CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.6286 |
1.6489 |
0.0203 |
1.2% |
1.6274 |
High |
1.6286 |
1.6489 |
0.0203 |
1.2% |
1.6287 |
Low |
1.6286 |
1.6489 |
0.0203 |
1.2% |
1.6190 |
Close |
1.6348 |
1.6489 |
0.0141 |
0.9% |
1.6241 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0062 |
0.0006 |
11.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6489 |
1.6489 |
1.6489 |
|
R3 |
1.6489 |
1.6489 |
1.6489 |
|
R2 |
1.6489 |
1.6489 |
1.6489 |
|
R1 |
1.6489 |
1.6489 |
1.6489 |
1.6489 |
PP |
1.6489 |
1.6489 |
1.6489 |
1.6489 |
S1 |
1.6489 |
1.6489 |
1.6489 |
1.6489 |
S2 |
1.6489 |
1.6489 |
1.6489 |
|
S3 |
1.6489 |
1.6489 |
1.6489 |
|
S4 |
1.6489 |
1.6489 |
1.6489 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6530 |
1.6483 |
1.6294 |
|
R3 |
1.6433 |
1.6386 |
1.6268 |
|
R2 |
1.6336 |
1.6336 |
1.6259 |
|
R1 |
1.6289 |
1.6289 |
1.6250 |
1.6264 |
PP |
1.6239 |
1.6239 |
1.6239 |
1.6227 |
S1 |
1.6192 |
1.6192 |
1.6232 |
1.6167 |
S2 |
1.6142 |
1.6142 |
1.6223 |
|
S3 |
1.6045 |
1.6095 |
1.6214 |
|
S4 |
1.5948 |
1.5998 |
1.6188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6489 |
1.6191 |
0.0298 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.6489 |
1.6190 |
0.0299 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.6489 |
1.5923 |
0.0566 |
3.4% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
40 |
1.6489 |
1.5923 |
0.0566 |
3.4% |
0.0001 |
0.0% |
100% |
True |
False |
1 |
60 |
1.6489 |
1.5797 |
0.0692 |
4.2% |
0.0001 |
0.0% |
100% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6489 |
2.618 |
1.6489 |
1.618 |
1.6489 |
1.000 |
1.6489 |
0.618 |
1.6489 |
HIGH |
1.6489 |
0.618 |
1.6489 |
0.500 |
1.6489 |
0.382 |
1.6489 |
LOW |
1.6489 |
0.618 |
1.6489 |
1.000 |
1.6489 |
1.618 |
1.6489 |
2.618 |
1.6489 |
4.250 |
1.6489 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6489 |
1.6450 |
PP |
1.6489 |
1.6410 |
S1 |
1.6489 |
1.6371 |
|