CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 04-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.5449 |
1.5537 |
0.0088 |
0.6% |
1.5363 |
High |
1.5449 |
1.5537 |
0.0088 |
0.6% |
1.5547 |
Low |
1.5449 |
1.5537 |
0.0088 |
0.6% |
1.5329 |
Close |
1.5449 |
1.5537 |
0.0088 |
0.6% |
1.5547 |
Range |
|
|
|
|
|
ATR |
0.0074 |
0.0075 |
0.0001 |
1.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5537 |
1.5537 |
1.5537 |
|
R3 |
1.5537 |
1.5537 |
1.5537 |
|
R2 |
1.5537 |
1.5537 |
1.5537 |
|
R1 |
1.5537 |
1.5537 |
1.5537 |
1.5537 |
PP |
1.5537 |
1.5537 |
1.5537 |
1.5537 |
S1 |
1.5537 |
1.5537 |
1.5537 |
1.5537 |
S2 |
1.5537 |
1.5537 |
1.5537 |
|
S3 |
1.5537 |
1.5537 |
1.5537 |
|
S4 |
1.5537 |
1.5537 |
1.5537 |
|
|
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 |
1.5537 |
2.618 |
1.5537 |
1.618 |
1.5537 |
1.000 |
1.5537 |
0.618 |
1.5537 |
HIGH |
1.5537 |
0.618 |
1.5537 |
0.500 |
1.5537 |
0.382 |
1.5537 |
LOW |
1.5537 |
0.618 |
1.5537 |
1.000 |
1.5537 |
1.618 |
1.5537 |
2.618 |
1.5537 |
4.250 |
1.5537 |
|
|
Fisher Pivots for day following 04-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5537 |
1.5524 |
PP |
1.5537 |
1.5511 |
S1 |
1.5537 |
1.5498 |
|