CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6481 |
1.6474 |
-0.0007 |
0.0% |
1.6311 |
| High |
1.6523 |
1.6628 |
0.0105 |
0.6% |
1.6590 |
| Low |
1.6421 |
1.6425 |
0.0004 |
0.0% |
1.6154 |
| Close |
1.6466 |
1.6568 |
0.0102 |
0.6% |
1.6538 |
| Range |
0.0102 |
0.0203 |
0.0101 |
99.0% |
0.0436 |
| ATR |
0.0126 |
0.0132 |
0.0005 |
4.3% |
0.0000 |
| Volume |
92,268 |
124,936 |
32,668 |
35.4% |
515,944 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7149 |
1.7062 |
1.6680 |
|
| R3 |
1.6946 |
1.6859 |
1.6624 |
|
| R2 |
1.6743 |
1.6743 |
1.6605 |
|
| R1 |
1.6656 |
1.6656 |
1.6587 |
1.6700 |
| PP |
1.6540 |
1.6540 |
1.6540 |
1.6562 |
| S1 |
1.6453 |
1.6453 |
1.6549 |
1.6497 |
| S2 |
1.6337 |
1.6337 |
1.6531 |
|
| S3 |
1.6134 |
1.6250 |
1.6512 |
|
| S4 |
1.5931 |
1.6047 |
1.6456 |
|
|
| 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 |
1.6628 |
1.6296 |
0.0332 |
2.0% |
0.0145 |
0.9% |
82% |
True |
False |
122,655 |
| 10 |
1.6628 |
1.6154 |
0.0474 |
2.9% |
0.0129 |
0.8% |
87% |
True |
False |
115,430 |
| 20 |
1.6628 |
1.5954 |
0.0674 |
4.1% |
0.0127 |
0.8% |
91% |
True |
False |
115,364 |
| 40 |
1.6628 |
1.5921 |
0.0707 |
4.3% |
0.0134 |
0.8% |
92% |
True |
False |
98,366 |
| 60 |
1.6628 |
1.5921 |
0.0707 |
4.3% |
0.0127 |
0.8% |
92% |
True |
False |
65,662 |
| 80 |
1.6628 |
1.5405 |
0.1223 |
7.4% |
0.0127 |
0.8% |
95% |
True |
False |
49,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7491 |
|
2.618 |
1.7159 |
|
1.618 |
1.6956 |
|
1.000 |
1.6831 |
|
0.618 |
1.6753 |
|
HIGH |
1.6628 |
|
0.618 |
1.6550 |
|
0.500 |
1.6527 |
|
0.382 |
1.6503 |
|
LOW |
1.6425 |
|
0.618 |
1.6300 |
|
1.000 |
1.6222 |
|
1.618 |
1.6097 |
|
2.618 |
1.5894 |
|
4.250 |
1.5562 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6554 |
1.6554 |
| PP |
1.6540 |
1.6539 |
| S1 |
1.6527 |
1.6525 |
|