CME British Pound Future December 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 |
1.6516 |
1.6582 |
0.0066 |
0.4% |
1.6191 |
| High |
1.6516 |
1.6582 |
0.0066 |
0.4% |
1.6489 |
| Low |
1.6516 |
1.6582 |
0.0066 |
0.4% |
1.6191 |
| Close |
1.6516 |
1.6582 |
0.0066 |
0.4% |
1.6489 |
| Range |
|
|
|
|
|
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6582 |
1.6582 |
1.6582 |
|
| R3 |
1.6582 |
1.6582 |
1.6582 |
|
| R2 |
1.6582 |
1.6582 |
1.6582 |
|
| R1 |
1.6582 |
1.6582 |
1.6582 |
1.6582 |
| PP |
1.6582 |
1.6582 |
1.6582 |
1.6582 |
| S1 |
1.6582 |
1.6582 |
1.6582 |
1.6582 |
| S2 |
1.6582 |
1.6582 |
1.6582 |
|
| S3 |
1.6582 |
1.6582 |
1.6582 |
|
| S4 |
1.6582 |
1.6582 |
1.6582 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7284 |
1.7184 |
1.6653 |
|
| R3 |
1.6986 |
1.6886 |
1.6571 |
|
| R2 |
1.6688 |
1.6688 |
1.6544 |
|
| R1 |
1.6588 |
1.6588 |
1.6516 |
1.6638 |
| PP |
1.6390 |
1.6390 |
1.6390 |
1.6415 |
| S1 |
1.6290 |
1.6290 |
1.6462 |
1.6340 |
| S2 |
1.6092 |
1.6092 |
1.6434 |
|
| S3 |
1.5794 |
1.5992 |
1.6407 |
|
| S4 |
1.5496 |
1.5694 |
1.6325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6582 |
1.6377 |
0.0205 |
1.2% |
0.0012 |
0.1% |
100% |
True |
False |
1 |
| 10 |
1.6582 |
1.6191 |
0.0391 |
2.4% |
0.0006 |
0.0% |
100% |
True |
False |
1 |
| 20 |
1.6582 |
1.5992 |
0.0590 |
3.6% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 40 |
1.6582 |
1.5923 |
0.0659 |
4.0% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 60 |
1.6582 |
1.5923 |
0.0659 |
4.0% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6582 |
|
2.618 |
1.6582 |
|
1.618 |
1.6582 |
|
1.000 |
1.6582 |
|
0.618 |
1.6582 |
|
HIGH |
1.6582 |
|
0.618 |
1.6582 |
|
0.500 |
1.6582 |
|
0.382 |
1.6582 |
|
LOW |
1.6582 |
|
0.618 |
1.6582 |
|
1.000 |
1.6582 |
|
1.618 |
1.6582 |
|
2.618 |
1.6582 |
|
4.250 |
1.6582 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6582 |
1.6548 |
| PP |
1.6582 |
1.6514 |
| S1 |
1.6582 |
1.6480 |
|