CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6252 |
1.6332 |
0.0080 |
0.5% |
1.6361 |
| High |
1.6374 |
1.6361 |
-0.0013 |
-0.1% |
1.6413 |
| Low |
1.6242 |
1.6279 |
0.0037 |
0.2% |
1.6214 |
| Close |
1.6340 |
1.6294 |
-0.0046 |
-0.3% |
1.6294 |
| Range |
0.0132 |
0.0082 |
-0.0050 |
-37.9% |
0.0199 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
106,268 |
85,248 |
-21,020 |
-19.8% |
502,062 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6557 |
1.6508 |
1.6339 |
|
| R3 |
1.6475 |
1.6426 |
1.6317 |
|
| R2 |
1.6393 |
1.6393 |
1.6309 |
|
| R1 |
1.6344 |
1.6344 |
1.6302 |
1.6328 |
| PP |
1.6311 |
1.6311 |
1.6311 |
1.6303 |
| S1 |
1.6262 |
1.6262 |
1.6286 |
1.6246 |
| S2 |
1.6229 |
1.6229 |
1.6279 |
|
| S3 |
1.6147 |
1.6180 |
1.6271 |
|
| S4 |
1.6065 |
1.6098 |
1.6249 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6904 |
1.6798 |
1.6403 |
|
| R3 |
1.6705 |
1.6599 |
1.6349 |
|
| R2 |
1.6506 |
1.6506 |
1.6330 |
|
| R1 |
1.6400 |
1.6400 |
1.6312 |
1.6354 |
| PP |
1.6307 |
1.6307 |
1.6307 |
1.6284 |
| S1 |
1.6201 |
1.6201 |
1.6276 |
1.6155 |
| S2 |
1.6108 |
1.6108 |
1.6258 |
|
| S3 |
1.5909 |
1.6002 |
1.6239 |
|
| S4 |
1.5710 |
1.5803 |
1.6185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6413 |
1.6214 |
0.0199 |
1.2% |
0.0104 |
0.6% |
40% |
False |
False |
100,412 |
| 10 |
1.6414 |
1.6075 |
0.0339 |
2.1% |
0.0114 |
0.7% |
65% |
False |
False |
104,670 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0123 |
0.8% |
76% |
False |
False |
107,453 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0132 |
0.8% |
76% |
False |
False |
76,657 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0125 |
0.8% |
82% |
False |
False |
51,151 |
| 80 |
1.6414 |
1.5337 |
0.1077 |
6.6% |
0.0124 |
0.8% |
89% |
False |
False |
38,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6710 |
|
2.618 |
1.6576 |
|
1.618 |
1.6494 |
|
1.000 |
1.6443 |
|
0.618 |
1.6412 |
|
HIGH |
1.6361 |
|
0.618 |
1.6330 |
|
0.500 |
1.6320 |
|
0.382 |
1.6310 |
|
LOW |
1.6279 |
|
0.618 |
1.6228 |
|
1.000 |
1.6197 |
|
1.618 |
1.6146 |
|
2.618 |
1.6064 |
|
4.250 |
1.5931 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6320 |
1.6299 |
| PP |
1.6311 |
1.6297 |
| S1 |
1.6303 |
1.6296 |
|