CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6361 |
1.6334 |
-0.0027 |
-0.2% |
1.6097 |
| High |
1.6413 |
1.6335 |
-0.0078 |
-0.5% |
1.6414 |
| Low |
1.6300 |
1.6214 |
-0.0086 |
-0.5% |
1.6075 |
| Close |
1.6332 |
1.6242 |
-0.0090 |
-0.6% |
1.6336 |
| Range |
0.0113 |
0.0121 |
0.0008 |
7.1% |
0.0339 |
| ATR |
0.0131 |
0.0131 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
84,103 |
135,322 |
51,219 |
60.9% |
544,645 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6627 |
1.6555 |
1.6309 |
|
| R3 |
1.6506 |
1.6434 |
1.6275 |
|
| R2 |
1.6385 |
1.6385 |
1.6264 |
|
| R1 |
1.6313 |
1.6313 |
1.6253 |
1.6289 |
| PP |
1.6264 |
1.6264 |
1.6264 |
1.6251 |
| S1 |
1.6192 |
1.6192 |
1.6231 |
1.6168 |
| S2 |
1.6143 |
1.6143 |
1.6220 |
|
| S3 |
1.6022 |
1.6071 |
1.6209 |
|
| S4 |
1.5901 |
1.5950 |
1.6175 |
|
|
| 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 |
1.6214 |
0.0200 |
1.2% |
0.0115 |
0.7% |
14% |
False |
True |
109,627 |
| 10 |
1.6414 |
1.5954 |
0.0460 |
2.8% |
0.0126 |
0.8% |
63% |
False |
False |
115,298 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0136 |
0.8% |
65% |
False |
False |
110,991 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0135 |
0.8% |
65% |
False |
False |
69,616 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0128 |
0.8% |
75% |
False |
False |
46,446 |
| 80 |
1.6414 |
1.5337 |
0.1077 |
6.6% |
0.0123 |
0.8% |
84% |
False |
False |
34,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6849 |
|
2.618 |
1.6652 |
|
1.618 |
1.6531 |
|
1.000 |
1.6456 |
|
0.618 |
1.6410 |
|
HIGH |
1.6335 |
|
0.618 |
1.6289 |
|
0.500 |
1.6275 |
|
0.382 |
1.6260 |
|
LOW |
1.6214 |
|
0.618 |
1.6139 |
|
1.000 |
1.6093 |
|
1.618 |
1.6018 |
|
2.618 |
1.5897 |
|
4.250 |
1.5700 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6275 |
1.6314 |
| PP |
1.6264 |
1.6290 |
| S1 |
1.6253 |
1.6266 |
|