CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6450 |
1.6315 |
-0.0135 |
-0.8% |
1.6334 |
| High |
1.6450 |
1.6315 |
-0.0135 |
-0.8% |
1.6514 |
| Low |
1.6450 |
1.6315 |
-0.0135 |
-0.8% |
1.6334 |
| Close |
1.6450 |
1.6315 |
-0.0135 |
-0.8% |
1.6431 |
| Range |
|
|
|
|
|
| ATR |
0.0063 |
0.0068 |
0.0005 |
8.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6315 |
1.6315 |
1.6315 |
|
| R3 |
1.6315 |
1.6315 |
1.6315 |
|
| R2 |
1.6315 |
1.6315 |
1.6315 |
|
| R1 |
1.6315 |
1.6315 |
1.6315 |
1.6315 |
| PP |
1.6315 |
1.6315 |
1.6315 |
1.6315 |
| S1 |
1.6315 |
1.6315 |
1.6315 |
1.6315 |
| S2 |
1.6315 |
1.6315 |
1.6315 |
|
| S3 |
1.6315 |
1.6315 |
1.6315 |
|
| S4 |
1.6315 |
1.6315 |
1.6315 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6966 |
1.6879 |
1.6530 |
|
| R3 |
1.6786 |
1.6699 |
1.6481 |
|
| R2 |
1.6606 |
1.6606 |
1.6464 |
|
| R1 |
1.6519 |
1.6519 |
1.6448 |
1.6563 |
| PP |
1.6426 |
1.6426 |
1.6426 |
1.6448 |
| S1 |
1.6339 |
1.6339 |
1.6415 |
1.6383 |
| S2 |
1.6246 |
1.6246 |
1.6398 |
|
| S3 |
1.6066 |
1.6159 |
1.6382 |
|
| S4 |
1.5886 |
1.5979 |
1.6332 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6315 |
|
2.618 |
1.6315 |
|
1.618 |
1.6315 |
|
1.000 |
1.6315 |
|
0.618 |
1.6315 |
|
HIGH |
1.6315 |
|
0.618 |
1.6315 |
|
0.500 |
1.6315 |
|
0.382 |
1.6315 |
|
LOW |
1.6315 |
|
0.618 |
1.6315 |
|
1.000 |
1.6315 |
|
1.618 |
1.6315 |
|
2.618 |
1.6315 |
|
4.250 |
1.6315 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6315 |
1.6383 |
| PP |
1.6315 |
1.6360 |
| S1 |
1.6315 |
1.6338 |
|