CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5947 |
1.5923 |
-0.0024 |
-0.2% |
1.6125 |
| High |
1.5947 |
1.5923 |
-0.0024 |
-0.2% |
1.6191 |
| Low |
1.5947 |
1.5923 |
-0.0024 |
-0.2% |
1.5923 |
| Close |
1.5947 |
1.5923 |
-0.0024 |
-0.2% |
1.5923 |
| Range |
|
|
|
|
|
| ATR |
0.0078 |
0.0074 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5923 |
1.5923 |
|
| R3 |
1.5923 |
1.5923 |
1.5923 |
|
| R2 |
1.5923 |
1.5923 |
1.5923 |
|
| R1 |
1.5923 |
1.5923 |
1.5923 |
1.5923 |
| PP |
1.5923 |
1.5923 |
1.5923 |
1.5923 |
| S1 |
1.5923 |
1.5923 |
1.5923 |
1.5923 |
| S2 |
1.5923 |
1.5923 |
1.5923 |
|
| S3 |
1.5923 |
1.5923 |
1.5923 |
|
| S4 |
1.5923 |
1.5923 |
1.5923 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6816 |
1.6638 |
1.6070 |
|
| R3 |
1.6548 |
1.6370 |
1.5997 |
|
| R2 |
1.6280 |
1.6280 |
1.5972 |
|
| R1 |
1.6102 |
1.6102 |
1.5948 |
1.6057 |
| PP |
1.6012 |
1.6012 |
1.6012 |
1.5990 |
| S1 |
1.5834 |
1.5834 |
1.5898 |
1.5789 |
| S2 |
1.5744 |
1.5744 |
1.5874 |
|
| S3 |
1.5476 |
1.5566 |
1.5849 |
|
| S4 |
1.5208 |
1.5298 |
1.5776 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5923 |
|
2.618 |
1.5923 |
|
1.618 |
1.5923 |
|
1.000 |
1.5923 |
|
0.618 |
1.5923 |
|
HIGH |
1.5923 |
|
0.618 |
1.5923 |
|
0.500 |
1.5923 |
|
0.382 |
1.5923 |
|
LOW |
1.5923 |
|
0.618 |
1.5923 |
|
1.000 |
1.5923 |
|
1.618 |
1.5923 |
|
2.618 |
1.5923 |
|
4.250 |
1.5923 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5923 |
1.5974 |
| PP |
1.5923 |
1.5957 |
| S1 |
1.5923 |
1.5940 |
|