CME British Pound Future September 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.5830 |
1.5840 |
0.0010 |
0.1% |
1.5533 |
High |
1.5830 |
1.5950 |
0.0120 |
0.8% |
1.5830 |
Low |
1.5830 |
1.5840 |
0.0010 |
0.1% |
1.5533 |
Close |
1.5830 |
1.5922 |
0.0092 |
0.6% |
1.5830 |
Range |
0.0000 |
0.0110 |
0.0110 |
|
0.0297 |
ATR |
0.0073 |
0.0076 |
0.0003 |
4.6% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6234 |
1.6188 |
1.5983 |
|
R3 |
1.6124 |
1.6078 |
1.5952 |
|
R2 |
1.6014 |
1.6014 |
1.5942 |
|
R1 |
1.5968 |
1.5968 |
1.5932 |
1.5991 |
PP |
1.5904 |
1.5904 |
1.5904 |
1.5916 |
S1 |
1.5858 |
1.5858 |
1.5912 |
1.5881 |
S2 |
1.5794 |
1.5794 |
1.5902 |
|
S3 |
1.5684 |
1.5748 |
1.5892 |
|
S4 |
1.5574 |
1.5638 |
1.5862 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6622 |
1.6523 |
1.5993 |
|
R3 |
1.6325 |
1.6226 |
1.5912 |
|
R2 |
1.6028 |
1.6028 |
1.5884 |
|
R1 |
1.5929 |
1.5929 |
1.5857 |
1.5979 |
PP |
1.5731 |
1.5731 |
1.5731 |
1.5756 |
S1 |
1.5632 |
1.5632 |
1.5803 |
1.5682 |
S2 |
1.5434 |
1.5434 |
1.5776 |
|
S3 |
1.5137 |
1.5335 |
1.5748 |
|
S4 |
1.4840 |
1.5038 |
1.5667 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6418 |
2.618 |
1.6238 |
1.618 |
1.6128 |
1.000 |
1.6060 |
0.618 |
1.6018 |
HIGH |
1.5950 |
0.618 |
1.5908 |
0.500 |
1.5895 |
0.382 |
1.5882 |
LOW |
1.5840 |
0.618 |
1.5772 |
1.000 |
1.5730 |
1.618 |
1.5662 |
2.618 |
1.5552 |
4.250 |
1.5373 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5913 |
1.5905 |
PP |
1.5904 |
1.5888 |
S1 |
1.5895 |
1.5871 |
|