CME British Pound Future December 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 |
1.6582 |
1.6612 |
0.0030 |
0.2% |
1.6448 |
| High |
1.6582 |
1.6612 |
0.0030 |
0.2% |
1.6612 |
| Low |
1.6582 |
1.6530 |
-0.0052 |
-0.3% |
1.6377 |
| Close |
1.6582 |
1.6650 |
0.0068 |
0.4% |
1.6650 |
| Range |
0.0000 |
0.0082 |
0.0082 |
|
0.0235 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6843 |
1.6829 |
1.6695 |
|
| R3 |
1.6761 |
1.6747 |
1.6673 |
|
| R2 |
1.6679 |
1.6679 |
1.6665 |
|
| R1 |
1.6665 |
1.6665 |
1.6658 |
1.6672 |
| PP |
1.6597 |
1.6597 |
1.6597 |
1.6601 |
| S1 |
1.6583 |
1.6583 |
1.6642 |
1.6590 |
| S2 |
1.6515 |
1.6515 |
1.6635 |
|
| S3 |
1.6433 |
1.6501 |
1.6627 |
|
| S4 |
1.6351 |
1.6419 |
1.6605 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7251 |
1.7186 |
1.6779 |
|
| R3 |
1.7016 |
1.6951 |
1.6715 |
|
| R2 |
1.6781 |
1.6781 |
1.6693 |
|
| R1 |
1.6716 |
1.6716 |
1.6672 |
1.6749 |
| PP |
1.6546 |
1.6546 |
1.6546 |
1.6563 |
| S1 |
1.6481 |
1.6481 |
1.6628 |
1.6514 |
| S2 |
1.6311 |
1.6311 |
1.6607 |
|
| S3 |
1.6076 |
1.6246 |
1.6585 |
|
| S4 |
1.5841 |
1.6011 |
1.6521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6612 |
1.6377 |
0.0235 |
1.4% |
0.0028 |
0.2% |
116% |
True |
False |
1 |
| 10 |
1.6612 |
1.6191 |
0.0421 |
2.5% |
0.0014 |
0.1% |
109% |
True |
False |
1 |
| 20 |
1.6612 |
1.6041 |
0.0571 |
3.4% |
0.0007 |
0.0% |
107% |
True |
False |
1 |
| 40 |
1.6612 |
1.5923 |
0.0689 |
4.1% |
0.0005 |
0.0% |
106% |
True |
False |
1 |
| 60 |
1.6612 |
1.5923 |
0.0689 |
4.1% |
0.0003 |
0.0% |
106% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6961 |
|
2.618 |
1.6827 |
|
1.618 |
1.6745 |
|
1.000 |
1.6694 |
|
0.618 |
1.6663 |
|
HIGH |
1.6612 |
|
0.618 |
1.6581 |
|
0.500 |
1.6571 |
|
0.382 |
1.6561 |
|
LOW |
1.6530 |
|
0.618 |
1.6479 |
|
1.000 |
1.6448 |
|
1.618 |
1.6397 |
|
2.618 |
1.6315 |
|
4.250 |
1.6182 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6624 |
1.6621 |
| PP |
1.6597 |
1.6593 |
| S1 |
1.6571 |
1.6564 |
|