CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6307 |
1.6361 |
0.0054 |
0.3% |
1.6097 |
| High |
1.6414 |
1.6413 |
-0.0001 |
0.0% |
1.6414 |
| Low |
1.6300 |
1.6300 |
0.0000 |
0.0% |
1.6075 |
| Close |
1.6336 |
1.6332 |
-0.0004 |
0.0% |
1.6336 |
| Range |
0.0114 |
0.0113 |
-0.0001 |
-0.9% |
0.0339 |
| ATR |
0.0133 |
0.0131 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
104,916 |
84,103 |
-20,813 |
-19.8% |
544,645 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6687 |
1.6623 |
1.6394 |
|
| R3 |
1.6574 |
1.6510 |
1.6363 |
|
| R2 |
1.6461 |
1.6461 |
1.6353 |
|
| R1 |
1.6397 |
1.6397 |
1.6342 |
1.6373 |
| PP |
1.6348 |
1.6348 |
1.6348 |
1.6336 |
| S1 |
1.6284 |
1.6284 |
1.6322 |
1.6260 |
| S2 |
1.6235 |
1.6235 |
1.6311 |
|
| S3 |
1.6122 |
1.6171 |
1.6301 |
|
| S4 |
1.6009 |
1.6058 |
1.6270 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7292 |
1.7153 |
1.6522 |
|
| R3 |
1.6953 |
1.6814 |
1.6429 |
|
| R2 |
1.6614 |
1.6614 |
1.6398 |
|
| R1 |
1.6475 |
1.6475 |
1.6367 |
1.6545 |
| PP |
1.6275 |
1.6275 |
1.6275 |
1.6310 |
| S1 |
1.6136 |
1.6136 |
1.6305 |
1.6206 |
| S2 |
1.5936 |
1.5936 |
1.6274 |
|
| S3 |
1.5597 |
1.5797 |
1.6243 |
|
| S4 |
1.5258 |
1.5458 |
1.6150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6414 |
1.6075 |
0.0339 |
2.1% |
0.0133 |
0.8% |
76% |
False |
False |
109,462 |
| 10 |
1.6414 |
1.5927 |
0.0487 |
3.0% |
0.0124 |
0.8% |
83% |
False |
False |
110,826 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0140 |
0.9% |
83% |
False |
False |
110,223 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0134 |
0.8% |
83% |
False |
False |
66,235 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0127 |
0.8% |
88% |
False |
False |
44,192 |
| 80 |
1.6414 |
1.5337 |
0.1077 |
6.6% |
0.0122 |
0.7% |
92% |
False |
False |
33,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6893 |
|
2.618 |
1.6709 |
|
1.618 |
1.6596 |
|
1.000 |
1.6526 |
|
0.618 |
1.6483 |
|
HIGH |
1.6413 |
|
0.618 |
1.6370 |
|
0.500 |
1.6357 |
|
0.382 |
1.6343 |
|
LOW |
1.6300 |
|
0.618 |
1.6230 |
|
1.000 |
1.6187 |
|
1.618 |
1.6117 |
|
2.618 |
1.6004 |
|
4.250 |
1.5820 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6357 |
1.6331 |
| PP |
1.6348 |
1.6331 |
| S1 |
1.6340 |
1.6330 |
|