CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.5375 |
1.5547 |
0.0172 |
1.1% |
1.5363 |
High |
1.5375 |
1.5547 |
0.0172 |
1.1% |
1.5547 |
Low |
1.5375 |
1.5547 |
0.0172 |
1.1% |
1.5329 |
Close |
1.5375 |
1.5547 |
0.0172 |
1.1% |
1.5547 |
Range |
|
|
|
|
|
ATR |
0.0065 |
0.0072 |
0.0008 |
11.9% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5547 |
1.5547 |
1.5547 |
|
R3 |
1.5547 |
1.5547 |
1.5547 |
|
R2 |
1.5547 |
1.5547 |
1.5547 |
|
R1 |
1.5547 |
1.5547 |
1.5547 |
1.5547 |
PP |
1.5547 |
1.5547 |
1.5547 |
1.5547 |
S1 |
1.5547 |
1.5547 |
1.5547 |
1.5547 |
S2 |
1.5547 |
1.5547 |
1.5547 |
|
S3 |
1.5547 |
1.5547 |
1.5547 |
|
S4 |
1.5547 |
1.5547 |
1.5547 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6128 |
1.6056 |
1.5667 |
|
R3 |
1.5910 |
1.5838 |
1.5607 |
|
R2 |
1.5692 |
1.5692 |
1.5587 |
|
R1 |
1.5620 |
1.5620 |
1.5567 |
1.5656 |
PP |
1.5474 |
1.5474 |
1.5474 |
1.5493 |
S1 |
1.5402 |
1.5402 |
1.5527 |
1.5438 |
S2 |
1.5256 |
1.5256 |
1.5507 |
|
S3 |
1.5038 |
1.5184 |
1.5487 |
|
S4 |
1.4820 |
1.4966 |
1.5427 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5547 |
2.618 |
1.5547 |
1.618 |
1.5547 |
1.000 |
1.5547 |
0.618 |
1.5547 |
HIGH |
1.5547 |
0.618 |
1.5547 |
0.500 |
1.5547 |
0.382 |
1.5547 |
LOW |
1.5547 |
0.618 |
1.5547 |
1.000 |
1.5547 |
1.618 |
1.5547 |
2.618 |
1.5547 |
4.250 |
1.5547 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5547 |
1.5518 |
PP |
1.5547 |
1.5490 |
S1 |
1.5547 |
1.5461 |
|