CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 23-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5858 |
High |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5858 |
Low |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5727 |
Close |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5751 |
Range |
|
|
|
|
|
ATR |
0.0070 |
0.0073 |
0.0003 |
4.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5478 |
1.5478 |
1.5478 |
|
R3 |
1.5478 |
1.5478 |
1.5478 |
|
R2 |
1.5478 |
1.5478 |
1.5478 |
|
R1 |
1.5478 |
1.5478 |
1.5478 |
1.5478 |
PP |
1.5478 |
1.5478 |
1.5478 |
1.5478 |
S1 |
1.5478 |
1.5478 |
1.5478 |
1.5478 |
S2 |
1.5478 |
1.5478 |
1.5478 |
|
S3 |
1.5478 |
1.5478 |
1.5478 |
|
S4 |
1.5478 |
1.5478 |
1.5478 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6172 |
1.6092 |
1.5823 |
|
R3 |
1.6041 |
1.5961 |
1.5787 |
|
R2 |
1.5910 |
1.5910 |
1.5775 |
|
R1 |
1.5830 |
1.5830 |
1.5763 |
1.5805 |
PP |
1.5779 |
1.5779 |
1.5779 |
1.5766 |
S1 |
1.5699 |
1.5699 |
1.5739 |
1.5674 |
S2 |
1.5648 |
1.5648 |
1.5727 |
|
S3 |
1.5517 |
1.5568 |
1.5715 |
|
S4 |
1.5386 |
1.5437 |
1.5679 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5751 |
1.5478 |
0.0273 |
1.8% |
0.0000 |
0.0% |
0% |
False |
True |
|
10 |
1.6025 |
1.5478 |
0.0547 |
3.5% |
0.0000 |
0.0% |
0% |
False |
True |
|
20 |
1.6094 |
1.5478 |
0.0616 |
4.0% |
0.0001 |
0.0% |
0% |
False |
True |
|
40 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0000 |
0.0% |
17% |
False |
False |
1 |
60 |
1.6186 |
1.5322 |
0.0864 |
5.6% |
0.0000 |
0.0% |
18% |
False |
False |
1 |
80 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0000 |
0.0% |
13% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5478 |
2.618 |
1.5478 |
1.618 |
1.5478 |
1.000 |
1.5478 |
0.618 |
1.5478 |
HIGH |
1.5478 |
0.618 |
1.5478 |
0.500 |
1.5478 |
0.382 |
1.5478 |
LOW |
1.5478 |
0.618 |
1.5478 |
1.000 |
1.5478 |
1.618 |
1.5478 |
2.618 |
1.5478 |
4.250 |
1.5478 |
|
|
Fisher Pivots for day following 23-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5478 |
1.5546 |
PP |
1.5478 |
1.5523 |
S1 |
1.5478 |
1.5501 |
|