CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6280 |
1.6325 |
0.0045 |
0.3% |
1.6082 |
| High |
1.6364 |
1.6364 |
0.0000 |
0.0% |
1.6364 |
| Low |
1.6280 |
1.6285 |
0.0005 |
0.0% |
1.6082 |
| Close |
1.6306 |
1.6304 |
-0.0002 |
0.0% |
1.6306 |
| Range |
0.0084 |
0.0079 |
-0.0005 |
-6.0% |
0.0282 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
72 |
90 |
18 |
25.0% |
226 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6555 |
1.6508 |
1.6347 |
|
| R3 |
1.6476 |
1.6429 |
1.6326 |
|
| R2 |
1.6397 |
1.6397 |
1.6318 |
|
| R1 |
1.6350 |
1.6350 |
1.6311 |
1.6334 |
| PP |
1.6318 |
1.6318 |
1.6318 |
1.6310 |
| S1 |
1.6271 |
1.6271 |
1.6297 |
1.6255 |
| S2 |
1.6239 |
1.6239 |
1.6290 |
|
| S3 |
1.6160 |
1.6192 |
1.6282 |
|
| S4 |
1.6081 |
1.6113 |
1.6261 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7097 |
1.6983 |
1.6461 |
|
| R3 |
1.6815 |
1.6701 |
1.6384 |
|
| R2 |
1.6533 |
1.6533 |
1.6358 |
|
| R1 |
1.6419 |
1.6419 |
1.6332 |
1.6476 |
| PP |
1.6251 |
1.6251 |
1.6251 |
1.6279 |
| S1 |
1.6137 |
1.6137 |
1.6280 |
1.6194 |
| S2 |
1.5969 |
1.5969 |
1.6254 |
|
| S3 |
1.5687 |
1.5855 |
1.6228 |
|
| S4 |
1.5405 |
1.5573 |
1.6151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6364 |
1.6186 |
0.0178 |
1.1% |
0.0067 |
0.4% |
66% |
True |
False |
57 |
| 10 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0053 |
0.3% |
87% |
True |
False |
38 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0070 |
0.4% |
87% |
True |
False |
36 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0038 |
0.2% |
87% |
True |
False |
20 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0030 |
0.2% |
90% |
True |
False |
15 |
| 80 |
1.6364 |
1.5325 |
0.1039 |
6.4% |
0.0023 |
0.1% |
94% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6700 |
|
2.618 |
1.6571 |
|
1.618 |
1.6492 |
|
1.000 |
1.6443 |
|
0.618 |
1.6413 |
|
HIGH |
1.6364 |
|
0.618 |
1.6334 |
|
0.500 |
1.6325 |
|
0.382 |
1.6315 |
|
LOW |
1.6285 |
|
0.618 |
1.6236 |
|
1.000 |
1.6206 |
|
1.618 |
1.6157 |
|
2.618 |
1.6078 |
|
4.250 |
1.5949 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6325 |
1.6305 |
| PP |
1.6318 |
1.6305 |
| S1 |
1.6311 |
1.6304 |
|