CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6247 |
1.6252 |
0.0005 |
0.0% |
1.6097 |
| High |
1.6298 |
1.6374 |
0.0076 |
0.5% |
1.6414 |
| Low |
1.6224 |
1.6242 |
0.0018 |
0.1% |
1.6075 |
| Close |
1.6261 |
1.6340 |
0.0079 |
0.5% |
1.6336 |
| Range |
0.0074 |
0.0132 |
0.0058 |
78.4% |
0.0339 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.3% |
0.0000 |
| Volume |
91,121 |
106,268 |
15,147 |
16.6% |
544,645 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6715 |
1.6659 |
1.6413 |
|
| R3 |
1.6583 |
1.6527 |
1.6376 |
|
| R2 |
1.6451 |
1.6451 |
1.6364 |
|
| R1 |
1.6395 |
1.6395 |
1.6352 |
1.6423 |
| PP |
1.6319 |
1.6319 |
1.6319 |
1.6333 |
| S1 |
1.6263 |
1.6263 |
1.6328 |
1.6291 |
| S2 |
1.6187 |
1.6187 |
1.6316 |
|
| S3 |
1.6055 |
1.6131 |
1.6304 |
|
| S4 |
1.5923 |
1.5999 |
1.6267 |
|
|
| 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 |
1.6214 |
0.0200 |
1.2% |
0.0111 |
0.7% |
63% |
False |
False |
104,346 |
| 10 |
1.6414 |
1.5954 |
0.0460 |
2.8% |
0.0122 |
0.7% |
84% |
False |
False |
111,394 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0129 |
0.8% |
85% |
False |
False |
109,220 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0132 |
0.8% |
85% |
False |
False |
74,539 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0127 |
0.8% |
89% |
False |
False |
49,731 |
| 80 |
1.6414 |
1.5337 |
0.1077 |
6.6% |
0.0123 |
0.8% |
93% |
False |
False |
37,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6935 |
|
2.618 |
1.6720 |
|
1.618 |
1.6588 |
|
1.000 |
1.6506 |
|
0.618 |
1.6456 |
|
HIGH |
1.6374 |
|
0.618 |
1.6324 |
|
0.500 |
1.6308 |
|
0.382 |
1.6292 |
|
LOW |
1.6242 |
|
0.618 |
1.6160 |
|
1.000 |
1.6110 |
|
1.618 |
1.6028 |
|
2.618 |
1.5896 |
|
4.250 |
1.5681 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6329 |
1.6325 |
| PP |
1.6319 |
1.6309 |
| S1 |
1.6308 |
1.6294 |
|