CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6275 |
1.6315 |
0.0040 |
0.2% |
1.5990 |
| High |
1.6349 |
1.6365 |
0.0016 |
0.1% |
1.6137 |
| Low |
1.6241 |
1.6246 |
0.0005 |
0.0% |
1.5921 |
| Close |
1.6312 |
1.6301 |
-0.0011 |
-0.1% |
1.6104 |
| Range |
0.0108 |
0.0119 |
0.0011 |
10.2% |
0.0216 |
| ATR |
0.0136 |
0.0134 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
120,025 |
103,771 |
-16,254 |
-13.5% |
583,031 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6661 |
1.6600 |
1.6366 |
|
| R3 |
1.6542 |
1.6481 |
1.6334 |
|
| R2 |
1.6423 |
1.6423 |
1.6323 |
|
| R1 |
1.6362 |
1.6362 |
1.6312 |
1.6333 |
| PP |
1.6304 |
1.6304 |
1.6304 |
1.6290 |
| S1 |
1.6243 |
1.6243 |
1.6290 |
1.6214 |
| S2 |
1.6185 |
1.6185 |
1.6279 |
|
| S3 |
1.6066 |
1.6124 |
1.6268 |
|
| S4 |
1.5947 |
1.6005 |
1.6236 |
|
|
| 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 |
1.6365 |
1.5954 |
0.0411 |
2.5% |
0.0134 |
0.8% |
84% |
True |
False |
118,443 |
| 10 |
1.6365 |
1.5921 |
0.0444 |
2.7% |
0.0125 |
0.8% |
86% |
True |
False |
112,552 |
| 20 |
1.6385 |
1.5921 |
0.0464 |
2.8% |
0.0143 |
0.9% |
82% |
False |
False |
112,011 |
| 40 |
1.6385 |
1.5921 |
0.0464 |
2.8% |
0.0135 |
0.8% |
82% |
False |
False |
61,512 |
| 60 |
1.6385 |
1.5570 |
0.0815 |
5.0% |
0.0129 |
0.8% |
90% |
False |
False |
41,046 |
| 80 |
1.6385 |
1.5337 |
0.1048 |
6.4% |
0.0123 |
0.8% |
92% |
False |
False |
30,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6871 |
|
2.618 |
1.6677 |
|
1.618 |
1.6558 |
|
1.000 |
1.6484 |
|
0.618 |
1.6439 |
|
HIGH |
1.6365 |
|
0.618 |
1.6320 |
|
0.500 |
1.6306 |
|
0.382 |
1.6291 |
|
LOW |
1.6246 |
|
0.618 |
1.6172 |
|
1.000 |
1.6127 |
|
1.618 |
1.6053 |
|
2.618 |
1.5934 |
|
4.250 |
1.5740 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6306 |
1.6274 |
| PP |
1.6304 |
1.6247 |
| S1 |
1.6303 |
1.6220 |
|