CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6078 |
1.6118 |
0.0040 |
0.2% |
1.5863 |
| High |
1.6078 |
1.6118 |
0.0040 |
0.2% |
1.6085 |
| Low |
1.6078 |
1.6118 |
0.0040 |
0.2% |
1.5863 |
| Close |
1.6078 |
1.6118 |
0.0040 |
0.2% |
1.6080 |
| Range |
|
|
|
|
|
| ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6118 |
1.6118 |
1.6118 |
|
| R3 |
1.6118 |
1.6118 |
1.6118 |
|
| R2 |
1.6118 |
1.6118 |
1.6118 |
|
| R1 |
1.6118 |
1.6118 |
1.6118 |
1.6118 |
| PP |
1.6118 |
1.6118 |
1.6118 |
1.6118 |
| S1 |
1.6118 |
1.6118 |
1.6118 |
1.6118 |
| S2 |
1.6118 |
1.6118 |
1.6118 |
|
| S3 |
1.6118 |
1.6118 |
1.6118 |
|
| S4 |
1.6118 |
1.6118 |
1.6118 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6600 |
1.6202 |
|
| R3 |
1.6453 |
1.6378 |
1.6141 |
|
| R2 |
1.6231 |
1.6231 |
1.6121 |
|
| R1 |
1.6156 |
1.6156 |
1.6100 |
1.6194 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6028 |
| S1 |
1.5934 |
1.5934 |
1.6060 |
1.5972 |
| S2 |
1.5787 |
1.5787 |
1.6039 |
|
| S3 |
1.5565 |
1.5712 |
1.6019 |
|
| S4 |
1.5343 |
1.5490 |
1.5958 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6118 |
|
2.618 |
1.6118 |
|
1.618 |
1.6118 |
|
1.000 |
1.6118 |
|
0.618 |
1.6118 |
|
HIGH |
1.6118 |
|
0.618 |
1.6118 |
|
0.500 |
1.6118 |
|
0.382 |
1.6118 |
|
LOW |
1.6118 |
|
0.618 |
1.6118 |
|
1.000 |
1.6118 |
|
1.618 |
1.6118 |
|
2.618 |
1.6118 |
|
4.250 |
1.6118 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6118 |
1.6099 |
| PP |
1.6118 |
1.6080 |
| S1 |
1.6118 |
1.6062 |
|