CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6635 |
1.6707 |
0.0072 |
0.4% |
1.6505 |
| High |
1.6715 |
1.6731 |
0.0016 |
0.1% |
1.6738 |
| Low |
1.6615 |
1.6625 |
0.0010 |
0.1% |
1.6421 |
| Close |
1.6701 |
1.6673 |
-0.0028 |
-0.2% |
1.6701 |
| Range |
0.0100 |
0.0106 |
0.0006 |
6.0% |
0.0317 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
65,898 |
64,156 |
-1,742 |
-2.6% |
513,558 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6994 |
1.6940 |
1.6731 |
|
| R3 |
1.6888 |
1.6834 |
1.6702 |
|
| R2 |
1.6782 |
1.6782 |
1.6692 |
|
| R1 |
1.6728 |
1.6728 |
1.6683 |
1.6702 |
| PP |
1.6676 |
1.6676 |
1.6676 |
1.6664 |
| S1 |
1.6622 |
1.6622 |
1.6663 |
1.6596 |
| S2 |
1.6570 |
1.6570 |
1.6654 |
|
| S3 |
1.6464 |
1.6516 |
1.6644 |
|
| S4 |
1.6358 |
1.6410 |
1.6615 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7571 |
1.7453 |
1.6875 |
|
| R3 |
1.7254 |
1.7136 |
1.6788 |
|
| R2 |
1.6937 |
1.6937 |
1.6759 |
|
| R1 |
1.6819 |
1.6819 |
1.6730 |
1.6878 |
| PP |
1.6620 |
1.6620 |
1.6620 |
1.6650 |
| S1 |
1.6502 |
1.6502 |
1.6672 |
1.6561 |
| S2 |
1.6303 |
1.6303 |
1.6643 |
|
| S3 |
1.5986 |
1.6185 |
1.6614 |
|
| S4 |
1.5669 |
1.5868 |
1.6527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6738 |
1.6421 |
0.0317 |
1.9% |
0.0136 |
0.8% |
79% |
False |
False |
87,838 |
| 10 |
1.6738 |
1.6154 |
0.0584 |
3.5% |
0.0138 |
0.8% |
89% |
False |
False |
109,365 |
| 20 |
1.6738 |
1.6075 |
0.0663 |
4.0% |
0.0126 |
0.8% |
90% |
False |
False |
107,018 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0135 |
0.8% |
92% |
False |
False |
103,773 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0129 |
0.8% |
92% |
False |
False |
69,357 |
| 80 |
1.6738 |
1.5405 |
0.1333 |
8.0% |
0.0127 |
0.8% |
95% |
False |
False |
52,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7182 |
|
2.618 |
1.7009 |
|
1.618 |
1.6903 |
|
1.000 |
1.6837 |
|
0.618 |
1.6797 |
|
HIGH |
1.6731 |
|
0.618 |
1.6691 |
|
0.500 |
1.6678 |
|
0.382 |
1.6665 |
|
LOW |
1.6625 |
|
0.618 |
1.6559 |
|
1.000 |
1.6519 |
|
1.618 |
1.6453 |
|
2.618 |
1.6347 |
|
4.250 |
1.6175 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6678 |
1.6666 |
| PP |
1.6676 |
1.6660 |
| S1 |
1.6675 |
1.6653 |
|