CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.6094 |
1.5989 |
-0.0105 |
-0.7% |
1.6184 |
High |
1.6094 |
1.5989 |
-0.0105 |
-0.7% |
1.6246 |
Low |
1.6074 |
1.5989 |
-0.0085 |
-0.5% |
1.6179 |
Close |
1.6110 |
1.5970 |
-0.0140 |
-0.9% |
1.6179 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0067 |
ATR |
0.0056 |
0.0060 |
0.0005 |
8.4% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
15 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5983 |
1.5976 |
1.5970 |
|
R3 |
1.5983 |
1.5976 |
1.5970 |
|
R2 |
1.5983 |
1.5983 |
1.5970 |
|
R1 |
1.5976 |
1.5976 |
1.5970 |
1.5980 |
PP |
1.5983 |
1.5983 |
1.5983 |
1.5984 |
S1 |
1.5976 |
1.5976 |
1.5970 |
1.5980 |
S2 |
1.5983 |
1.5983 |
1.5970 |
|
S3 |
1.5983 |
1.5976 |
1.5970 |
|
S4 |
1.5983 |
1.5976 |
1.5970 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6402 |
1.6358 |
1.6216 |
|
R3 |
1.6335 |
1.6291 |
1.6197 |
|
R2 |
1.6268 |
1.6268 |
1.6191 |
|
R1 |
1.6224 |
1.6224 |
1.6185 |
1.6213 |
PP |
1.6201 |
1.6201 |
1.6201 |
1.6196 |
S1 |
1.6157 |
1.6157 |
1.6173 |
1.6146 |
S2 |
1.6134 |
1.6134 |
1.6167 |
|
S3 |
1.6067 |
1.6090 |
1.6161 |
|
S4 |
1.6000 |
1.6023 |
1.6142 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5989 |
2.618 |
1.5989 |
1.618 |
1.5989 |
1.000 |
1.5989 |
0.618 |
1.5989 |
HIGH |
1.5989 |
0.618 |
1.5989 |
0.500 |
1.5989 |
0.382 |
1.5989 |
LOW |
1.5989 |
0.618 |
1.5989 |
1.000 |
1.5989 |
1.618 |
1.5989 |
2.618 |
1.5989 |
4.250 |
1.5989 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5989 |
1.6042 |
PP |
1.5983 |
1.6018 |
S1 |
1.5976 |
1.5994 |
|