CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6250 |
1.6301 |
0.0051 |
0.3% |
1.6325 |
| High |
1.6250 |
1.6305 |
0.0055 |
0.3% |
1.6364 |
| Low |
1.6146 |
1.6300 |
0.0154 |
1.0% |
1.6199 |
| Close |
1.6218 |
1.6280 |
0.0062 |
0.4% |
1.6269 |
| Range |
0.0104 |
0.0005 |
-0.0099 |
-95.2% |
0.0165 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.5% |
0.0000 |
| Volume |
25 |
47 |
22 |
88.0% |
507 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6310 |
1.6300 |
1.6283 |
|
| R3 |
1.6305 |
1.6295 |
1.6281 |
|
| R2 |
1.6300 |
1.6300 |
1.6281 |
|
| R1 |
1.6290 |
1.6290 |
1.6280 |
1.6293 |
| PP |
1.6295 |
1.6295 |
1.6295 |
1.6296 |
| S1 |
1.6285 |
1.6285 |
1.6280 |
1.6288 |
| S2 |
1.6290 |
1.6290 |
1.6279 |
|
| S3 |
1.6285 |
1.6280 |
1.6279 |
|
| S4 |
1.6280 |
1.6275 |
1.6277 |
|
|
| 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% |
0.0056 |
0.3% |
69% |
False |
False |
83 |
| 10 |
1.6364 |
1.6146 |
0.0218 |
1.3% |
0.0064 |
0.4% |
61% |
False |
False |
74 |
| 20 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0063 |
0.4% |
81% |
False |
False |
55 |
| 40 |
1.6364 |
1.5910 |
0.0454 |
2.8% |
0.0047 |
0.3% |
81% |
False |
False |
32 |
| 60 |
1.6364 |
1.5750 |
0.0614 |
3.8% |
0.0034 |
0.2% |
86% |
False |
False |
23 |
| 80 |
1.6364 |
1.5329 |
0.1035 |
6.4% |
0.0027 |
0.2% |
92% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6326 |
|
2.618 |
1.6318 |
|
1.618 |
1.6313 |
|
1.000 |
1.6310 |
|
0.618 |
1.6308 |
|
HIGH |
1.6305 |
|
0.618 |
1.6303 |
|
0.500 |
1.6303 |
|
0.382 |
1.6302 |
|
LOW |
1.6300 |
|
0.618 |
1.6297 |
|
1.000 |
1.6295 |
|
1.618 |
1.6292 |
|
2.618 |
1.6287 |
|
4.250 |
1.6279 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6303 |
1.6264 |
| PP |
1.6295 |
1.6247 |
| S1 |
1.6288 |
1.6231 |
|