CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6255 |
1.6283 |
0.0028 |
0.2% |
1.5970 |
| High |
1.6288 |
1.6290 |
0.0002 |
0.0% |
1.6093 |
| Low |
1.6214 |
1.6246 |
0.0032 |
0.2% |
1.5910 |
| Close |
1.6281 |
1.6270 |
-0.0011 |
-0.1% |
1.6074 |
| Range |
0.0074 |
0.0044 |
-0.0030 |
-40.5% |
0.0183 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
29 |
67 |
38 |
131.0% |
80 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6401 |
1.6379 |
1.6294 |
|
| R3 |
1.6357 |
1.6335 |
1.6282 |
|
| R2 |
1.6313 |
1.6313 |
1.6278 |
|
| R1 |
1.6291 |
1.6291 |
1.6274 |
1.6280 |
| PP |
1.6269 |
1.6269 |
1.6269 |
1.6263 |
| S1 |
1.6247 |
1.6247 |
1.6266 |
1.6236 |
| S2 |
1.6225 |
1.6225 |
1.6262 |
|
| S3 |
1.6181 |
1.6203 |
1.6258 |
|
| S4 |
1.6137 |
1.6159 |
1.6246 |
|
|
| 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 |
1.6290 |
1.5953 |
0.0337 |
2.1% |
0.0058 |
0.4% |
94% |
True |
False |
32 |
| 10 |
1.6290 |
1.5910 |
0.0380 |
2.3% |
0.0048 |
0.3% |
95% |
True |
False |
25 |
| 20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0062 |
0.4% |
82% |
False |
False |
29 |
| 40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0034 |
0.2% |
82% |
False |
False |
16 |
| 60 |
1.6350 |
1.5713 |
0.0637 |
3.9% |
0.0027 |
0.2% |
87% |
False |
False |
13 |
| 80 |
1.6350 |
1.5325 |
0.1025 |
6.3% |
0.0021 |
0.1% |
92% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6477 |
|
2.618 |
1.6405 |
|
1.618 |
1.6361 |
|
1.000 |
1.6334 |
|
0.618 |
1.6317 |
|
HIGH |
1.6290 |
|
0.618 |
1.6273 |
|
0.500 |
1.6268 |
|
0.382 |
1.6263 |
|
LOW |
1.6246 |
|
0.618 |
1.6219 |
|
1.000 |
1.6202 |
|
1.618 |
1.6175 |
|
2.618 |
1.6131 |
|
4.250 |
1.6059 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6269 |
1.6259 |
| PP |
1.6269 |
1.6249 |
| S1 |
1.6268 |
1.6238 |
|