CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6283 |
1.6280 |
-0.0003 |
0.0% |
1.6082 |
| High |
1.6290 |
1.6364 |
0.0074 |
0.5% |
1.6364 |
| Low |
1.6246 |
1.6280 |
0.0034 |
0.2% |
1.6082 |
| Close |
1.6270 |
1.6306 |
0.0036 |
0.2% |
1.6306 |
| Range |
0.0044 |
0.0084 |
0.0040 |
90.9% |
0.0282 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0000 |
| Volume |
67 |
72 |
5 |
7.5% |
226 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6569 |
1.6521 |
1.6352 |
|
| R3 |
1.6485 |
1.6437 |
1.6329 |
|
| R2 |
1.6401 |
1.6401 |
1.6321 |
|
| R1 |
1.6353 |
1.6353 |
1.6314 |
1.6377 |
| PP |
1.6317 |
1.6317 |
1.6317 |
1.6329 |
| S1 |
1.6269 |
1.6269 |
1.6298 |
1.6293 |
| S2 |
1.6233 |
1.6233 |
1.6291 |
|
| S3 |
1.6149 |
1.6185 |
1.6283 |
|
| S4 |
1.6065 |
1.6101 |
1.6260 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7097 |
1.6983 |
1.6461 |
|
| R3 |
1.6815 |
1.6701 |
1.6384 |
|
| R2 |
1.6533 |
1.6533 |
1.6358 |
|
| R1 |
1.6419 |
1.6419 |
1.6332 |
1.6476 |
| PP |
1.6251 |
1.6251 |
1.6251 |
1.6279 |
| S1 |
1.6137 |
1.6137 |
1.6280 |
1.6194 |
| S2 |
1.5969 |
1.5969 |
1.6254 |
|
| S3 |
1.5687 |
1.5855 |
1.6228 |
|
| S4 |
1.5405 |
1.5573 |
1.6151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6364 |
1.6082 |
0.0282 |
1.7% |
0.0051 |
0.3% |
79% |
True |
False |
45 |
| 10 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0049 |
0.3% |
87% |
True |
False |
30 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0066 |
0.4% |
87% |
True |
False |
32 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0036 |
0.2% |
87% |
True |
False |
18 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0029 |
0.2% |
91% |
True |
False |
14 |
| 80 |
1.6364 |
1.5325 |
0.1039 |
6.4% |
0.0022 |
0.1% |
94% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6721 |
|
2.618 |
1.6584 |
|
1.618 |
1.6500 |
|
1.000 |
1.6448 |
|
0.618 |
1.6416 |
|
HIGH |
1.6364 |
|
0.618 |
1.6332 |
|
0.500 |
1.6322 |
|
0.382 |
1.6312 |
|
LOW |
1.6280 |
|
0.618 |
1.6228 |
|
1.000 |
1.6196 |
|
1.618 |
1.6144 |
|
2.618 |
1.6060 |
|
4.250 |
1.5923 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6322 |
1.6300 |
| PP |
1.6317 |
1.6295 |
| S1 |
1.6311 |
1.6289 |
|