CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6118 |
1.6275 |
0.0157 |
1.0% |
1.5990 |
| High |
1.6284 |
1.6349 |
0.0065 |
0.4% |
1.6137 |
| Low |
1.6075 |
1.6241 |
0.0166 |
1.0% |
1.5921 |
| Close |
1.6270 |
1.6312 |
0.0042 |
0.3% |
1.6104 |
| Range |
0.0209 |
0.0108 |
-0.0101 |
-48.3% |
0.0216 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
134,499 |
120,025 |
-14,474 |
-10.8% |
583,031 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6576 |
1.6371 |
|
| R3 |
1.6517 |
1.6468 |
1.6342 |
|
| R2 |
1.6409 |
1.6409 |
1.6332 |
|
| R1 |
1.6360 |
1.6360 |
1.6322 |
1.6385 |
| PP |
1.6301 |
1.6301 |
1.6301 |
1.6313 |
| S1 |
1.6252 |
1.6252 |
1.6302 |
1.6277 |
| S2 |
1.6193 |
1.6193 |
1.6292 |
|
| S3 |
1.6085 |
1.6144 |
1.6282 |
|
| S4 |
1.5977 |
1.6036 |
1.6253 |
|
|
| 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 |
1.6349 |
1.5954 |
0.0395 |
2.4% |
0.0138 |
0.8% |
91% |
True |
False |
123,784 |
| 10 |
1.6349 |
1.5921 |
0.0428 |
2.6% |
0.0131 |
0.8% |
91% |
True |
False |
115,807 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.8% |
0.0146 |
0.9% |
84% |
False |
False |
111,871 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.8% |
0.0133 |
0.8% |
84% |
False |
False |
58,918 |
| 60 |
1.6385 |
1.5503 |
0.0882 |
5.4% |
0.0128 |
0.8% |
92% |
False |
False |
39,317 |
| 80 |
1.6385 |
1.5337 |
0.1048 |
6.4% |
0.0122 |
0.8% |
93% |
False |
False |
29,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6808 |
|
2.618 |
1.6632 |
|
1.618 |
1.6524 |
|
1.000 |
1.6457 |
|
0.618 |
1.6416 |
|
HIGH |
1.6349 |
|
0.618 |
1.6308 |
|
0.500 |
1.6295 |
|
0.382 |
1.6282 |
|
LOW |
1.6241 |
|
0.618 |
1.6174 |
|
1.000 |
1.6133 |
|
1.618 |
1.6066 |
|
2.618 |
1.5958 |
|
4.250 |
1.5782 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6306 |
1.6279 |
| PP |
1.6301 |
1.6245 |
| S1 |
1.6295 |
1.6212 |
|