CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6460 |
1.6496 |
0.0036 |
0.2% |
1.6250 |
| High |
1.6525 |
1.6512 |
-0.0013 |
-0.1% |
1.6525 |
| Low |
1.6460 |
1.6476 |
0.0016 |
0.1% |
1.6146 |
| Close |
1.6514 |
1.6473 |
-0.0041 |
-0.2% |
1.6514 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0379 |
| ATR |
0.0087 |
0.0083 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
190 |
65 |
-125 |
-65.8% |
283 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6595 |
1.6570 |
1.6493 |
|
| R3 |
1.6559 |
1.6534 |
1.6483 |
|
| R2 |
1.6523 |
1.6523 |
1.6480 |
|
| R1 |
1.6498 |
1.6498 |
1.6476 |
1.6493 |
| PP |
1.6487 |
1.6487 |
1.6487 |
1.6484 |
| S1 |
1.6462 |
1.6462 |
1.6470 |
1.6457 |
| S2 |
1.6451 |
1.6451 |
1.6466 |
|
| S3 |
1.6415 |
1.6426 |
1.6463 |
|
| S4 |
1.6379 |
1.6390 |
1.6453 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7532 |
1.7402 |
1.6722 |
|
| R3 |
1.7153 |
1.7023 |
1.6618 |
|
| R2 |
1.6774 |
1.6774 |
1.6583 |
|
| R1 |
1.6644 |
1.6644 |
1.6549 |
1.6709 |
| PP |
1.6395 |
1.6395 |
1.6395 |
1.6428 |
| S1 |
1.6265 |
1.6265 |
1.6479 |
1.6330 |
| S2 |
1.6016 |
1.6016 |
1.6445 |
|
| S3 |
1.5637 |
1.5886 |
1.6410 |
|
| S4 |
1.5258 |
1.5507 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6525 |
1.6146 |
0.0379 |
2.3% |
0.0057 |
0.3% |
86% |
False |
False |
69 |
| 10 |
1.6525 |
1.6146 |
0.0379 |
2.3% |
0.0061 |
0.4% |
86% |
False |
False |
85 |
| 20 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0055 |
0.3% |
92% |
False |
False |
58 |
| 40 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0050 |
0.3% |
92% |
False |
False |
38 |
| 60 |
1.6525 |
1.5825 |
0.0700 |
4.2% |
0.0037 |
0.2% |
93% |
False |
False |
28 |
| 80 |
1.6525 |
1.5375 |
0.1150 |
7.0% |
0.0029 |
0.2% |
95% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6665 |
|
2.618 |
1.6606 |
|
1.618 |
1.6570 |
|
1.000 |
1.6548 |
|
0.618 |
1.6534 |
|
HIGH |
1.6512 |
|
0.618 |
1.6498 |
|
0.500 |
1.6494 |
|
0.382 |
1.6490 |
|
LOW |
1.6476 |
|
0.618 |
1.6454 |
|
1.000 |
1.6440 |
|
1.618 |
1.6418 |
|
2.618 |
1.6382 |
|
4.250 |
1.6323 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6494 |
1.6451 |
| PP |
1.6487 |
1.6429 |
| S1 |
1.6480 |
1.6407 |
|