CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6496 |
1.6460 |
-0.0036 |
-0.2% |
1.6250 |
| High |
1.6512 |
1.6497 |
-0.0015 |
-0.1% |
1.6525 |
| Low |
1.6476 |
1.6439 |
-0.0037 |
-0.2% |
1.6146 |
| Close |
1.6473 |
1.6442 |
-0.0031 |
-0.2% |
1.6514 |
| Range |
0.0036 |
0.0058 |
0.0022 |
61.1% |
0.0379 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
65 |
25 |
-40 |
-61.5% |
283 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6633 |
1.6596 |
1.6474 |
|
| R3 |
1.6575 |
1.6538 |
1.6458 |
|
| R2 |
1.6517 |
1.6517 |
1.6453 |
|
| R1 |
1.6480 |
1.6480 |
1.6447 |
1.6470 |
| PP |
1.6459 |
1.6459 |
1.6459 |
1.6454 |
| S1 |
1.6422 |
1.6422 |
1.6437 |
1.6412 |
| S2 |
1.6401 |
1.6401 |
1.6431 |
|
| S3 |
1.6343 |
1.6364 |
1.6426 |
|
| S4 |
1.6285 |
1.6306 |
1.6410 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7532 |
1.7402 |
1.6722 |
|
| R3 |
1.7153 |
1.7023 |
1.6618 |
|
| R2 |
1.6774 |
1.6774 |
1.6583 |
|
| R1 |
1.6644 |
1.6644 |
1.6549 |
1.6709 |
| PP |
1.6395 |
1.6395 |
1.6395 |
1.6428 |
| S1 |
1.6265 |
1.6265 |
1.6479 |
1.6330 |
| S2 |
1.6016 |
1.6016 |
1.6445 |
|
| S3 |
1.5637 |
1.5886 |
1.6410 |
|
| S4 |
1.5258 |
1.5507 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6525 |
1.6289 |
0.0236 |
1.4% |
0.0048 |
0.3% |
65% |
False |
False |
69 |
| 10 |
1.6525 |
1.6146 |
0.0379 |
2.3% |
0.0059 |
0.4% |
78% |
False |
False |
79 |
| 20 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0056 |
0.3% |
87% |
False |
False |
58 |
| 40 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0052 |
0.3% |
87% |
False |
False |
39 |
| 60 |
1.6525 |
1.5910 |
0.0615 |
3.7% |
0.0038 |
0.2% |
87% |
False |
False |
28 |
| 80 |
1.6525 |
1.5449 |
0.1076 |
6.5% |
0.0030 |
0.2% |
92% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6744 |
|
2.618 |
1.6649 |
|
1.618 |
1.6591 |
|
1.000 |
1.6555 |
|
0.618 |
1.6533 |
|
HIGH |
1.6497 |
|
0.618 |
1.6475 |
|
0.500 |
1.6468 |
|
0.382 |
1.6461 |
|
LOW |
1.6439 |
|
0.618 |
1.6403 |
|
1.000 |
1.6381 |
|
1.618 |
1.6345 |
|
2.618 |
1.6287 |
|
4.250 |
1.6193 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6468 |
1.6482 |
| PP |
1.6459 |
1.6469 |
| S1 |
1.6451 |
1.6455 |
|