CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 05-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.6400 |
1.6335 |
-0.0065 |
-0.4% |
1.6448 |
High |
1.6400 |
1.6355 |
-0.0045 |
-0.3% |
1.6612 |
Low |
1.6400 |
1.6335 |
-0.0065 |
-0.4% |
1.6377 |
Close |
1.6458 |
1.6321 |
-0.0137 |
-0.8% |
1.6650 |
Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0235 |
ATR |
0.0070 |
0.0074 |
0.0004 |
5.4% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
8 |
|
Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6397 |
1.6379 |
1.6332 |
|
R3 |
1.6377 |
1.6359 |
1.6327 |
|
R2 |
1.6357 |
1.6357 |
1.6325 |
|
R1 |
1.6339 |
1.6339 |
1.6323 |
1.6338 |
PP |
1.6337 |
1.6337 |
1.6337 |
1.6337 |
S1 |
1.6319 |
1.6319 |
1.6319 |
1.6318 |
S2 |
1.6317 |
1.6317 |
1.6317 |
|
S3 |
1.6297 |
1.6299 |
1.6316 |
|
S4 |
1.6277 |
1.6279 |
1.6310 |
|
|
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 |
1.6335 |
0.0367 |
2.2% |
0.0020 |
0.1% |
-4% |
False |
True |
1 |
10 |
1.6702 |
1.6335 |
0.0367 |
2.2% |
0.0016 |
0.1% |
-4% |
False |
True |
1 |
20 |
1.6702 |
1.6190 |
0.0512 |
3.1% |
0.0008 |
0.0% |
26% |
False |
False |
1 |
40 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
51% |
False |
False |
1 |
60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
51% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6440 |
2.618 |
1.6407 |
1.618 |
1.6387 |
1.000 |
1.6375 |
0.618 |
1.6367 |
HIGH |
1.6355 |
0.618 |
1.6347 |
0.500 |
1.6345 |
0.382 |
1.6343 |
LOW |
1.6335 |
0.618 |
1.6323 |
1.000 |
1.6315 |
1.618 |
1.6303 |
2.618 |
1.6283 |
4.250 |
1.6250 |
|
|
Fisher Pivots for day following 05-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6345 |
1.6372 |
PP |
1.6337 |
1.6355 |
S1 |
1.6329 |
1.6338 |
|