CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6320 |
1.6460 |
0.0140 |
0.9% |
1.6325 |
| High |
1.6363 |
1.6525 |
0.0162 |
1.0% |
1.6364 |
| Low |
1.6289 |
1.6460 |
0.0171 |
1.0% |
1.6199 |
| Close |
1.6373 |
1.6514 |
0.0141 |
0.9% |
1.6269 |
| Range |
0.0074 |
0.0065 |
-0.0009 |
-12.2% |
0.0165 |
| ATR |
0.0082 |
0.0087 |
0.0005 |
6.2% |
0.0000 |
| Volume |
21 |
190 |
169 |
804.8% |
507 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6695 |
1.6669 |
1.6550 |
|
| R3 |
1.6630 |
1.6604 |
1.6532 |
|
| R2 |
1.6565 |
1.6565 |
1.6526 |
|
| R1 |
1.6539 |
1.6539 |
1.6520 |
1.6552 |
| PP |
1.6500 |
1.6500 |
1.6500 |
1.6506 |
| S1 |
1.6474 |
1.6474 |
1.6508 |
1.6487 |
| S2 |
1.6435 |
1.6435 |
1.6502 |
|
| S3 |
1.6370 |
1.6409 |
1.6496 |
|
| S4 |
1.6305 |
1.6344 |
1.6478 |
|
|
| 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 |
1.6525 |
1.6146 |
0.0379 |
2.3% |
0.0057 |
0.3% |
97% |
True |
False |
71 |
| 10 |
1.6525 |
1.6146 |
0.0379 |
2.3% |
0.0066 |
0.4% |
97% |
True |
False |
86 |
| 20 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0057 |
0.3% |
98% |
True |
False |
55 |
| 40 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0049 |
0.3% |
98% |
True |
False |
37 |
| 60 |
1.6525 |
1.5825 |
0.0700 |
4.2% |
0.0037 |
0.2% |
98% |
True |
False |
27 |
| 80 |
1.6525 |
1.5375 |
0.1150 |
7.0% |
0.0029 |
0.2% |
99% |
True |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6801 |
|
2.618 |
1.6695 |
|
1.618 |
1.6630 |
|
1.000 |
1.6590 |
|
0.618 |
1.6565 |
|
HIGH |
1.6525 |
|
0.618 |
1.6500 |
|
0.500 |
1.6493 |
|
0.382 |
1.6485 |
|
LOW |
1.6460 |
|
0.618 |
1.6420 |
|
1.000 |
1.6395 |
|
1.618 |
1.6355 |
|
2.618 |
1.6290 |
|
4.250 |
1.6184 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6507 |
1.6478 |
| PP |
1.6500 |
1.6443 |
| S1 |
1.6493 |
1.6407 |
|