CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6212 |
1.6250 |
0.0038 |
0.2% |
1.6082 |
| High |
1.6256 |
1.6339 |
0.0083 |
0.5% |
1.6364 |
| Low |
1.6210 |
1.6250 |
0.0040 |
0.2% |
1.6082 |
| Close |
1.6236 |
1.6315 |
0.0079 |
0.5% |
1.6306 |
| Range |
0.0046 |
0.0089 |
0.0043 |
93.5% |
0.0282 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
93 |
179 |
86 |
92.5% |
226 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6568 |
1.6531 |
1.6364 |
|
| R3 |
1.6479 |
1.6442 |
1.6339 |
|
| R2 |
1.6390 |
1.6390 |
1.6331 |
|
| R1 |
1.6353 |
1.6353 |
1.6323 |
1.6372 |
| PP |
1.6301 |
1.6301 |
1.6301 |
1.6311 |
| S1 |
1.6264 |
1.6264 |
1.6307 |
1.6283 |
| S2 |
1.6212 |
1.6212 |
1.6299 |
|
| S3 |
1.6123 |
1.6175 |
1.6291 |
|
| S4 |
1.6034 |
1.6086 |
1.6266 |
|
|
| 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% |
0.0076 |
0.5% |
70% |
False |
False |
101 |
| 10 |
1.6364 |
1.5953 |
0.0411 |
2.5% |
0.0067 |
0.4% |
88% |
False |
False |
66 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0068 |
0.4% |
89% |
False |
False |
51 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0043 |
0.3% |
89% |
False |
False |
28 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0032 |
0.2% |
92% |
False |
False |
21 |
| 80 |
1.6364 |
1.5325 |
0.1039 |
6.4% |
0.0025 |
0.2% |
95% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6717 |
|
2.618 |
1.6572 |
|
1.618 |
1.6483 |
|
1.000 |
1.6428 |
|
0.618 |
1.6394 |
|
HIGH |
1.6339 |
|
0.618 |
1.6305 |
|
0.500 |
1.6295 |
|
0.382 |
1.6284 |
|
LOW |
1.6250 |
|
0.618 |
1.6195 |
|
1.000 |
1.6161 |
|
1.618 |
1.6106 |
|
2.618 |
1.6017 |
|
4.250 |
1.5872 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6308 |
1.6300 |
| PP |
1.6301 |
1.6284 |
| S1 |
1.6295 |
1.6269 |
|