CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6200 |
1.6255 |
0.0055 |
0.3% |
1.5970 |
| High |
1.6238 |
1.6288 |
0.0050 |
0.3% |
1.6093 |
| Low |
1.6186 |
1.6214 |
0.0028 |
0.2% |
1.5910 |
| Close |
1.6237 |
1.6281 |
0.0044 |
0.3% |
1.6074 |
| Range |
0.0052 |
0.0074 |
0.0022 |
42.3% |
0.0183 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
29 |
29 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6483 |
1.6456 |
1.6322 |
|
| R3 |
1.6409 |
1.6382 |
1.6301 |
|
| R2 |
1.6335 |
1.6335 |
1.6295 |
|
| R1 |
1.6308 |
1.6308 |
1.6288 |
1.6322 |
| PP |
1.6261 |
1.6261 |
1.6261 |
1.6268 |
| S1 |
1.6234 |
1.6234 |
1.6274 |
1.6248 |
| S2 |
1.6187 |
1.6187 |
1.6267 |
|
| S3 |
1.6113 |
1.6160 |
1.6261 |
|
| S4 |
1.6039 |
1.6086 |
1.6240 |
|
|
| 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 |
1.6288 |
1.5953 |
0.0335 |
2.1% |
0.0057 |
0.4% |
98% |
True |
False |
22 |
| 10 |
1.6288 |
1.5910 |
0.0378 |
2.3% |
0.0057 |
0.4% |
98% |
True |
False |
25 |
| 20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0061 |
0.4% |
84% |
False |
False |
25 |
| 40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0033 |
0.2% |
84% |
False |
False |
14 |
| 60 |
1.6350 |
1.5551 |
0.0799 |
4.9% |
0.0027 |
0.2% |
91% |
False |
False |
12 |
| 80 |
1.6350 |
1.5325 |
0.1025 |
6.3% |
0.0022 |
0.1% |
93% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6603 |
|
2.618 |
1.6482 |
|
1.618 |
1.6408 |
|
1.000 |
1.6362 |
|
0.618 |
1.6334 |
|
HIGH |
1.6288 |
|
0.618 |
1.6260 |
|
0.500 |
1.6251 |
|
0.382 |
1.6242 |
|
LOW |
1.6214 |
|
0.618 |
1.6168 |
|
1.000 |
1.6140 |
|
1.618 |
1.6094 |
|
2.618 |
1.6020 |
|
4.250 |
1.5900 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6271 |
1.6249 |
| PP |
1.6261 |
1.6217 |
| S1 |
1.6251 |
1.6185 |
|