CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6482 |
1.6596 |
0.0114 |
0.7% |
1.6250 |
| High |
1.6540 |
1.6693 |
0.0153 |
0.9% |
1.6525 |
| Low |
1.6436 |
1.6593 |
0.0157 |
1.0% |
1.6146 |
| Close |
1.6544 |
1.6609 |
0.0065 |
0.4% |
1.6514 |
| Range |
0.0104 |
0.0100 |
-0.0004 |
-3.8% |
0.0379 |
| ATR |
0.0083 |
0.0088 |
0.0005 |
5.7% |
0.0000 |
| Volume |
20 |
134 |
114 |
570.0% |
283 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6932 |
1.6870 |
1.6664 |
|
| R3 |
1.6832 |
1.6770 |
1.6637 |
|
| R2 |
1.6732 |
1.6732 |
1.6627 |
|
| R1 |
1.6670 |
1.6670 |
1.6618 |
1.6701 |
| PP |
1.6632 |
1.6632 |
1.6632 |
1.6647 |
| S1 |
1.6570 |
1.6570 |
1.6600 |
1.6601 |
| S2 |
1.6532 |
1.6532 |
1.6591 |
|
| S3 |
1.6432 |
1.6470 |
1.6582 |
|
| S4 |
1.6332 |
1.6370 |
1.6554 |
|
|
| 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 |
1.6693 |
1.6436 |
0.0257 |
1.5% |
0.0073 |
0.4% |
67% |
True |
False |
86 |
| 10 |
1.6693 |
1.6146 |
0.0547 |
3.3% |
0.0067 |
0.4% |
85% |
True |
False |
77 |
| 20 |
1.6693 |
1.5953 |
0.0740 |
4.5% |
0.0065 |
0.4% |
89% |
True |
False |
64 |
| 40 |
1.6693 |
1.5910 |
0.0783 |
4.7% |
0.0057 |
0.3% |
89% |
True |
False |
42 |
| 60 |
1.6693 |
1.5910 |
0.0783 |
4.7% |
0.0039 |
0.2% |
89% |
True |
False |
30 |
| 80 |
1.6693 |
1.5449 |
0.1244 |
7.5% |
0.0033 |
0.2% |
93% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7118 |
|
2.618 |
1.6955 |
|
1.618 |
1.6855 |
|
1.000 |
1.6793 |
|
0.618 |
1.6755 |
|
HIGH |
1.6693 |
|
0.618 |
1.6655 |
|
0.500 |
1.6643 |
|
0.382 |
1.6631 |
|
LOW |
1.6593 |
|
0.618 |
1.6531 |
|
1.000 |
1.6493 |
|
1.618 |
1.6431 |
|
2.618 |
1.6331 |
|
4.250 |
1.6168 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6643 |
1.6594 |
| PP |
1.6632 |
1.6579 |
| S1 |
1.6620 |
1.6565 |
|