CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6050 |
1.6029 |
-0.0021 |
-0.1% |
1.6175 |
High |
1.6050 |
1.6029 |
-0.0021 |
-0.1% |
1.6175 |
Low |
1.6029 |
1.6029 |
0.0000 |
0.0% |
1.6029 |
Close |
1.6003 |
1.6026 |
0.0023 |
0.1% |
1.6026 |
Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0146 |
ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.3% |
0.0000 |
Volume |
2 |
6 |
4 |
200.0% |
17 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6028 |
1.6027 |
1.6026 |
|
R3 |
1.6028 |
1.6027 |
1.6026 |
|
R2 |
1.6028 |
1.6028 |
1.6026 |
|
R1 |
1.6027 |
1.6027 |
1.6026 |
1.6028 |
PP |
1.6028 |
1.6028 |
1.6028 |
1.6028 |
S1 |
1.6027 |
1.6027 |
1.6026 |
1.6028 |
S2 |
1.6028 |
1.6028 |
1.6026 |
|
S3 |
1.6028 |
1.6027 |
1.6026 |
|
S4 |
1.6028 |
1.6027 |
1.6026 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6515 |
1.6416 |
1.6106 |
|
R3 |
1.6369 |
1.6270 |
1.6066 |
|
R2 |
1.6223 |
1.6223 |
1.6053 |
|
R1 |
1.6124 |
1.6124 |
1.6039 |
1.6101 |
PP |
1.6077 |
1.6077 |
1.6077 |
1.6065 |
S1 |
1.5978 |
1.5978 |
1.6013 |
1.5955 |
S2 |
1.5931 |
1.5931 |
1.5999 |
|
S3 |
1.5785 |
1.5832 |
1.5986 |
|
S4 |
1.5639 |
1.5686 |
1.5946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6175 |
1.6029 |
0.0146 |
0.9% |
0.0007 |
0.0% |
-2% |
False |
True |
3 |
10 |
1.6292 |
1.6029 |
0.0263 |
1.6% |
0.0008 |
0.0% |
-1% |
False |
True |
4 |
20 |
1.6292 |
1.5929 |
0.0363 |
2.3% |
0.0006 |
0.0% |
27% |
False |
False |
4 |
40 |
1.6292 |
1.5750 |
0.0542 |
3.4% |
0.0010 |
0.1% |
51% |
False |
False |
5 |
60 |
1.6292 |
1.5325 |
0.0967 |
6.0% |
0.0007 |
0.0% |
72% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6029 |
2.618 |
1.6029 |
1.618 |
1.6029 |
1.000 |
1.6029 |
0.618 |
1.6029 |
HIGH |
1.6029 |
0.618 |
1.6029 |
0.500 |
1.6029 |
0.382 |
1.6029 |
LOW |
1.6029 |
0.618 |
1.6029 |
1.000 |
1.6029 |
1.618 |
1.6029 |
2.618 |
1.6029 |
4.250 |
1.6029 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6029 |
1.6093 |
PP |
1.6028 |
1.6071 |
S1 |
1.6027 |
1.6048 |
|