CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6505 |
1.6481 |
-0.0024 |
-0.1% |
1.6311 |
| High |
1.6542 |
1.6523 |
-0.0019 |
-0.1% |
1.6590 |
| Low |
1.6458 |
1.6421 |
-0.0037 |
-0.2% |
1.6154 |
| Close |
1.6496 |
1.6466 |
-0.0030 |
-0.2% |
1.6538 |
| Range |
0.0084 |
0.0102 |
0.0018 |
21.4% |
0.0436 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
138,520 |
92,268 |
-46,252 |
-33.4% |
515,944 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6776 |
1.6723 |
1.6522 |
|
| R3 |
1.6674 |
1.6621 |
1.6494 |
|
| R2 |
1.6572 |
1.6572 |
1.6485 |
|
| R1 |
1.6519 |
1.6519 |
1.6475 |
1.6495 |
| PP |
1.6470 |
1.6470 |
1.6470 |
1.6458 |
| S1 |
1.6417 |
1.6417 |
1.6457 |
1.6393 |
| S2 |
1.6368 |
1.6368 |
1.6447 |
|
| S3 |
1.6266 |
1.6315 |
1.6438 |
|
| S4 |
1.6164 |
1.6213 |
1.6410 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7735 |
1.7573 |
1.6778 |
|
| R3 |
1.7299 |
1.7137 |
1.6658 |
|
| R2 |
1.6863 |
1.6863 |
1.6618 |
|
| R1 |
1.6701 |
1.6701 |
1.6578 |
1.6782 |
| PP |
1.6427 |
1.6427 |
1.6427 |
1.6468 |
| S1 |
1.6265 |
1.6265 |
1.6498 |
1.6346 |
| S2 |
1.5991 |
1.5991 |
1.6458 |
|
| S3 |
1.5555 |
1.5829 |
1.6418 |
|
| S4 |
1.5119 |
1.5393 |
1.6298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6590 |
1.6219 |
0.0371 |
2.3% |
0.0127 |
0.8% |
67% |
False |
False |
118,353 |
| 10 |
1.6590 |
1.6154 |
0.0436 |
2.6% |
0.0121 |
0.7% |
72% |
False |
False |
116,469 |
| 20 |
1.6590 |
1.5927 |
0.0663 |
4.0% |
0.0122 |
0.7% |
81% |
False |
False |
113,647 |
| 40 |
1.6590 |
1.5921 |
0.0669 |
4.1% |
0.0131 |
0.8% |
81% |
False |
False |
95,258 |
| 60 |
1.6590 |
1.5857 |
0.0733 |
4.5% |
0.0126 |
0.8% |
83% |
False |
False |
63,581 |
| 80 |
1.6590 |
1.5405 |
0.1185 |
7.2% |
0.0128 |
0.8% |
90% |
False |
False |
47,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6957 |
|
2.618 |
1.6790 |
|
1.618 |
1.6688 |
|
1.000 |
1.6625 |
|
0.618 |
1.6586 |
|
HIGH |
1.6523 |
|
0.618 |
1.6484 |
|
0.500 |
1.6472 |
|
0.382 |
1.6460 |
|
LOW |
1.6421 |
|
0.618 |
1.6358 |
|
1.000 |
1.6319 |
|
1.618 |
1.6256 |
|
2.618 |
1.6154 |
|
4.250 |
1.5988 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6472 |
1.6483 |
| PP |
1.6470 |
1.6477 |
| S1 |
1.6468 |
1.6472 |
|