CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6311 |
1.6259 |
-0.0052 |
-0.3% |
1.6361 |
| High |
1.6318 |
1.6330 |
0.0012 |
0.1% |
1.6413 |
| Low |
1.6154 |
1.6219 |
0.0065 |
0.4% |
1.6214 |
| Close |
1.6241 |
1.6304 |
0.0063 |
0.4% |
1.6294 |
| Range |
0.0164 |
0.0111 |
-0.0053 |
-32.3% |
0.0199 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
154,965 |
103,425 |
-51,540 |
-33.3% |
502,062 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6617 |
1.6572 |
1.6365 |
|
| R3 |
1.6506 |
1.6461 |
1.6335 |
|
| R2 |
1.6395 |
1.6395 |
1.6324 |
|
| R1 |
1.6350 |
1.6350 |
1.6314 |
1.6373 |
| PP |
1.6284 |
1.6284 |
1.6284 |
1.6296 |
| S1 |
1.6239 |
1.6239 |
1.6294 |
1.6262 |
| S2 |
1.6173 |
1.6173 |
1.6284 |
|
| S3 |
1.6062 |
1.6128 |
1.6273 |
|
| S4 |
1.5951 |
1.6017 |
1.6243 |
|
|
| 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 |
1.3% |
0.0113 |
0.7% |
68% |
False |
False |
108,205 |
| 10 |
1.6414 |
1.6154 |
0.0260 |
1.6% |
0.0114 |
0.7% |
58% |
False |
False |
108,916 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0126 |
0.8% |
78% |
False |
False |
111,329 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0133 |
0.8% |
78% |
False |
False |
83,094 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0127 |
0.8% |
84% |
False |
False |
55,456 |
| 80 |
1.6414 |
1.5355 |
0.1059 |
6.5% |
0.0125 |
0.8% |
90% |
False |
False |
41,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6802 |
|
2.618 |
1.6621 |
|
1.618 |
1.6510 |
|
1.000 |
1.6441 |
|
0.618 |
1.6399 |
|
HIGH |
1.6330 |
|
0.618 |
1.6288 |
|
0.500 |
1.6275 |
|
0.382 |
1.6261 |
|
LOW |
1.6219 |
|
0.618 |
1.6150 |
|
1.000 |
1.6108 |
|
1.618 |
1.6039 |
|
2.618 |
1.5928 |
|
4.250 |
1.5747 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6294 |
1.6289 |
| PP |
1.6284 |
1.6273 |
| S1 |
1.6275 |
1.6258 |
|