CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6315 |
1.6307 |
-0.0008 |
0.0% |
1.6097 |
| High |
1.6365 |
1.6414 |
0.0049 |
0.3% |
1.6414 |
| Low |
1.6246 |
1.6300 |
0.0054 |
0.3% |
1.6075 |
| Close |
1.6301 |
1.6336 |
0.0035 |
0.2% |
1.6336 |
| Range |
0.0119 |
0.0114 |
-0.0005 |
-4.2% |
0.0339 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
103,771 |
104,916 |
1,145 |
1.1% |
544,645 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6692 |
1.6628 |
1.6399 |
|
| R3 |
1.6578 |
1.6514 |
1.6367 |
|
| R2 |
1.6464 |
1.6464 |
1.6357 |
|
| R1 |
1.6400 |
1.6400 |
1.6346 |
1.6432 |
| PP |
1.6350 |
1.6350 |
1.6350 |
1.6366 |
| S1 |
1.6286 |
1.6286 |
1.6326 |
1.6318 |
| S2 |
1.6236 |
1.6236 |
1.6315 |
|
| S3 |
1.6122 |
1.6172 |
1.6305 |
|
| S4 |
1.6008 |
1.6058 |
1.6273 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7292 |
1.7153 |
1.6522 |
|
| R3 |
1.6953 |
1.6814 |
1.6429 |
|
| R2 |
1.6614 |
1.6614 |
1.6398 |
|
| R1 |
1.6475 |
1.6475 |
1.6367 |
1.6545 |
| PP |
1.6275 |
1.6275 |
1.6275 |
1.6310 |
| S1 |
1.6136 |
1.6136 |
1.6305 |
1.6206 |
| S2 |
1.5936 |
1.5936 |
1.6274 |
|
| S3 |
1.5597 |
1.5797 |
1.6243 |
|
| S4 |
1.5258 |
1.5458 |
1.6150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6414 |
1.6075 |
0.0339 |
2.1% |
0.0124 |
0.8% |
77% |
True |
False |
108,929 |
| 10 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0123 |
0.8% |
84% |
True |
False |
112,767 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0143 |
0.9% |
84% |
True |
False |
111,941 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0135 |
0.8% |
84% |
True |
False |
64,134 |
| 60 |
1.6414 |
1.5707 |
0.0707 |
4.3% |
0.0128 |
0.8% |
89% |
True |
False |
42,793 |
| 80 |
1.6414 |
1.5337 |
0.1077 |
6.6% |
0.0123 |
0.8% |
93% |
True |
False |
32,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6899 |
|
2.618 |
1.6712 |
|
1.618 |
1.6598 |
|
1.000 |
1.6528 |
|
0.618 |
1.6484 |
|
HIGH |
1.6414 |
|
0.618 |
1.6370 |
|
0.500 |
1.6357 |
|
0.382 |
1.6344 |
|
LOW |
1.6300 |
|
0.618 |
1.6230 |
|
1.000 |
1.6186 |
|
1.618 |
1.6116 |
|
2.618 |
1.6002 |
|
4.250 |
1.5816 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6357 |
1.6333 |
| PP |
1.6350 |
1.6330 |
| S1 |
1.6343 |
1.6328 |
|