CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6020 |
1.6097 |
0.0077 |
0.5% |
1.5990 |
| High |
1.6118 |
1.6162 |
0.0044 |
0.3% |
1.6137 |
| Low |
1.5954 |
1.6092 |
0.0138 |
0.9% |
1.5921 |
| Close |
1.6104 |
1.6112 |
0.0008 |
0.0% |
1.6104 |
| Range |
0.0164 |
0.0070 |
-0.0094 |
-57.3% |
0.0216 |
| ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
152,487 |
81,434 |
-71,053 |
-46.6% |
583,031 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6332 |
1.6292 |
1.6151 |
|
| R3 |
1.6262 |
1.6222 |
1.6131 |
|
| R2 |
1.6192 |
1.6192 |
1.6125 |
|
| R1 |
1.6152 |
1.6152 |
1.6118 |
1.6172 |
| PP |
1.6122 |
1.6122 |
1.6122 |
1.6132 |
| S1 |
1.6082 |
1.6082 |
1.6106 |
1.6102 |
| S2 |
1.6052 |
1.6052 |
1.6099 |
|
| S3 |
1.5982 |
1.6012 |
1.6093 |
|
| S4 |
1.5912 |
1.5942 |
1.6074 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6702 |
1.6619 |
1.6223 |
|
| R3 |
1.6486 |
1.6403 |
1.6163 |
|
| R2 |
1.6270 |
1.6270 |
1.6144 |
|
| R1 |
1.6187 |
1.6187 |
1.6124 |
1.6229 |
| PP |
1.6054 |
1.6054 |
1.6054 |
1.6075 |
| S1 |
1.5971 |
1.5971 |
1.6084 |
1.6013 |
| S2 |
1.5838 |
1.5838 |
1.6064 |
|
| S3 |
1.5622 |
1.5755 |
1.6045 |
|
| S4 |
1.5406 |
1.5539 |
1.5985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6162 |
1.5927 |
0.0235 |
1.5% |
0.0115 |
0.7% |
79% |
True |
False |
112,190 |
| 10 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0128 |
0.8% |
41% |
False |
False |
109,388 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0140 |
0.9% |
41% |
False |
False |
103,553 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.9% |
0.0129 |
0.8% |
41% |
False |
False |
52,560 |
| 60 |
1.6385 |
1.5405 |
0.0980 |
6.1% |
0.0127 |
0.8% |
72% |
False |
False |
35,077 |
| 80 |
1.6385 |
1.5337 |
0.1048 |
6.5% |
0.0118 |
0.7% |
74% |
False |
False |
26,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6460 |
|
2.618 |
1.6345 |
|
1.618 |
1.6275 |
|
1.000 |
1.6232 |
|
0.618 |
1.6205 |
|
HIGH |
1.6162 |
|
0.618 |
1.6135 |
|
0.500 |
1.6127 |
|
0.382 |
1.6119 |
|
LOW |
1.6092 |
|
0.618 |
1.6049 |
|
1.000 |
1.6022 |
|
1.618 |
1.5979 |
|
2.618 |
1.5909 |
|
4.250 |
1.5795 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6127 |
1.6094 |
| PP |
1.6122 |
1.6076 |
| S1 |
1.6117 |
1.6058 |
|