CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 12-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.6288 |
1.6229 |
-0.0059 |
-0.4% |
1.6702 |
High |
1.6288 |
1.6229 |
-0.0059 |
-0.4% |
1.6702 |
Low |
1.6288 |
1.6229 |
-0.0059 |
-0.4% |
1.6335 |
Close |
1.6288 |
1.6229 |
-0.0059 |
-0.4% |
1.6309 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.4% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6229 |
1.6229 |
1.6229 |
|
R3 |
1.6229 |
1.6229 |
1.6229 |
|
R2 |
1.6229 |
1.6229 |
1.6229 |
|
R1 |
1.6229 |
1.6229 |
1.6229 |
1.6229 |
PP |
1.6229 |
1.6229 |
1.6229 |
1.6229 |
S1 |
1.6229 |
1.6229 |
1.6229 |
1.6229 |
S2 |
1.6229 |
1.6229 |
1.6229 |
|
S3 |
1.6229 |
1.6229 |
1.6229 |
|
S4 |
1.6229 |
1.6229 |
1.6229 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7550 |
1.7296 |
1.6511 |
|
R3 |
1.7183 |
1.6929 |
1.6410 |
|
R2 |
1.6816 |
1.6816 |
1.6376 |
|
R1 |
1.6562 |
1.6562 |
1.6343 |
1.6506 |
PP |
1.6449 |
1.6449 |
1.6449 |
1.6420 |
S1 |
1.6195 |
1.6195 |
1.6275 |
1.6139 |
S2 |
1.6082 |
1.6082 |
1.6242 |
|
S3 |
1.5715 |
1.5828 |
1.6208 |
|
S4 |
1.5348 |
1.5461 |
1.6107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6370 |
1.6229 |
0.0141 |
0.9% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.6702 |
1.6229 |
0.0473 |
2.9% |
0.0010 |
0.1% |
0% |
False |
True |
2 |
20 |
1.6702 |
1.6191 |
0.0511 |
3.1% |
0.0008 |
0.0% |
7% |
False |
False |
1 |
40 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
39% |
False |
False |
1 |
60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
39% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6229 |
2.618 |
1.6229 |
1.618 |
1.6229 |
1.000 |
1.6229 |
0.618 |
1.6229 |
HIGH |
1.6229 |
0.618 |
1.6229 |
0.500 |
1.6229 |
0.382 |
1.6229 |
LOW |
1.6229 |
0.618 |
1.6229 |
1.000 |
1.6229 |
1.618 |
1.6229 |
2.618 |
1.6229 |
4.250 |
1.6229 |
|
|
Fisher Pivots for day following 12-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6229 |
1.6263 |
PP |
1.6229 |
1.6251 |
S1 |
1.6229 |
1.6240 |
|