CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6082 |
1.6200 |
0.0118 |
0.7% |
1.5970 |
| High |
1.6082 |
1.6238 |
0.0156 |
1.0% |
1.6093 |
| Low |
1.6082 |
1.6186 |
0.0104 |
0.6% |
1.5910 |
| Close |
1.6082 |
1.6237 |
0.0155 |
1.0% |
1.6074 |
| Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0183 |
| ATR |
0.0077 |
0.0082 |
0.0006 |
7.4% |
0.0000 |
| Volume |
29 |
29 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6376 |
1.6359 |
1.6266 |
|
| R3 |
1.6324 |
1.6307 |
1.6251 |
|
| R2 |
1.6272 |
1.6272 |
1.6247 |
|
| R1 |
1.6255 |
1.6255 |
1.6242 |
1.6264 |
| PP |
1.6220 |
1.6220 |
1.6220 |
1.6225 |
| S1 |
1.6203 |
1.6203 |
1.6232 |
1.6212 |
| S2 |
1.6168 |
1.6168 |
1.6227 |
|
| S3 |
1.6116 |
1.6151 |
1.6223 |
|
| S4 |
1.6064 |
1.6099 |
1.6208 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6575 |
1.6507 |
1.6175 |
|
| R3 |
1.6392 |
1.6324 |
1.6124 |
|
| R2 |
1.6209 |
1.6209 |
1.6108 |
|
| R1 |
1.6141 |
1.6141 |
1.6091 |
1.6175 |
| PP |
1.6026 |
1.6026 |
1.6026 |
1.6043 |
| S1 |
1.5958 |
1.5958 |
1.6057 |
1.5992 |
| S2 |
1.5843 |
1.5843 |
1.6040 |
|
| S3 |
1.5660 |
1.5775 |
1.6024 |
|
| S4 |
1.5477 |
1.5592 |
1.5973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6238 |
1.5953 |
0.0285 |
1.8% |
0.0049 |
0.3% |
100% |
True |
False |
17 |
| 10 |
1.6290 |
1.5910 |
0.0380 |
2.3% |
0.0061 |
0.4% |
86% |
False |
False |
36 |
| 20 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0057 |
0.4% |
74% |
False |
False |
24 |
| 40 |
1.6350 |
1.5910 |
0.0440 |
2.7% |
0.0031 |
0.2% |
74% |
False |
False |
14 |
| 60 |
1.6350 |
1.5533 |
0.0817 |
5.0% |
0.0025 |
0.2% |
86% |
False |
False |
11 |
| 80 |
1.6350 |
1.5325 |
0.1025 |
6.3% |
0.0021 |
0.1% |
89% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6459 |
|
2.618 |
1.6374 |
|
1.618 |
1.6322 |
|
1.000 |
1.6290 |
|
0.618 |
1.6270 |
|
HIGH |
1.6238 |
|
0.618 |
1.6218 |
|
0.500 |
1.6212 |
|
0.382 |
1.6206 |
|
LOW |
1.6186 |
|
0.618 |
1.6154 |
|
1.000 |
1.6134 |
|
1.618 |
1.6102 |
|
2.618 |
1.6050 |
|
4.250 |
1.5965 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6229 |
1.6190 |
| PP |
1.6220 |
1.6143 |
| S1 |
1.6212 |
1.6096 |
|