CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6616 |
1.6635 |
0.0019 |
0.1% |
1.6505 |
| High |
1.6738 |
1.6715 |
-0.0023 |
-0.1% |
1.6738 |
| Low |
1.6568 |
1.6615 |
0.0047 |
0.3% |
1.6421 |
| Close |
1.6633 |
1.6701 |
0.0068 |
0.4% |
1.6701 |
| Range |
0.0170 |
0.0100 |
-0.0070 |
-41.2% |
0.0317 |
| ATR |
0.0135 |
0.0132 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
91,936 |
65,898 |
-26,038 |
-28.3% |
513,558 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6977 |
1.6939 |
1.6756 |
|
| R3 |
1.6877 |
1.6839 |
1.6729 |
|
| R2 |
1.6777 |
1.6777 |
1.6719 |
|
| R1 |
1.6739 |
1.6739 |
1.6710 |
1.6758 |
| PP |
1.6677 |
1.6677 |
1.6677 |
1.6687 |
| S1 |
1.6639 |
1.6639 |
1.6692 |
1.6658 |
| S2 |
1.6577 |
1.6577 |
1.6683 |
|
| S3 |
1.6477 |
1.6539 |
1.6674 |
|
| S4 |
1.6377 |
1.6439 |
1.6646 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7571 |
1.7453 |
1.6875 |
|
| R3 |
1.7254 |
1.7136 |
1.6788 |
|
| R2 |
1.6937 |
1.6937 |
1.6759 |
|
| R1 |
1.6819 |
1.6819 |
1.6730 |
1.6878 |
| PP |
1.6620 |
1.6620 |
1.6620 |
1.6650 |
| S1 |
1.6502 |
1.6502 |
1.6672 |
1.6561 |
| S2 |
1.6303 |
1.6303 |
1.6643 |
|
| S3 |
1.5986 |
1.6185 |
1.6614 |
|
| S4 |
1.5669 |
1.5868 |
1.6527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6738 |
1.6421 |
0.0317 |
1.9% |
0.0132 |
0.8% |
88% |
False |
False |
102,711 |
| 10 |
1.6738 |
1.6154 |
0.0584 |
3.5% |
0.0135 |
0.8% |
94% |
False |
False |
111,475 |
| 20 |
1.6738 |
1.5954 |
0.0784 |
4.7% |
0.0129 |
0.8% |
95% |
False |
False |
111,434 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0135 |
0.8% |
95% |
False |
False |
102,243 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0128 |
0.8% |
95% |
False |
False |
68,289 |
| 80 |
1.6738 |
1.5405 |
0.1333 |
8.0% |
0.0127 |
0.8% |
97% |
False |
False |
51,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7140 |
|
2.618 |
1.6977 |
|
1.618 |
1.6877 |
|
1.000 |
1.6815 |
|
0.618 |
1.6777 |
|
HIGH |
1.6715 |
|
0.618 |
1.6677 |
|
0.500 |
1.6665 |
|
0.382 |
1.6653 |
|
LOW |
1.6615 |
|
0.618 |
1.6553 |
|
1.000 |
1.6515 |
|
1.618 |
1.6453 |
|
2.618 |
1.6353 |
|
4.250 |
1.6190 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6689 |
1.6661 |
| PP |
1.6677 |
1.6621 |
| S1 |
1.6665 |
1.6582 |
|