CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.6040 |
1.5932 |
-0.0108 |
-0.7% |
1.6064 |
High |
1.6040 |
1.5932 |
-0.0108 |
-0.7% |
1.6064 |
Low |
1.6040 |
1.5931 |
-0.0109 |
-0.7% |
1.5931 |
Close |
1.6040 |
1.5972 |
-0.0068 |
-0.4% |
1.5972 |
Range |
0.0000 |
0.0001 |
0.0001 |
|
0.0133 |
ATR |
0.0065 |
0.0068 |
0.0003 |
4.8% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
41 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5948 |
1.5961 |
1.5973 |
|
R3 |
1.5947 |
1.5960 |
1.5972 |
|
R2 |
1.5946 |
1.5946 |
1.5972 |
|
R1 |
1.5959 |
1.5959 |
1.5972 |
1.5953 |
PP |
1.5945 |
1.5945 |
1.5945 |
1.5942 |
S1 |
1.5958 |
1.5958 |
1.5972 |
1.5952 |
S2 |
1.5944 |
1.5944 |
1.5972 |
|
S3 |
1.5943 |
1.5957 |
1.5972 |
|
S4 |
1.5942 |
1.5956 |
1.5971 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6388 |
1.6313 |
1.6045 |
|
R3 |
1.6255 |
1.6180 |
1.6009 |
|
R2 |
1.6122 |
1.6122 |
1.5996 |
|
R1 |
1.6047 |
1.6047 |
1.5984 |
1.6018 |
PP |
1.5989 |
1.5989 |
1.5989 |
1.5975 |
S1 |
1.5914 |
1.5914 |
1.5960 |
1.5885 |
S2 |
1.5856 |
1.5856 |
1.5948 |
|
S3 |
1.5723 |
1.5781 |
1.5935 |
|
S4 |
1.5590 |
1.5648 |
1.5899 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5936 |
2.618 |
1.5935 |
1.618 |
1.5934 |
1.000 |
1.5933 |
0.618 |
1.5933 |
HIGH |
1.5932 |
0.618 |
1.5932 |
0.500 |
1.5932 |
0.382 |
1.5931 |
LOW |
1.5931 |
0.618 |
1.5930 |
1.000 |
1.5930 |
1.618 |
1.5929 |
2.618 |
1.5928 |
4.250 |
1.5927 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5959 |
1.5987 |
PP |
1.5945 |
1.5982 |
S1 |
1.5932 |
1.5977 |
|