CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6057 |
1.6020 |
-0.0037 |
-0.2% |
1.5990 |
| High |
1.6137 |
1.6118 |
-0.0019 |
-0.1% |
1.6137 |
| Low |
1.5999 |
1.5954 |
-0.0045 |
-0.3% |
1.5921 |
| Close |
1.6052 |
1.6104 |
0.0052 |
0.3% |
1.6104 |
| Range |
0.0138 |
0.0164 |
0.0026 |
18.8% |
0.0216 |
| ATR |
0.0135 |
0.0137 |
0.0002 |
1.5% |
0.0000 |
| Volume |
130,478 |
152,487 |
22,009 |
16.9% |
583,031 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6551 |
1.6491 |
1.6194 |
|
| R3 |
1.6387 |
1.6327 |
1.6149 |
|
| R2 |
1.6223 |
1.6223 |
1.6134 |
|
| R1 |
1.6163 |
1.6163 |
1.6119 |
1.6193 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6074 |
| S1 |
1.5999 |
1.5999 |
1.6089 |
1.6029 |
| S2 |
1.5895 |
1.5895 |
1.6074 |
|
| S3 |
1.5731 |
1.5835 |
1.6059 |
|
| S4 |
1.5567 |
1.5671 |
1.6014 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6702 |
1.6619 |
1.6223 |
|
| R3 |
1.6486 |
1.6403 |
1.6163 |
|
| R2 |
1.6270 |
1.6270 |
1.6144 |
|
| R1 |
1.6187 |
1.6187 |
1.6124 |
1.6229 |
| PP |
1.6054 |
1.6054 |
1.6054 |
1.6075 |
| S1 |
1.5971 |
1.5971 |
1.6084 |
1.6013 |
| S2 |
1.5838 |
1.5838 |
1.6064 |
|
| S3 |
1.5622 |
1.5755 |
1.6045 |
|
| S4 |
1.5406 |
1.5539 |
1.5985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6137 |
1.5921 |
0.0216 |
1.3% |
0.0122 |
0.8% |
85% |
False |
False |
116,606 |
| 10 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0133 |
0.8% |
39% |
False |
False |
110,236 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0144 |
0.9% |
39% |
False |
False |
100,527 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0130 |
0.8% |
39% |
False |
False |
50,526 |
| 60 |
1.6385 |
1.5405 |
0.0980 |
6.1% |
0.0127 |
0.8% |
71% |
False |
False |
33,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6815 |
|
2.618 |
1.6547 |
|
1.618 |
1.6383 |
|
1.000 |
1.6282 |
|
0.618 |
1.6219 |
|
HIGH |
1.6118 |
|
0.618 |
1.6055 |
|
0.500 |
1.6036 |
|
0.382 |
1.6017 |
|
LOW |
1.5954 |
|
0.618 |
1.5853 |
|
1.000 |
1.5790 |
|
1.618 |
1.5689 |
|
2.618 |
1.5525 |
|
4.250 |
1.5257 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6081 |
1.6085 |
| PP |
1.6059 |
1.6065 |
| S1 |
1.6036 |
1.6046 |
|