CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6301 |
1.6320 |
0.0019 |
0.1% |
1.6325 |
| High |
1.6305 |
1.6363 |
0.0058 |
0.4% |
1.6364 |
| Low |
1.6300 |
1.6289 |
-0.0011 |
-0.1% |
1.6199 |
| Close |
1.6280 |
1.6373 |
0.0093 |
0.6% |
1.6269 |
| Range |
0.0005 |
0.0074 |
0.0069 |
1,380.0% |
0.0165 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.1% |
0.0000 |
| Volume |
47 |
21 |
-26 |
-55.3% |
507 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6564 |
1.6542 |
1.6414 |
|
| R3 |
1.6490 |
1.6468 |
1.6393 |
|
| R2 |
1.6416 |
1.6416 |
1.6387 |
|
| R1 |
1.6394 |
1.6394 |
1.6380 |
1.6405 |
| PP |
1.6342 |
1.6342 |
1.6342 |
1.6347 |
| S1 |
1.6320 |
1.6320 |
1.6366 |
1.6331 |
| S2 |
1.6268 |
1.6268 |
1.6359 |
|
| S3 |
1.6194 |
1.6246 |
1.6353 |
|
| S4 |
1.6120 |
1.6172 |
1.6332 |
|
|
| 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 |
1.6363 |
1.6146 |
0.0217 |
1.3% |
0.0062 |
0.4% |
105% |
True |
False |
68 |
| 10 |
1.6364 |
1.6146 |
0.0218 |
1.3% |
0.0064 |
0.4% |
104% |
False |
False |
73 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0061 |
0.4% |
102% |
False |
False |
49 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0048 |
0.3% |
102% |
False |
False |
32 |
| 60 |
1.6364 |
1.5825 |
0.0539 |
3.3% |
0.0036 |
0.2% |
102% |
False |
False |
23 |
| 80 |
1.6364 |
1.5329 |
0.1035 |
6.3% |
0.0028 |
0.2% |
101% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6678 |
|
2.618 |
1.6557 |
|
1.618 |
1.6483 |
|
1.000 |
1.6437 |
|
0.618 |
1.6409 |
|
HIGH |
1.6363 |
|
0.618 |
1.6335 |
|
0.500 |
1.6326 |
|
0.382 |
1.6317 |
|
LOW |
1.6289 |
|
0.618 |
1.6243 |
|
1.000 |
1.6215 |
|
1.618 |
1.6169 |
|
2.618 |
1.6095 |
|
4.250 |
1.5975 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6357 |
1.6334 |
| PP |
1.6342 |
1.6294 |
| S1 |
1.6326 |
1.6255 |
|