CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6309 |
1.6387 |
0.0078 |
0.5% |
1.6361 |
| High |
1.6418 |
1.6590 |
0.0172 |
1.0% |
1.6413 |
| Low |
1.6296 |
1.6376 |
0.0080 |
0.5% |
1.6214 |
| Close |
1.6397 |
1.6538 |
0.0141 |
0.9% |
1.6294 |
| Range |
0.0122 |
0.0214 |
0.0092 |
75.4% |
0.0199 |
| ATR |
0.0125 |
0.0132 |
0.0006 |
5.1% |
0.0000 |
| Volume |
120,197 |
137,357 |
17,160 |
14.3% |
502,062 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7143 |
1.7055 |
1.6656 |
|
| R3 |
1.6929 |
1.6841 |
1.6597 |
|
| R2 |
1.6715 |
1.6715 |
1.6577 |
|
| R1 |
1.6627 |
1.6627 |
1.6558 |
1.6671 |
| PP |
1.6501 |
1.6501 |
1.6501 |
1.6524 |
| S1 |
1.6413 |
1.6413 |
1.6518 |
1.6457 |
| S2 |
1.6287 |
1.6287 |
1.6499 |
|
| S3 |
1.6073 |
1.6199 |
1.6479 |
|
| S4 |
1.5859 |
1.5985 |
1.6420 |
|
|
| 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 |
1.6590 |
1.6154 |
0.0436 |
2.6% |
0.0139 |
0.8% |
88% |
True |
False |
120,238 |
| 10 |
1.6590 |
1.6154 |
0.0436 |
2.6% |
0.0125 |
0.8% |
88% |
True |
False |
112,292 |
| 20 |
1.6590 |
1.5921 |
0.0669 |
4.0% |
0.0125 |
0.8% |
92% |
True |
False |
112,422 |
| 40 |
1.6590 |
1.5921 |
0.0669 |
4.0% |
0.0134 |
0.8% |
92% |
True |
False |
89,511 |
| 60 |
1.6590 |
1.5811 |
0.0779 |
4.7% |
0.0127 |
0.8% |
93% |
True |
False |
59,739 |
| 80 |
1.6590 |
1.5355 |
0.1235 |
7.5% |
0.0128 |
0.8% |
96% |
True |
False |
44,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7500 |
|
2.618 |
1.7150 |
|
1.618 |
1.6936 |
|
1.000 |
1.6804 |
|
0.618 |
1.6722 |
|
HIGH |
1.6590 |
|
0.618 |
1.6508 |
|
0.500 |
1.6483 |
|
0.382 |
1.6458 |
|
LOW |
1.6376 |
|
0.618 |
1.6244 |
|
1.000 |
1.6162 |
|
1.618 |
1.6030 |
|
2.618 |
1.5816 |
|
4.250 |
1.5467 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6520 |
1.6494 |
| PP |
1.6501 |
1.6449 |
| S1 |
1.6483 |
1.6405 |
|