CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6460 |
1.6482 |
0.0022 |
0.1% |
1.6250 |
| High |
1.6497 |
1.6540 |
0.0043 |
0.3% |
1.6525 |
| Low |
1.6439 |
1.6436 |
-0.0003 |
0.0% |
1.6146 |
| Close |
1.6442 |
1.6544 |
0.0102 |
0.6% |
1.6514 |
| Range |
0.0058 |
0.0104 |
0.0046 |
79.3% |
0.0379 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.0% |
0.0000 |
| Volume |
25 |
20 |
-5 |
-20.0% |
283 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6819 |
1.6785 |
1.6601 |
|
| R3 |
1.6715 |
1.6681 |
1.6573 |
|
| R2 |
1.6611 |
1.6611 |
1.6563 |
|
| R1 |
1.6577 |
1.6577 |
1.6554 |
1.6594 |
| PP |
1.6507 |
1.6507 |
1.6507 |
1.6515 |
| S1 |
1.6473 |
1.6473 |
1.6534 |
1.6490 |
| S2 |
1.6403 |
1.6403 |
1.6525 |
|
| S3 |
1.6299 |
1.6369 |
1.6515 |
|
| S4 |
1.6195 |
1.6265 |
1.6487 |
|
|
| 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 |
1.6540 |
1.6289 |
0.0251 |
1.5% |
0.0067 |
0.4% |
102% |
True |
False |
64 |
| 10 |
1.6540 |
1.6146 |
0.0394 |
2.4% |
0.0062 |
0.4% |
101% |
True |
False |
73 |
| 20 |
1.6540 |
1.5953 |
0.0587 |
3.5% |
0.0061 |
0.4% |
101% |
True |
False |
57 |
| 40 |
1.6540 |
1.5910 |
0.0630 |
3.8% |
0.0054 |
0.3% |
101% |
True |
False |
39 |
| 60 |
1.6540 |
1.5910 |
0.0630 |
3.8% |
0.0039 |
0.2% |
101% |
True |
False |
28 |
| 80 |
1.6540 |
1.5449 |
0.1091 |
6.6% |
0.0031 |
0.2% |
100% |
True |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6982 |
|
2.618 |
1.6812 |
|
1.618 |
1.6708 |
|
1.000 |
1.6644 |
|
0.618 |
1.6604 |
|
HIGH |
1.6540 |
|
0.618 |
1.6500 |
|
0.500 |
1.6488 |
|
0.382 |
1.6476 |
|
LOW |
1.6436 |
|
0.618 |
1.6372 |
|
1.000 |
1.6332 |
|
1.618 |
1.6268 |
|
2.618 |
1.6164 |
|
4.250 |
1.5994 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6525 |
1.6525 |
| PP |
1.6507 |
1.6507 |
| S1 |
1.6488 |
1.6488 |
|