CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6596 |
1.6655 |
0.0059 |
0.4% |
1.6496 |
| High |
1.6693 |
1.6678 |
-0.0015 |
-0.1% |
1.6693 |
| Low |
1.6593 |
1.6655 |
0.0062 |
0.4% |
1.6436 |
| Close |
1.6609 |
1.6677 |
0.0068 |
0.4% |
1.6677 |
| Range |
0.0100 |
0.0023 |
-0.0077 |
-77.0% |
0.0257 |
| ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
134 |
84 |
-50 |
-37.3% |
328 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6739 |
1.6731 |
1.6690 |
|
| R3 |
1.6716 |
1.6708 |
1.6683 |
|
| R2 |
1.6693 |
1.6693 |
1.6681 |
|
| R1 |
1.6685 |
1.6685 |
1.6679 |
1.6689 |
| PP |
1.6670 |
1.6670 |
1.6670 |
1.6672 |
| S1 |
1.6662 |
1.6662 |
1.6675 |
1.6666 |
| S2 |
1.6647 |
1.6647 |
1.6673 |
|
| S3 |
1.6624 |
1.6639 |
1.6671 |
|
| S4 |
1.6601 |
1.6616 |
1.6664 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7373 |
1.7282 |
1.6818 |
|
| R3 |
1.7116 |
1.7025 |
1.6748 |
|
| R2 |
1.6859 |
1.6859 |
1.6724 |
|
| R1 |
1.6768 |
1.6768 |
1.6701 |
1.6814 |
| PP |
1.6602 |
1.6602 |
1.6602 |
1.6625 |
| S1 |
1.6511 |
1.6511 |
1.6653 |
1.6557 |
| S2 |
1.6345 |
1.6345 |
1.6630 |
|
| S3 |
1.6088 |
1.6254 |
1.6606 |
|
| S4 |
1.5831 |
1.5997 |
1.6536 |
|
|
| 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% |
0.0064 |
0.4% |
94% |
False |
False |
65 |
| 10 |
1.6693 |
1.6146 |
0.0547 |
3.3% |
0.0061 |
0.4% |
97% |
False |
False |
68 |
| 20 |
1.6693 |
1.5953 |
0.0740 |
4.4% |
0.0064 |
0.4% |
98% |
False |
False |
67 |
| 40 |
1.6693 |
1.5910 |
0.0783 |
4.7% |
0.0057 |
0.3% |
98% |
False |
False |
44 |
| 60 |
1.6693 |
1.5910 |
0.0783 |
4.7% |
0.0039 |
0.2% |
98% |
False |
False |
31 |
| 80 |
1.6693 |
1.5449 |
0.1244 |
7.5% |
0.0033 |
0.2% |
99% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6776 |
|
2.618 |
1.6738 |
|
1.618 |
1.6715 |
|
1.000 |
1.6701 |
|
0.618 |
1.6692 |
|
HIGH |
1.6678 |
|
0.618 |
1.6669 |
|
0.500 |
1.6667 |
|
0.382 |
1.6664 |
|
LOW |
1.6655 |
|
0.618 |
1.6641 |
|
1.000 |
1.6632 |
|
1.618 |
1.6618 |
|
2.618 |
1.6595 |
|
4.250 |
1.6557 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6674 |
1.6640 |
| PP |
1.6670 |
1.6602 |
| S1 |
1.6667 |
1.6565 |
|