CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 02-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.6612 |
1.6702 |
0.0090 |
0.5% |
1.6448 |
High |
1.6612 |
1.6702 |
0.0090 |
0.5% |
1.6612 |
Low |
1.6530 |
1.6702 |
0.0172 |
1.0% |
1.6377 |
Close |
1.6650 |
1.6622 |
-0.0028 |
-0.2% |
1.6650 |
Range |
0.0082 |
0.0000 |
-0.0082 |
-100.0% |
0.0235 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
8 |
|
Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6675 |
1.6649 |
1.6622 |
|
R3 |
1.6675 |
1.6649 |
1.6622 |
|
R2 |
1.6675 |
1.6675 |
1.6622 |
|
R1 |
1.6649 |
1.6649 |
1.6622 |
1.6662 |
PP |
1.6675 |
1.6675 |
1.6675 |
1.6682 |
S1 |
1.6649 |
1.6649 |
1.6622 |
1.6662 |
S2 |
1.6675 |
1.6675 |
1.6622 |
|
S3 |
1.6675 |
1.6649 |
1.6622 |
|
S4 |
1.6675 |
1.6649 |
1.6622 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7251 |
1.7186 |
1.6779 |
|
R3 |
1.7016 |
1.6951 |
1.6715 |
|
R2 |
1.6781 |
1.6781 |
1.6693 |
|
R1 |
1.6716 |
1.6716 |
1.6672 |
1.6749 |
PP |
1.6546 |
1.6546 |
1.6546 |
1.6563 |
S1 |
1.6481 |
1.6481 |
1.6628 |
1.6514 |
S2 |
1.6311 |
1.6311 |
1.6607 |
|
S3 |
1.6076 |
1.6246 |
1.6585 |
|
S4 |
1.5841 |
1.6011 |
1.6521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6702 |
1.6377 |
0.0325 |
2.0% |
0.0028 |
0.2% |
75% |
True |
False |
1 |
10 |
1.6702 |
1.6191 |
0.0511 |
3.1% |
0.0014 |
0.1% |
84% |
True |
False |
1 |
20 |
1.6702 |
1.6047 |
0.0655 |
3.9% |
0.0007 |
0.0% |
88% |
True |
False |
1 |
40 |
1.6702 |
1.5923 |
0.0779 |
4.7% |
0.0005 |
0.0% |
90% |
True |
False |
1 |
60 |
1.6702 |
1.5923 |
0.0779 |
4.7% |
0.0003 |
0.0% |
90% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6702 |
2.618 |
1.6702 |
1.618 |
1.6702 |
1.000 |
1.6702 |
0.618 |
1.6702 |
HIGH |
1.6702 |
0.618 |
1.6702 |
0.500 |
1.6702 |
0.382 |
1.6702 |
LOW |
1.6702 |
0.618 |
1.6702 |
1.000 |
1.6702 |
1.618 |
1.6702 |
2.618 |
1.6702 |
4.250 |
1.6702 |
|
|
Fisher Pivots for day following 02-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6702 |
1.6620 |
PP |
1.6675 |
1.6618 |
S1 |
1.6649 |
1.6616 |
|