CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6315 |
1.6250 |
-0.0065 |
-0.4% |
1.6325 |
| High |
1.6315 |
1.6250 |
-0.0065 |
-0.4% |
1.6364 |
| Low |
1.6279 |
1.6146 |
-0.0133 |
-0.8% |
1.6199 |
| Close |
1.6269 |
1.6218 |
-0.0051 |
-0.3% |
1.6269 |
| Range |
0.0036 |
0.0104 |
0.0068 |
188.9% |
0.0165 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.2% |
0.0000 |
| Volume |
72 |
25 |
-47 |
-65.3% |
507 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6517 |
1.6471 |
1.6275 |
|
| R3 |
1.6413 |
1.6367 |
1.6247 |
|
| R2 |
1.6309 |
1.6309 |
1.6237 |
|
| R1 |
1.6263 |
1.6263 |
1.6228 |
1.6234 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6190 |
| S1 |
1.6159 |
1.6159 |
1.6208 |
1.6130 |
| S2 |
1.6101 |
1.6101 |
1.6199 |
|
| S3 |
1.5997 |
1.6055 |
1.6189 |
|
| S4 |
1.5893 |
1.5951 |
1.6161 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6772 |
1.6686 |
1.6360 |
|
| R3 |
1.6607 |
1.6521 |
1.6314 |
|
| R2 |
1.6442 |
1.6442 |
1.6299 |
|
| R1 |
1.6356 |
1.6356 |
1.6284 |
1.6317 |
| PP |
1.6277 |
1.6277 |
1.6277 |
1.6258 |
| S1 |
1.6191 |
1.6191 |
1.6254 |
1.6152 |
| S2 |
1.6112 |
1.6112 |
1.6239 |
|
| S3 |
1.5947 |
1.6026 |
1.6224 |
|
| S4 |
1.5782 |
1.5861 |
1.6178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6339 |
1.6146 |
0.0193 |
1.2% |
0.0071 |
0.4% |
37% |
False |
True |
88 |
| 10 |
1.6364 |
1.6146 |
0.0218 |
1.3% |
0.0069 |
0.4% |
33% |
False |
True |
72 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0065 |
0.4% |
68% |
False |
False |
54 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0047 |
0.3% |
68% |
False |
False |
31 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0034 |
0.2% |
76% |
False |
False |
22 |
| 80 |
1.6364 |
1.5329 |
0.1035 |
6.4% |
0.0027 |
0.2% |
86% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6692 |
|
2.618 |
1.6522 |
|
1.618 |
1.6418 |
|
1.000 |
1.6354 |
|
0.618 |
1.6314 |
|
HIGH |
1.6250 |
|
0.618 |
1.6210 |
|
0.500 |
1.6198 |
|
0.382 |
1.6186 |
|
LOW |
1.6146 |
|
0.618 |
1.6082 |
|
1.000 |
1.6042 |
|
1.618 |
1.5978 |
|
2.618 |
1.5874 |
|
4.250 |
1.5704 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6211 |
1.6243 |
| PP |
1.6205 |
1.6234 |
| S1 |
1.6198 |
1.6226 |
|