CME British Pound Future December 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 |
1.6252 |
1.6286 |
0.0034 |
0.2% |
1.6274 |
| High |
1.6252 |
1.6286 |
0.0034 |
0.2% |
1.6287 |
| Low |
1.6252 |
1.6286 |
0.0034 |
0.2% |
1.6190 |
| Close |
1.6252 |
1.6348 |
0.0096 |
0.6% |
1.6241 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6327 |
1.6348 |
|
| R3 |
1.6307 |
1.6327 |
1.6348 |
|
| R2 |
1.6307 |
1.6307 |
1.6348 |
|
| R1 |
1.6327 |
1.6327 |
1.6348 |
1.6317 |
| PP |
1.6307 |
1.6307 |
1.6307 |
1.6302 |
| S1 |
1.6327 |
1.6327 |
1.6348 |
1.6317 |
| S2 |
1.6307 |
1.6307 |
1.6348 |
|
| S3 |
1.6307 |
1.6327 |
1.6348 |
|
| S4 |
1.6307 |
1.6327 |
1.6348 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6530 |
1.6483 |
1.6294 |
|
| R3 |
1.6433 |
1.6386 |
1.6268 |
|
| R2 |
1.6336 |
1.6336 |
1.6259 |
|
| R1 |
1.6289 |
1.6289 |
1.6250 |
1.6264 |
| PP |
1.6239 |
1.6239 |
1.6239 |
1.6227 |
| S1 |
1.6192 |
1.6192 |
1.6232 |
1.6167 |
| S2 |
1.6142 |
1.6142 |
1.6223 |
|
| S3 |
1.6045 |
1.6095 |
1.6214 |
|
| S4 |
1.5948 |
1.5998 |
1.6188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6287 |
1.6191 |
0.0096 |
0.6% |
0.0000 |
0.0% |
164% |
False |
False |
1 |
| 10 |
1.6328 |
1.6190 |
0.0138 |
0.8% |
0.0000 |
0.0% |
114% |
False |
False |
1 |
| 20 |
1.6328 |
1.5923 |
0.0405 |
2.5% |
0.0001 |
0.0% |
105% |
False |
False |
1 |
| 40 |
1.6328 |
1.5923 |
0.0405 |
2.5% |
0.0001 |
0.0% |
105% |
False |
False |
1 |
| 60 |
1.6328 |
1.5797 |
0.0531 |
3.2% |
0.0001 |
0.0% |
104% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6286 |
|
2.618 |
1.6286 |
|
1.618 |
1.6286 |
|
1.000 |
1.6286 |
|
0.618 |
1.6286 |
|
HIGH |
1.6286 |
|
0.618 |
1.6286 |
|
0.500 |
1.6286 |
|
0.382 |
1.6286 |
|
LOW |
1.6286 |
|
0.618 |
1.6286 |
|
1.000 |
1.6286 |
|
1.618 |
1.6286 |
|
2.618 |
1.6286 |
|
4.250 |
1.6286 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6327 |
1.6312 |
| PP |
1.6307 |
1.6275 |
| S1 |
1.6286 |
1.6239 |
|