10 |
1.6094 |
1.5881 |
0.0213 |
1.3% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
20 |
1.6094 |
1.5679 |
0.0415 |
2.6% |
0.0001 |
0.0% |
49% |
False |
False |
1 |
40 |
1.6094 |
1.5322 |
0.0772 |
4.9% |
0.0000 |
0.0% |
72% |
False |
False |
1 |
60 |
1.6514 |
1.5322 |
0.1192 |
7.5% |
0.0000 |
0.0% |
47% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5881 |
2.618 |
1.5881 |
1.618 |
1.5881 |
1.000 |
1.5881 |
0.618 |
1.5881 |
HIGH |
1.5881 |
0.618 |
1.5881 |
0.500 |
1.5881 |
0.382 |
1.5881 |
LOW |
1.5881 |
0.618 |
1.5881 |
1.000 |
1.5881 |
1.618 |
1.5881 |
2.618 |
1.5881 |
4.250 |
1.5881 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5881 |
1.5979 |
PP |
1.5881 |
1.5946 |
S1 |
1.5881 |
1.5914 |
|