CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 12-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.5633 |
1.5552 |
-0.0081 |
-0.5% |
1.5616 |
High |
1.5633 |
1.5552 |
-0.0081 |
-0.5% |
1.5668 |
Low |
1.5633 |
1.5552 |
-0.0081 |
-0.5% |
1.5577 |
Close |
1.5633 |
1.5552 |
-0.0081 |
-0.5% |
1.5633 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0069 |
0.0001 |
1.3% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5552 |
1.5552 |
1.5552 |
|
R3 |
1.5552 |
1.5552 |
1.5552 |
|
R2 |
1.5552 |
1.5552 |
1.5552 |
|
R1 |
1.5552 |
1.5552 |
1.5552 |
1.5552 |
PP |
1.5552 |
1.5552 |
1.5552 |
1.5552 |
S1 |
1.5552 |
1.5552 |
1.5552 |
1.5552 |
S2 |
1.5552 |
1.5552 |
1.5552 |
|
S3 |
1.5552 |
1.5552 |
1.5552 |
|
S4 |
1.5552 |
1.5552 |
1.5552 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5899 |
1.5857 |
1.5683 |
|
R3 |
1.5808 |
1.5766 |
1.5658 |
|
R2 |
1.5717 |
1.5717 |
1.5650 |
|
R1 |
1.5675 |
1.5675 |
1.5641 |
1.5696 |
PP |
1.5626 |
1.5626 |
1.5626 |
1.5637 |
S1 |
1.5584 |
1.5584 |
1.5625 |
1.5605 |
S2 |
1.5535 |
1.5535 |
1.5616 |
|
S3 |
1.5444 |
1.5493 |
1.5608 |
|
S4 |
1.5353 |
1.5402 |
1.5583 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5668 |
1.5552 |
0.0116 |
0.7% |
0.0000 |
0.0% |
0% |
False |
True |
|
10 |
1.5671 |
1.5552 |
0.0119 |
0.8% |
0.0000 |
0.0% |
0% |
False |
True |
|
20 |
1.5858 |
1.5409 |
0.0449 |
2.9% |
0.0008 |
0.0% |
32% |
False |
False |
3 |
40 |
1.6094 |
1.5409 |
0.0685 |
4.4% |
0.0004 |
0.0% |
21% |
False |
False |
2 |
60 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0003 |
0.0% |
30% |
False |
False |
2 |
80 |
1.6450 |
1.5322 |
0.1128 |
7.3% |
0.0002 |
0.0% |
20% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5552 |
2.618 |
1.5552 |
1.618 |
1.5552 |
1.000 |
1.5552 |
0.618 |
1.5552 |
HIGH |
1.5552 |
0.618 |
1.5552 |
0.500 |
1.5552 |
0.382 |
1.5552 |
LOW |
1.5552 |
0.618 |
1.5552 |
1.000 |
1.5552 |
1.618 |
1.5552 |
2.618 |
1.5552 |
4.250 |
1.5552 |
|
|
Fisher Pivots for day following 12-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5552 |
1.5593 |
PP |
1.5552 |
1.5579 |
S1 |
1.5552 |
1.5566 |
|