CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6065 |
1.5953 |
-0.0112 |
-0.7% |
1.5970 |
| High |
1.6093 |
1.6073 |
-0.0020 |
-0.1% |
1.6093 |
| Low |
1.6052 |
1.5953 |
-0.0099 |
-0.6% |
1.5910 |
| Close |
1.6024 |
1.6074 |
0.0050 |
0.3% |
1.6074 |
| Range |
0.0041 |
0.0120 |
0.0079 |
192.7% |
0.0183 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.7% |
0.0000 |
| Volume |
19 |
7 |
-12 |
-63.2% |
80 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6393 |
1.6354 |
1.6140 |
|
| R3 |
1.6273 |
1.6234 |
1.6107 |
|
| R2 |
1.6153 |
1.6153 |
1.6096 |
|
| R1 |
1.6114 |
1.6114 |
1.6085 |
1.6134 |
| PP |
1.6033 |
1.6033 |
1.6033 |
1.6043 |
| S1 |
1.5994 |
1.5994 |
1.6063 |
1.6014 |
| S2 |
1.5913 |
1.5913 |
1.6052 |
|
| S3 |
1.5793 |
1.5874 |
1.6041 |
|
| S4 |
1.5673 |
1.5754 |
1.6008 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6575 |
1.6507 |
1.6175 |
|
| R3 |
1.6392 |
1.6324 |
1.6124 |
|
| R2 |
1.6209 |
1.6209 |
1.6108 |
|
| R1 |
1.6141 |
1.6141 |
1.6091 |
1.6175 |
| PP |
1.6026 |
1.6026 |
1.6026 |
1.6043 |
| S1 |
1.5958 |
1.5958 |
1.6057 |
1.5992 |
| S2 |
1.5843 |
1.5843 |
1.6040 |
|
| S3 |
1.5660 |
1.5775 |
1.6024 |
|
| S4 |
1.5477 |
1.5592 |
1.5973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6093 |
1.5910 |
0.0183 |
1.1% |
0.0048 |
0.3% |
90% |
False |
False |
16 |
| 10 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0070 |
0.4% |
37% |
False |
False |
35 |
| 20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0055 |
0.3% |
37% |
False |
False |
21 |
| 40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0030 |
0.2% |
37% |
False |
False |
13 |
| 60 |
1.6350 |
1.5503 |
0.0847 |
5.3% |
0.0025 |
0.2% |
67% |
False |
False |
10 |
| 80 |
1.6350 |
1.5325 |
0.1025 |
6.4% |
0.0020 |
0.1% |
73% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6583 |
|
2.618 |
1.6387 |
|
1.618 |
1.6267 |
|
1.000 |
1.6193 |
|
0.618 |
1.6147 |
|
HIGH |
1.6073 |
|
0.618 |
1.6027 |
|
0.500 |
1.6013 |
|
0.382 |
1.5999 |
|
LOW |
1.5953 |
|
0.618 |
1.5879 |
|
1.000 |
1.5833 |
|
1.618 |
1.5759 |
|
2.618 |
1.5639 |
|
4.250 |
1.5443 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6054 |
1.6057 |
| PP |
1.6033 |
1.6040 |
| S1 |
1.6013 |
1.6023 |
|