CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 08-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.5668 |
1.5615 |
-0.0053 |
-0.3% |
1.5528 |
High |
1.5668 |
1.5615 |
-0.0053 |
-0.3% |
1.5671 |
Low |
1.5668 |
1.5615 |
-0.0053 |
-0.3% |
1.5467 |
Close |
1.5668 |
1.5615 |
-0.0053 |
-0.3% |
1.5566 |
Range |
|
|
|
|
|
ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5615 |
1.5615 |
1.5615 |
|
R3 |
1.5615 |
1.5615 |
1.5615 |
|
R2 |
1.5615 |
1.5615 |
1.5615 |
|
R1 |
1.5615 |
1.5615 |
1.5615 |
1.5615 |
PP |
1.5615 |
1.5615 |
1.5615 |
1.5615 |
S1 |
1.5615 |
1.5615 |
1.5615 |
1.5615 |
S2 |
1.5615 |
1.5615 |
1.5615 |
|
S3 |
1.5615 |
1.5615 |
1.5615 |
|
S4 |
1.5615 |
1.5615 |
1.5615 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6180 |
1.6077 |
1.5678 |
|
R3 |
1.5976 |
1.5873 |
1.5622 |
|
R2 |
1.5772 |
1.5772 |
1.5603 |
|
R1 |
1.5669 |
1.5669 |
1.5585 |
1.5721 |
PP |
1.5568 |
1.5568 |
1.5568 |
1.5594 |
S1 |
1.5465 |
1.5465 |
1.5547 |
1.5517 |
S2 |
1.5364 |
1.5364 |
1.5529 |
|
S3 |
1.5160 |
1.5261 |
1.5510 |
|
S4 |
1.4956 |
1.5057 |
1.5454 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5668 |
1.5566 |
0.0102 |
0.7% |
0.0000 |
0.0% |
48% |
False |
False |
|
10 |
1.5671 |
1.5409 |
0.0262 |
1.7% |
0.0015 |
0.1% |
79% |
False |
False |
6 |
20 |
1.6025 |
1.5409 |
0.0616 |
3.9% |
0.0008 |
0.0% |
33% |
False |
False |
3 |
40 |
1.6094 |
1.5409 |
0.0685 |
4.4% |
0.0004 |
0.0% |
30% |
False |
False |
2 |
60 |
1.6094 |
1.5322 |
0.0772 |
4.9% |
0.0003 |
0.0% |
38% |
False |
False |
2 |
80 |
1.6514 |
1.5322 |
0.1192 |
7.6% |
0.0002 |
0.0% |
25% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5615 |
2.618 |
1.5615 |
1.618 |
1.5615 |
1.000 |
1.5615 |
0.618 |
1.5615 |
HIGH |
1.5615 |
0.618 |
1.5615 |
0.500 |
1.5615 |
0.382 |
1.5615 |
LOW |
1.5615 |
0.618 |
1.5615 |
1.000 |
1.5615 |
1.618 |
1.5615 |
2.618 |
1.5615 |
4.250 |
1.5615 |
|
|
Fisher Pivots for day following 08-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5615 |
1.5623 |
PP |
1.5615 |
1.5620 |
S1 |
1.5615 |
1.5618 |
|