CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.6229 |
1.6121 |
-0.0108 |
-0.7% |
1.6335 |
High |
1.6229 |
1.6121 |
-0.0108 |
-0.7% |
1.6335 |
Low |
1.6229 |
1.6121 |
-0.0108 |
-0.7% |
1.6121 |
Close |
1.6229 |
1.6121 |
-0.0108 |
-0.7% |
1.6121 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0066 |
0.0003 |
5.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6121 |
1.6121 |
1.6121 |
|
R3 |
1.6121 |
1.6121 |
1.6121 |
|
R2 |
1.6121 |
1.6121 |
1.6121 |
|
R1 |
1.6121 |
1.6121 |
1.6121 |
1.6121 |
PP |
1.6121 |
1.6121 |
1.6121 |
1.6121 |
S1 |
1.6121 |
1.6121 |
1.6121 |
1.6121 |
S2 |
1.6121 |
1.6121 |
1.6121 |
|
S3 |
1.6121 |
1.6121 |
1.6121 |
|
S4 |
1.6121 |
1.6121 |
1.6121 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6834 |
1.6692 |
1.6239 |
|
R3 |
1.6620 |
1.6478 |
1.6180 |
|
R2 |
1.6406 |
1.6406 |
1.6160 |
|
R1 |
1.6264 |
1.6264 |
1.6141 |
1.6228 |
PP |
1.6192 |
1.6192 |
1.6192 |
1.6175 |
S1 |
1.6050 |
1.6050 |
1.6101 |
1.6014 |
S2 |
1.5978 |
1.5978 |
1.6082 |
|
S3 |
1.5764 |
1.5836 |
1.6062 |
|
S4 |
1.5550 |
1.5622 |
1.6003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6335 |
1.6121 |
0.0214 |
1.3% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.6702 |
1.6121 |
0.0581 |
3.6% |
0.0002 |
0.0% |
0% |
False |
True |
2 |
20 |
1.6702 |
1.6121 |
0.0581 |
3.6% |
0.0008 |
0.1% |
0% |
False |
True |
1 |
40 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
25% |
False |
False |
1 |
60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
25% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6121 |
2.618 |
1.6121 |
1.618 |
1.6121 |
1.000 |
1.6121 |
0.618 |
1.6121 |
HIGH |
1.6121 |
0.618 |
1.6121 |
0.500 |
1.6121 |
0.382 |
1.6121 |
LOW |
1.6121 |
0.618 |
1.6121 |
1.000 |
1.6121 |
1.618 |
1.6121 |
2.618 |
1.6121 |
4.250 |
1.6121 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6121 |
1.6205 |
PP |
1.6121 |
1.6177 |
S1 |
1.6121 |
1.6149 |
|