CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6474 |
1.6616 |
0.0142 |
0.9% |
1.6311 |
| High |
1.6628 |
1.6738 |
0.0110 |
0.7% |
1.6590 |
| Low |
1.6425 |
1.6568 |
0.0143 |
0.9% |
1.6154 |
| Close |
1.6568 |
1.6633 |
0.0065 |
0.4% |
1.6538 |
| Range |
0.0203 |
0.0170 |
-0.0033 |
-16.3% |
0.0436 |
| ATR |
0.0132 |
0.0135 |
0.0003 |
2.1% |
0.0000 |
| Volume |
124,936 |
91,936 |
-33,000 |
-26.4% |
515,944 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7156 |
1.7065 |
1.6727 |
|
| R3 |
1.6986 |
1.6895 |
1.6680 |
|
| R2 |
1.6816 |
1.6816 |
1.6664 |
|
| R1 |
1.6725 |
1.6725 |
1.6649 |
1.6771 |
| PP |
1.6646 |
1.6646 |
1.6646 |
1.6669 |
| S1 |
1.6555 |
1.6555 |
1.6617 |
1.6601 |
| S2 |
1.6476 |
1.6476 |
1.6602 |
|
| S3 |
1.6306 |
1.6385 |
1.6586 |
|
| S4 |
1.6136 |
1.6215 |
1.6540 |
|
|
| 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 |
1.6738 |
1.6376 |
0.0362 |
2.2% |
0.0155 |
0.9% |
71% |
True |
False |
117,003 |
| 10 |
1.6738 |
1.6154 |
0.0584 |
3.5% |
0.0138 |
0.8% |
82% |
True |
False |
115,512 |
| 20 |
1.6738 |
1.5954 |
0.0784 |
4.7% |
0.0131 |
0.8% |
87% |
True |
False |
114,663 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0135 |
0.8% |
87% |
True |
False |
100,643 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0128 |
0.8% |
87% |
True |
False |
67,194 |
| 80 |
1.6738 |
1.5405 |
0.1333 |
8.0% |
0.0128 |
0.8% |
92% |
True |
False |
50,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7461 |
|
2.618 |
1.7183 |
|
1.618 |
1.7013 |
|
1.000 |
1.6908 |
|
0.618 |
1.6843 |
|
HIGH |
1.6738 |
|
0.618 |
1.6673 |
|
0.500 |
1.6653 |
|
0.382 |
1.6633 |
|
LOW |
1.6568 |
|
0.618 |
1.6463 |
|
1.000 |
1.6398 |
|
1.618 |
1.6293 |
|
2.618 |
1.6123 |
|
4.250 |
1.5846 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6653 |
1.6615 |
| PP |
1.6646 |
1.6597 |
| S1 |
1.6640 |
1.6580 |
|