CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6332 |
1.6311 |
-0.0021 |
-0.1% |
1.6361 |
| High |
1.6361 |
1.6318 |
-0.0043 |
-0.3% |
1.6413 |
| Low |
1.6279 |
1.6154 |
-0.0125 |
-0.8% |
1.6214 |
| Close |
1.6294 |
1.6241 |
-0.0053 |
-0.3% |
1.6294 |
| Range |
0.0082 |
0.0164 |
0.0082 |
100.0% |
0.0199 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.3% |
0.0000 |
| Volume |
85,248 |
154,965 |
69,717 |
81.8% |
502,062 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6730 |
1.6649 |
1.6331 |
|
| R3 |
1.6566 |
1.6485 |
1.6286 |
|
| R2 |
1.6402 |
1.6402 |
1.6271 |
|
| R1 |
1.6321 |
1.6321 |
1.6256 |
1.6280 |
| PP |
1.6238 |
1.6238 |
1.6238 |
1.6217 |
| S1 |
1.6157 |
1.6157 |
1.6226 |
1.6116 |
| S2 |
1.6074 |
1.6074 |
1.6211 |
|
| S3 |
1.5910 |
1.5993 |
1.6196 |
|
| S4 |
1.5746 |
1.5829 |
1.6151 |
|
|
| 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 |
1.6374 |
1.6154 |
0.0220 |
1.4% |
0.0115 |
0.7% |
40% |
False |
True |
114,584 |
| 10 |
1.6414 |
1.6075 |
0.0339 |
2.1% |
0.0124 |
0.8% |
49% |
False |
False |
112,023 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0126 |
0.8% |
65% |
False |
False |
110,706 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0133 |
0.8% |
65% |
False |
False |
80,529 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0126 |
0.8% |
75% |
False |
False |
53,733 |
| 80 |
1.6414 |
1.5350 |
0.1064 |
6.6% |
0.0124 |
0.8% |
84% |
False |
False |
40,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7015 |
|
2.618 |
1.6747 |
|
1.618 |
1.6583 |
|
1.000 |
1.6482 |
|
0.618 |
1.6419 |
|
HIGH |
1.6318 |
|
0.618 |
1.6255 |
|
0.500 |
1.6236 |
|
0.382 |
1.6217 |
|
LOW |
1.6154 |
|
0.618 |
1.6053 |
|
1.000 |
1.5990 |
|
1.618 |
1.5889 |
|
2.618 |
1.5725 |
|
4.250 |
1.5457 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6239 |
1.6264 |
| PP |
1.6238 |
1.6256 |
| S1 |
1.6236 |
1.6249 |
|