CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 04-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6292 |
1.6222 |
-0.0070 |
-0.4% |
1.6200 |
High |
1.6292 |
1.6222 |
-0.0070 |
-0.4% |
1.6292 |
Low |
1.6292 |
1.6180 |
-0.0112 |
-0.7% |
1.6180 |
Close |
1.6224 |
1.6213 |
-0.0011 |
-0.1% |
1.6213 |
Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0112 |
ATR |
0.0067 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
6 |
1 |
-5 |
-83.3% |
24 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6331 |
1.6314 |
1.6236 |
|
R3 |
1.6289 |
1.6272 |
1.6225 |
|
R2 |
1.6247 |
1.6247 |
1.6221 |
|
R1 |
1.6230 |
1.6230 |
1.6217 |
1.6218 |
PP |
1.6205 |
1.6205 |
1.6205 |
1.6199 |
S1 |
1.6188 |
1.6188 |
1.6209 |
1.6176 |
S2 |
1.6163 |
1.6163 |
1.6205 |
|
S3 |
1.6121 |
1.6146 |
1.6201 |
|
S4 |
1.6079 |
1.6104 |
1.6190 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6564 |
1.6501 |
1.6275 |
|
R3 |
1.6452 |
1.6389 |
1.6244 |
|
R2 |
1.6340 |
1.6340 |
1.6234 |
|
R1 |
1.6277 |
1.6277 |
1.6223 |
1.6309 |
PP |
1.6228 |
1.6228 |
1.6228 |
1.6244 |
S1 |
1.6165 |
1.6165 |
1.6203 |
1.6197 |
S2 |
1.6116 |
1.6116 |
1.6192 |
|
S3 |
1.6004 |
1.6053 |
1.6182 |
|
S4 |
1.5892 |
1.5941 |
1.6151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6292 |
1.6180 |
0.0112 |
0.7% |
0.0008 |
0.1% |
29% |
False |
True |
4 |
10 |
1.6292 |
1.6050 |
0.0242 |
1.5% |
0.0009 |
0.1% |
67% |
False |
False |
5 |
20 |
1.6292 |
1.5929 |
0.0363 |
2.2% |
0.0004 |
0.0% |
78% |
False |
False |
5 |
40 |
1.6292 |
1.5503 |
0.0789 |
4.9% |
0.0009 |
0.1% |
90% |
False |
False |
5 |
60 |
1.6292 |
1.5325 |
0.0967 |
6.0% |
0.0008 |
0.1% |
92% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6401 |
2.618 |
1.6332 |
1.618 |
1.6290 |
1.000 |
1.6264 |
0.618 |
1.6248 |
HIGH |
1.6222 |
0.618 |
1.6206 |
0.500 |
1.6201 |
0.382 |
1.6196 |
LOW |
1.6180 |
0.618 |
1.6154 |
1.000 |
1.6138 |
1.618 |
1.6112 |
2.618 |
1.6070 |
4.250 |
1.6002 |
|
|
Fisher Pivots for day following 04-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6209 |
1.6236 |
PP |
1.6205 |
1.6228 |
S1 |
1.6201 |
1.6221 |
|