CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6015 |
1.6013 |
-0.0002 |
0.0% |
1.5929 |
| High |
1.6015 |
1.6013 |
-0.0002 |
0.0% |
1.6015 |
| Low |
1.6015 |
1.6013 |
-0.0002 |
0.0% |
1.5929 |
| Close |
1.6015 |
1.6013 |
-0.0002 |
0.0% |
1.6013 |
| Range |
|
|
|
|
|
| ATR |
0.0061 |
0.0057 |
-0.0004 |
-6.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6013 |
1.6013 |
1.6013 |
|
| R3 |
1.6013 |
1.6013 |
1.6013 |
|
| R2 |
1.6013 |
1.6013 |
1.6013 |
|
| R1 |
1.6013 |
1.6013 |
1.6013 |
1.6013 |
| PP |
1.6013 |
1.6013 |
1.6013 |
1.6013 |
| S1 |
1.6013 |
1.6013 |
1.6013 |
1.6013 |
| S2 |
1.6013 |
1.6013 |
1.6013 |
|
| S3 |
1.6013 |
1.6013 |
1.6013 |
|
| S4 |
1.6013 |
1.6013 |
1.6013 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6244 |
1.6214 |
1.6060 |
|
| R3 |
1.6158 |
1.6128 |
1.6037 |
|
| R2 |
1.6072 |
1.6072 |
1.6029 |
|
| R1 |
1.6042 |
1.6042 |
1.6021 |
1.6057 |
| PP |
1.5986 |
1.5986 |
1.5986 |
1.5993 |
| S1 |
1.5956 |
1.5956 |
1.6005 |
1.5971 |
| S2 |
1.5900 |
1.5900 |
1.5997 |
|
| S3 |
1.5814 |
1.5870 |
1.5989 |
|
| S4 |
1.5728 |
1.5784 |
1.5966 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6013 |
|
2.618 |
1.6013 |
|
1.618 |
1.6013 |
|
1.000 |
1.6013 |
|
0.618 |
1.6013 |
|
HIGH |
1.6013 |
|
0.618 |
1.6013 |
|
0.500 |
1.6013 |
|
0.382 |
1.6013 |
|
LOW |
1.6013 |
|
0.618 |
1.6013 |
|
1.000 |
1.6013 |
|
1.618 |
1.6013 |
|
2.618 |
1.6013 |
|
4.250 |
1.6013 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6013 |
1.6012 |
| PP |
1.6013 |
1.6010 |
| S1 |
1.6013 |
1.6009 |
|