CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6244 |
1.6212 |
-0.0032 |
-0.2% |
1.6082 |
| High |
1.6279 |
1.6256 |
-0.0023 |
-0.1% |
1.6364 |
| Low |
1.6199 |
1.6210 |
0.0011 |
0.1% |
1.6082 |
| Close |
1.6218 |
1.6236 |
0.0018 |
0.1% |
1.6306 |
| Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0282 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
73 |
93 |
20 |
27.4% |
226 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6372 |
1.6350 |
1.6261 |
|
| R3 |
1.6326 |
1.6304 |
1.6249 |
|
| R2 |
1.6280 |
1.6280 |
1.6244 |
|
| R1 |
1.6258 |
1.6258 |
1.6240 |
1.6269 |
| PP |
1.6234 |
1.6234 |
1.6234 |
1.6240 |
| S1 |
1.6212 |
1.6212 |
1.6232 |
1.6223 |
| S2 |
1.6188 |
1.6188 |
1.6228 |
|
| S3 |
1.6142 |
1.6166 |
1.6223 |
|
| S4 |
1.6096 |
1.6120 |
1.6211 |
|
|
| 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 |
1.6199 |
0.0165 |
1.0% |
0.0067 |
0.4% |
22% |
False |
False |
79 |
| 10 |
1.6364 |
1.5953 |
0.0411 |
2.5% |
0.0062 |
0.4% |
69% |
False |
False |
50 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0067 |
0.4% |
72% |
False |
False |
43 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0041 |
0.3% |
72% |
False |
False |
24 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0030 |
0.2% |
79% |
False |
False |
18 |
| 80 |
1.6364 |
1.5325 |
0.1039 |
6.4% |
0.0024 |
0.2% |
88% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6452 |
|
2.618 |
1.6376 |
|
1.618 |
1.6330 |
|
1.000 |
1.6302 |
|
0.618 |
1.6284 |
|
HIGH |
1.6256 |
|
0.618 |
1.6238 |
|
0.500 |
1.6233 |
|
0.382 |
1.6228 |
|
LOW |
1.6210 |
|
0.618 |
1.6182 |
|
1.000 |
1.6164 |
|
1.618 |
1.6136 |
|
2.618 |
1.6090 |
|
4.250 |
1.6015 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6235 |
1.6282 |
| PP |
1.6234 |
1.6266 |
| S1 |
1.6233 |
1.6251 |
|