CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 01-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.5671 |
1.5655 |
-0.0016 |
-0.1% |
1.5613 |
High |
1.5671 |
1.5655 |
-0.0016 |
-0.1% |
1.5613 |
Low |
1.5671 |
1.5655 |
-0.0016 |
-0.1% |
1.5409 |
Close |
1.5671 |
1.5655 |
-0.0016 |
-0.1% |
1.5409 |
Range |
|
|
|
|
|
ATR |
0.0081 |
0.0076 |
-0.0005 |
-5.7% |
0.0000 |
Volume |
5 |
0 |
-5 |
-100.0% |
0 |
|
Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5655 |
1.5655 |
1.5655 |
|
R3 |
1.5655 |
1.5655 |
1.5655 |
|
R2 |
1.5655 |
1.5655 |
1.5655 |
|
R1 |
1.5655 |
1.5655 |
1.5655 |
1.5655 |
PP |
1.5655 |
1.5655 |
1.5655 |
1.5655 |
S1 |
1.5655 |
1.5655 |
1.5655 |
1.5655 |
S2 |
1.5655 |
1.5655 |
1.5655 |
|
S3 |
1.5655 |
1.5655 |
1.5655 |
|
S4 |
1.5655 |
1.5655 |
1.5655 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6089 |
1.5953 |
1.5521 |
|
R3 |
1.5885 |
1.5749 |
1.5465 |
|
R2 |
1.5681 |
1.5681 |
1.5446 |
|
R1 |
1.5545 |
1.5545 |
1.5428 |
1.5511 |
PP |
1.5477 |
1.5477 |
1.5477 |
1.5460 |
S1 |
1.5341 |
1.5341 |
1.5390 |
1.5307 |
S2 |
1.5273 |
1.5273 |
1.5372 |
|
S3 |
1.5069 |
1.5137 |
1.5353 |
|
S4 |
1.4865 |
1.4933 |
1.5297 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5671 |
1.5409 |
0.0262 |
1.7% |
0.0030 |
0.2% |
94% |
False |
False |
12 |
10 |
1.5751 |
1.5409 |
0.0342 |
2.2% |
0.0015 |
0.1% |
72% |
False |
False |
6 |
20 |
1.6077 |
1.5409 |
0.0668 |
4.3% |
0.0008 |
0.1% |
37% |
False |
False |
3 |
40 |
1.6094 |
1.5404 |
0.0690 |
4.4% |
0.0004 |
0.0% |
36% |
False |
False |
2 |
60 |
1.6094 |
1.5322 |
0.0772 |
4.9% |
0.0003 |
0.0% |
43% |
False |
False |
2 |
80 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0002 |
0.0% |
28% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5655 |
2.618 |
1.5655 |
1.618 |
1.5655 |
1.000 |
1.5655 |
0.618 |
1.5655 |
HIGH |
1.5655 |
0.618 |
1.5655 |
0.500 |
1.5655 |
0.382 |
1.5655 |
LOW |
1.5655 |
0.618 |
1.5655 |
1.000 |
1.5655 |
1.618 |
1.5655 |
2.618 |
1.5655 |
4.250 |
1.5655 |
|
|
Fisher Pivots for day following 01-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5655 |
1.5645 |
PP |
1.5655 |
1.5635 |
S1 |
1.5655 |
1.5625 |
|