CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.5953 |
1.6082 |
0.0129 |
0.8% |
1.5970 |
High |
1.6073 |
1.6082 |
0.0009 |
0.1% |
1.6093 |
Low |
1.5953 |
1.6082 |
0.0129 |
0.8% |
1.5910 |
Close |
1.6074 |
1.6082 |
0.0008 |
0.0% |
1.6074 |
Range |
0.0120 |
0.0000 |
-0.0120 |
-100.0% |
0.0183 |
ATR |
0.0082 |
0.0077 |
-0.0005 |
-6.4% |
0.0000 |
Volume |
7 |
29 |
22 |
314.3% |
80 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6082 |
1.6082 |
1.6082 |
|
R3 |
1.6082 |
1.6082 |
1.6082 |
|
R2 |
1.6082 |
1.6082 |
1.6082 |
|
R1 |
1.6082 |
1.6082 |
1.6082 |
1.6082 |
PP |
1.6082 |
1.6082 |
1.6082 |
1.6082 |
S1 |
1.6082 |
1.6082 |
1.6082 |
1.6082 |
S2 |
1.6082 |
1.6082 |
1.6082 |
|
S3 |
1.6082 |
1.6082 |
1.6082 |
|
S4 |
1.6082 |
1.6082 |
1.6082 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6575 |
1.6507 |
1.6175 |
|
R3 |
1.6392 |
1.6324 |
1.6124 |
|
R2 |
1.6209 |
1.6209 |
1.6108 |
|
R1 |
1.6141 |
1.6141 |
1.6091 |
1.6175 |
PP |
1.6026 |
1.6026 |
1.6026 |
1.6043 |
S1 |
1.5958 |
1.5958 |
1.6057 |
1.5992 |
S2 |
1.5843 |
1.5843 |
1.6040 |
|
S3 |
1.5660 |
1.5775 |
1.6024 |
|
S4 |
1.5477 |
1.5592 |
1.5973 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6093 |
1.5910 |
0.0183 |
1.1% |
0.0039 |
0.2% |
94% |
False |
False |
19 |
10 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0060 |
0.4% |
39% |
False |
False |
36 |
20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0055 |
0.3% |
39% |
False |
False |
23 |
40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0030 |
0.2% |
39% |
False |
False |
14 |
60 |
1.6350 |
1.5503 |
0.0847 |
5.3% |
0.0025 |
0.2% |
68% |
False |
False |
11 |
80 |
1.6350 |
1.5325 |
0.1025 |
6.4% |
0.0020 |
0.1% |
74% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6082 |
2.618 |
1.6082 |
1.618 |
1.6082 |
1.000 |
1.6082 |
0.618 |
1.6082 |
HIGH |
1.6082 |
0.618 |
1.6082 |
0.500 |
1.6082 |
0.382 |
1.6082 |
LOW |
1.6082 |
0.618 |
1.6082 |
1.000 |
1.6082 |
1.618 |
1.6082 |
2.618 |
1.6082 |
4.250 |
1.6082 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6082 |
1.6062 |
PP |
1.6082 |
1.6043 |
S1 |
1.6082 |
1.6023 |
|