CME British Pound Future June 2012
Trading Metrics calculated at close of trading on 15-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.5400 |
1.5475 |
0.0075 |
0.5% |
1.5616 |
High |
1.5442 |
1.5478 |
0.0036 |
0.2% |
1.5668 |
Low |
1.5400 |
1.5475 |
0.0075 |
0.5% |
1.5577 |
Close |
1.5442 |
1.5478 |
0.0036 |
0.2% |
1.5633 |
Range |
0.0042 |
0.0003 |
-0.0039 |
-92.9% |
0.0091 |
ATR |
0.0071 |
0.0069 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
13 |
10 |
-3 |
-23.1% |
0 |
|
Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5486 |
1.5485 |
1.5480 |
|
R3 |
1.5483 |
1.5482 |
1.5479 |
|
R2 |
1.5480 |
1.5480 |
1.5479 |
|
R1 |
1.5479 |
1.5479 |
1.5478 |
1.5480 |
PP |
1.5477 |
1.5477 |
1.5477 |
1.5477 |
S1 |
1.5476 |
1.5476 |
1.5478 |
1.5477 |
S2 |
1.5474 |
1.5474 |
1.5477 |
|
S3 |
1.5471 |
1.5473 |
1.5477 |
|
S4 |
1.5468 |
1.5470 |
1.5476 |
|
|
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 |
1.5633 |
1.5400 |
0.0233 |
1.5% |
0.0014 |
0.1% |
33% |
False |
False |
4 |
10 |
1.5668 |
1.5400 |
0.0268 |
1.7% |
0.0007 |
0.0% |
29% |
False |
False |
2 |
20 |
1.5751 |
1.5400 |
0.0351 |
2.3% |
0.0011 |
0.1% |
22% |
False |
False |
4 |
40 |
1.6094 |
1.5400 |
0.0694 |
4.5% |
0.0006 |
0.0% |
11% |
False |
False |
2 |
60 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0004 |
0.0% |
20% |
False |
False |
2 |
80 |
1.6352 |
1.5322 |
0.1030 |
6.7% |
0.0003 |
0.0% |
15% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5491 |
2.618 |
1.5486 |
1.618 |
1.5483 |
1.000 |
1.5481 |
0.618 |
1.5480 |
HIGH |
1.5478 |
0.618 |
1.5477 |
0.500 |
1.5477 |
0.382 |
1.5476 |
LOW |
1.5475 |
0.618 |
1.5473 |
1.000 |
1.5472 |
1.618 |
1.5470 |
2.618 |
1.5467 |
4.250 |
1.5462 |
|
|
Fisher Pivots for day following 15-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5478 |
1.5465 |
PP |
1.5477 |
1.5452 |
S1 |
1.5477 |
1.5439 |
|