CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.6118 |
1.6170 |
0.0052 |
0.3% |
1.5945 |
High |
1.6118 |
1.6170 |
0.0052 |
0.3% |
1.5945 |
Low |
1.6118 |
1.6150 |
0.0032 |
0.2% |
1.5750 |
Close |
1.6118 |
1.6095 |
-0.0023 |
-0.1% |
1.5825 |
Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0195 |
ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
14 |
14 |
0 |
0.0% |
24 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6198 |
1.6167 |
1.6106 |
|
R3 |
1.6178 |
1.6147 |
1.6101 |
|
R2 |
1.6158 |
1.6158 |
1.6099 |
|
R1 |
1.6127 |
1.6127 |
1.6097 |
1.6133 |
PP |
1.6138 |
1.6138 |
1.6138 |
1.6141 |
S1 |
1.6107 |
1.6107 |
1.6093 |
1.6113 |
S2 |
1.6118 |
1.6118 |
1.6091 |
|
S3 |
1.6098 |
1.6087 |
1.6090 |
|
S4 |
1.6078 |
1.6067 |
1.6084 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6425 |
1.6320 |
1.5932 |
|
R3 |
1.6230 |
1.6125 |
1.5879 |
|
R2 |
1.6035 |
1.6035 |
1.5861 |
|
R1 |
1.5930 |
1.5930 |
1.5843 |
1.5885 |
PP |
1.5840 |
1.5840 |
1.5840 |
1.5818 |
S1 |
1.5735 |
1.5735 |
1.5807 |
1.5690 |
S2 |
1.5645 |
1.5645 |
1.5789 |
|
S3 |
1.5450 |
1.5540 |
1.5771 |
|
S4 |
1.5255 |
1.5345 |
1.5718 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6255 |
2.618 |
1.6222 |
1.618 |
1.6202 |
1.000 |
1.6190 |
0.618 |
1.6182 |
HIGH |
1.6170 |
0.618 |
1.6162 |
0.500 |
1.6160 |
0.382 |
1.6158 |
LOW |
1.6150 |
0.618 |
1.6138 |
1.000 |
1.6130 |
1.618 |
1.6118 |
2.618 |
1.6098 |
4.250 |
1.6065 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6160 |
1.6099 |
PP |
1.6138 |
1.6097 |
S1 |
1.6117 |
1.6096 |
|