CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6259 |
1.6309 |
0.0050 |
0.3% |
1.6361 |
| High |
1.6330 |
1.6418 |
0.0088 |
0.5% |
1.6413 |
| Low |
1.6219 |
1.6296 |
0.0077 |
0.5% |
1.6214 |
| Close |
1.6304 |
1.6397 |
0.0093 |
0.6% |
1.6294 |
| Range |
0.0111 |
0.0122 |
0.0011 |
9.9% |
0.0199 |
| ATR |
0.0126 |
0.0125 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
103,425 |
120,197 |
16,772 |
16.2% |
502,062 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6736 |
1.6689 |
1.6464 |
|
| R3 |
1.6614 |
1.6567 |
1.6431 |
|
| R2 |
1.6492 |
1.6492 |
1.6419 |
|
| R1 |
1.6445 |
1.6445 |
1.6408 |
1.6469 |
| PP |
1.6370 |
1.6370 |
1.6370 |
1.6382 |
| S1 |
1.6323 |
1.6323 |
1.6386 |
1.6347 |
| S2 |
1.6248 |
1.6248 |
1.6375 |
|
| S3 |
1.6126 |
1.6201 |
1.6363 |
|
| S4 |
1.6004 |
1.6079 |
1.6330 |
|
|
| 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 |
1.6418 |
1.6154 |
0.0264 |
1.6% |
0.0122 |
0.7% |
92% |
True |
False |
114,020 |
| 10 |
1.6418 |
1.6154 |
0.0264 |
1.6% |
0.0115 |
0.7% |
92% |
True |
False |
108,933 |
| 20 |
1.6418 |
1.5921 |
0.0497 |
3.0% |
0.0123 |
0.8% |
96% |
True |
False |
112,370 |
| 40 |
1.6418 |
1.5921 |
0.0497 |
3.0% |
0.0133 |
0.8% |
96% |
True |
False |
86,090 |
| 60 |
1.6418 |
1.5780 |
0.0638 |
3.9% |
0.0125 |
0.8% |
97% |
True |
False |
57,458 |
| 80 |
1.6418 |
1.5355 |
0.1063 |
6.5% |
0.0126 |
0.8% |
98% |
True |
False |
43,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6937 |
|
2.618 |
1.6737 |
|
1.618 |
1.6615 |
|
1.000 |
1.6540 |
|
0.618 |
1.6493 |
|
HIGH |
1.6418 |
|
0.618 |
1.6371 |
|
0.500 |
1.6357 |
|
0.382 |
1.6343 |
|
LOW |
1.6296 |
|
0.618 |
1.6221 |
|
1.000 |
1.6174 |
|
1.618 |
1.6099 |
|
2.618 |
1.5977 |
|
4.250 |
1.5778 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6384 |
1.6360 |
| PP |
1.6370 |
1.6323 |
| S1 |
1.6357 |
1.6286 |
|