CME British Pound Future June 2011
Trading Metrics calculated at close of trading on 25-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.6387 |
1.6505 |
0.0118 |
0.7% |
1.6311 |
High |
1.6590 |
1.6542 |
-0.0048 |
-0.3% |
1.6590 |
Low |
1.6376 |
1.6458 |
0.0082 |
0.5% |
1.6154 |
Close |
1.6538 |
1.6496 |
-0.0042 |
-0.3% |
1.6538 |
Range |
0.0214 |
0.0084 |
-0.0130 |
-60.7% |
0.0436 |
ATR |
0.0132 |
0.0128 |
-0.0003 |
-2.6% |
0.0000 |
Volume |
137,357 |
138,520 |
1,163 |
0.8% |
515,944 |
|
Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6751 |
1.6707 |
1.6542 |
|
R3 |
1.6667 |
1.6623 |
1.6519 |
|
R2 |
1.6583 |
1.6583 |
1.6511 |
|
R1 |
1.6539 |
1.6539 |
1.6504 |
1.6519 |
PP |
1.6499 |
1.6499 |
1.6499 |
1.6489 |
S1 |
1.6455 |
1.6455 |
1.6488 |
1.6435 |
S2 |
1.6415 |
1.6415 |
1.6481 |
|
S3 |
1.6331 |
1.6371 |
1.6473 |
|
S4 |
1.6247 |
1.6287 |
1.6450 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7735 |
1.7573 |
1.6778 |
|
R3 |
1.7299 |
1.7137 |
1.6658 |
|
R2 |
1.6863 |
1.6863 |
1.6618 |
|
R1 |
1.6701 |
1.6701 |
1.6578 |
1.6782 |
PP |
1.6427 |
1.6427 |
1.6427 |
1.6468 |
S1 |
1.6265 |
1.6265 |
1.6498 |
1.6346 |
S2 |
1.5991 |
1.5991 |
1.6458 |
|
S3 |
1.5555 |
1.5829 |
1.6418 |
|
S4 |
1.5119 |
1.5393 |
1.6298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6590 |
1.6154 |
0.0436 |
2.6% |
0.0139 |
0.8% |
78% |
False |
False |
130,892 |
10 |
1.6590 |
1.6154 |
0.0436 |
2.6% |
0.0122 |
0.7% |
78% |
False |
False |
115,652 |
20 |
1.6590 |
1.5921 |
0.0669 |
4.1% |
0.0122 |
0.7% |
86% |
False |
False |
114,210 |
40 |
1.6590 |
1.5921 |
0.0669 |
4.1% |
0.0133 |
0.8% |
86% |
False |
False |
92,961 |
60 |
1.6590 |
1.5811 |
0.0779 |
4.7% |
0.0127 |
0.8% |
88% |
False |
False |
62,045 |
80 |
1.6590 |
1.5364 |
0.1226 |
7.4% |
0.0128 |
0.8% |
92% |
False |
False |
46,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6899 |
2.618 |
1.6762 |
1.618 |
1.6678 |
1.000 |
1.6626 |
0.618 |
1.6594 |
HIGH |
1.6542 |
0.618 |
1.6510 |
0.500 |
1.6500 |
0.382 |
1.6490 |
LOW |
1.6458 |
0.618 |
1.6406 |
1.000 |
1.6374 |
1.618 |
1.6322 |
2.618 |
1.6238 |
4.250 |
1.6101 |
|
|
Fisher Pivots for day following 25-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6500 |
1.6478 |
PP |
1.6499 |
1.6461 |
S1 |
1.6497 |
1.6443 |
|