CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6334 |
1.6247 |
-0.0087 |
-0.5% |
1.6097 |
| High |
1.6335 |
1.6298 |
-0.0037 |
-0.2% |
1.6414 |
| Low |
1.6214 |
1.6224 |
0.0010 |
0.1% |
1.6075 |
| Close |
1.6242 |
1.6261 |
0.0019 |
0.1% |
1.6336 |
| Range |
0.0121 |
0.0074 |
-0.0047 |
-38.8% |
0.0339 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
135,322 |
91,121 |
-44,201 |
-32.7% |
544,645 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6483 |
1.6446 |
1.6302 |
|
| R3 |
1.6409 |
1.6372 |
1.6281 |
|
| R2 |
1.6335 |
1.6335 |
1.6275 |
|
| R1 |
1.6298 |
1.6298 |
1.6268 |
1.6317 |
| PP |
1.6261 |
1.6261 |
1.6261 |
1.6270 |
| S1 |
1.6224 |
1.6224 |
1.6254 |
1.6243 |
| S2 |
1.6187 |
1.6187 |
1.6247 |
|
| S3 |
1.6113 |
1.6150 |
1.6241 |
|
| S4 |
1.6039 |
1.6076 |
1.6220 |
|
|
| 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% |
0.0108 |
0.7% |
24% |
False |
False |
103,846 |
| 10 |
1.6414 |
1.5954 |
0.0460 |
2.8% |
0.0123 |
0.8% |
67% |
False |
False |
113,815 |
| 20 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0132 |
0.8% |
69% |
False |
False |
109,745 |
| 40 |
1.6414 |
1.5921 |
0.0493 |
3.0% |
0.0134 |
0.8% |
69% |
False |
False |
71,887 |
| 60 |
1.6414 |
1.5734 |
0.0680 |
4.2% |
0.0126 |
0.8% |
78% |
False |
False |
47,964 |
| 80 |
1.6414 |
1.5337 |
0.1077 |
6.6% |
0.0122 |
0.7% |
86% |
False |
False |
35,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6613 |
|
2.618 |
1.6492 |
|
1.618 |
1.6418 |
|
1.000 |
1.6372 |
|
0.618 |
1.6344 |
|
HIGH |
1.6298 |
|
0.618 |
1.6270 |
|
0.500 |
1.6261 |
|
0.382 |
1.6252 |
|
LOW |
1.6224 |
|
0.618 |
1.6178 |
|
1.000 |
1.6150 |
|
1.618 |
1.6104 |
|
2.618 |
1.6030 |
|
4.250 |
1.5910 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6261 |
1.6314 |
| PP |
1.6261 |
1.6296 |
| S1 |
1.6261 |
1.6279 |
|