CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6250 |
1.6315 |
0.0065 |
0.4% |
1.6325 |
| High |
1.6339 |
1.6315 |
-0.0024 |
-0.1% |
1.6364 |
| Low |
1.6250 |
1.6279 |
0.0029 |
0.2% |
1.6199 |
| Close |
1.6315 |
1.6269 |
-0.0046 |
-0.3% |
1.6269 |
| Range |
0.0089 |
0.0036 |
-0.0053 |
-59.6% |
0.0165 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
179 |
72 |
-107 |
-59.8% |
507 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6396 |
1.6368 |
1.6289 |
|
| R3 |
1.6360 |
1.6332 |
1.6279 |
|
| R2 |
1.6324 |
1.6324 |
1.6276 |
|
| R1 |
1.6296 |
1.6296 |
1.6272 |
1.6292 |
| PP |
1.6288 |
1.6288 |
1.6288 |
1.6286 |
| S1 |
1.6260 |
1.6260 |
1.6266 |
1.6256 |
| S2 |
1.6252 |
1.6252 |
1.6262 |
|
| S3 |
1.6216 |
1.6224 |
1.6259 |
|
| S4 |
1.6180 |
1.6188 |
1.6249 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6772 |
1.6686 |
1.6360 |
|
| R3 |
1.6607 |
1.6521 |
1.6314 |
|
| R2 |
1.6442 |
1.6442 |
1.6299 |
|
| R1 |
1.6356 |
1.6356 |
1.6284 |
1.6317 |
| PP |
1.6277 |
1.6277 |
1.6277 |
1.6258 |
| S1 |
1.6191 |
1.6191 |
1.6254 |
1.6152 |
| S2 |
1.6112 |
1.6112 |
1.6239 |
|
| S3 |
1.5947 |
1.6026 |
1.6224 |
|
| S4 |
1.5782 |
1.5861 |
1.6178 |
|
|
| 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% |
0.0066 |
0.4% |
42% |
False |
False |
101 |
| 10 |
1.6364 |
1.6082 |
0.0282 |
1.7% |
0.0058 |
0.4% |
66% |
False |
False |
73 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0064 |
0.4% |
79% |
False |
False |
54 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0044 |
0.3% |
79% |
False |
False |
30 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0033 |
0.2% |
85% |
False |
False |
22 |
| 80 |
1.6364 |
1.5325 |
0.1039 |
6.4% |
0.0026 |
0.2% |
91% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6468 |
|
2.618 |
1.6409 |
|
1.618 |
1.6373 |
|
1.000 |
1.6351 |
|
0.618 |
1.6337 |
|
HIGH |
1.6315 |
|
0.618 |
1.6301 |
|
0.500 |
1.6297 |
|
0.382 |
1.6293 |
|
LOW |
1.6279 |
|
0.618 |
1.6257 |
|
1.000 |
1.6243 |
|
1.618 |
1.6221 |
|
2.618 |
1.6185 |
|
4.250 |
1.6126 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6297 |
1.6275 |
| PP |
1.6288 |
1.6273 |
| S1 |
1.6278 |
1.6271 |
|