CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6325 |
1.6244 |
-0.0081 |
-0.5% |
1.6082 |
| High |
1.6364 |
1.6279 |
-0.0085 |
-0.5% |
1.6364 |
| Low |
1.6285 |
1.6199 |
-0.0086 |
-0.5% |
1.6082 |
| Close |
1.6304 |
1.6218 |
-0.0086 |
-0.5% |
1.6306 |
| Range |
0.0079 |
0.0080 |
0.0001 |
1.3% |
0.0282 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.2% |
0.0000 |
| Volume |
90 |
73 |
-17 |
-18.9% |
226 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6472 |
1.6425 |
1.6262 |
|
| R3 |
1.6392 |
1.6345 |
1.6240 |
|
| R2 |
1.6312 |
1.6312 |
1.6233 |
|
| R1 |
1.6265 |
1.6265 |
1.6225 |
1.6249 |
| PP |
1.6232 |
1.6232 |
1.6232 |
1.6224 |
| S1 |
1.6185 |
1.6185 |
1.6211 |
1.6169 |
| S2 |
1.6152 |
1.6152 |
1.6203 |
|
| S3 |
1.6072 |
1.6105 |
1.6196 |
|
| S4 |
1.5992 |
1.6025 |
1.6174 |
|
|
| 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 |
1.6199 |
0.0165 |
1.0% |
0.0072 |
0.4% |
12% |
False |
True |
66 |
| 10 |
1.6364 |
1.5953 |
0.0411 |
2.5% |
0.0061 |
0.4% |
64% |
False |
False |
41 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0070 |
0.4% |
68% |
False |
False |
40 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0040 |
0.2% |
68% |
False |
False |
22 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0031 |
0.2% |
76% |
False |
False |
16 |
| 80 |
1.6364 |
1.5325 |
0.1039 |
6.4% |
0.0024 |
0.1% |
86% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6619 |
|
2.618 |
1.6488 |
|
1.618 |
1.6408 |
|
1.000 |
1.6359 |
|
0.618 |
1.6328 |
|
HIGH |
1.6279 |
|
0.618 |
1.6248 |
|
0.500 |
1.6239 |
|
0.382 |
1.6230 |
|
LOW |
1.6199 |
|
0.618 |
1.6150 |
|
1.000 |
1.6119 |
|
1.618 |
1.6070 |
|
2.618 |
1.5990 |
|
4.250 |
1.5859 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6239 |
1.6282 |
| PP |
1.6232 |
1.6260 |
| S1 |
1.6225 |
1.6239 |
|