CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6097 |
1.6118 |
0.0021 |
0.1% |
1.5990 |
| High |
1.6162 |
1.6284 |
0.0122 |
0.8% |
1.6137 |
| Low |
1.6092 |
1.6075 |
-0.0017 |
-0.1% |
1.5921 |
| Close |
1.6112 |
1.6270 |
0.0158 |
1.0% |
1.6104 |
| Range |
0.0070 |
0.0209 |
0.0139 |
198.6% |
0.0216 |
| ATR |
0.0132 |
0.0138 |
0.0005 |
4.2% |
0.0000 |
| Volume |
81,434 |
134,499 |
53,065 |
65.2% |
583,031 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6837 |
1.6762 |
1.6385 |
|
| R3 |
1.6628 |
1.6553 |
1.6327 |
|
| R2 |
1.6419 |
1.6419 |
1.6308 |
|
| R1 |
1.6344 |
1.6344 |
1.6289 |
1.6382 |
| PP |
1.6210 |
1.6210 |
1.6210 |
1.6228 |
| S1 |
1.6135 |
1.6135 |
1.6251 |
1.6173 |
| S2 |
1.6001 |
1.6001 |
1.6232 |
|
| S3 |
1.5792 |
1.5926 |
1.6213 |
|
| S4 |
1.5583 |
1.5717 |
1.6155 |
|
|
| 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 |
1.6284 |
1.5954 |
0.0330 |
2.0% |
0.0137 |
0.8% |
96% |
True |
False |
120,970 |
| 10 |
1.6376 |
1.5921 |
0.0455 |
2.8% |
0.0138 |
0.8% |
77% |
False |
False |
113,741 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0146 |
0.9% |
75% |
False |
False |
108,588 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0133 |
0.8% |
75% |
False |
False |
55,922 |
| 60 |
1.6385 |
1.5461 |
0.0924 |
5.7% |
0.0128 |
0.8% |
88% |
False |
False |
37,318 |
| 80 |
1.6385 |
1.5337 |
0.1048 |
6.4% |
0.0121 |
0.7% |
89% |
False |
False |
27,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7172 |
|
2.618 |
1.6831 |
|
1.618 |
1.6622 |
|
1.000 |
1.6493 |
|
0.618 |
1.6413 |
|
HIGH |
1.6284 |
|
0.618 |
1.6204 |
|
0.500 |
1.6180 |
|
0.382 |
1.6155 |
|
LOW |
1.6075 |
|
0.618 |
1.5946 |
|
1.000 |
1.5866 |
|
1.618 |
1.5737 |
|
2.618 |
1.5528 |
|
4.250 |
1.5187 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6240 |
1.6220 |
| PP |
1.6210 |
1.6169 |
| S1 |
1.6180 |
1.6119 |
|