CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6707 |
1.6638 |
-0.0069 |
-0.4% |
1.6505 |
| High |
1.6731 |
1.6673 |
-0.0058 |
-0.3% |
1.6738 |
| Low |
1.6625 |
1.6453 |
-0.0172 |
-1.0% |
1.6421 |
| Close |
1.6673 |
1.6458 |
-0.0215 |
-1.3% |
1.6701 |
| Range |
0.0106 |
0.0220 |
0.0114 |
107.5% |
0.0317 |
| ATR |
0.0130 |
0.0137 |
0.0006 |
4.9% |
0.0000 |
| Volume |
64,156 |
130,745 |
66,589 |
103.8% |
513,558 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7188 |
1.7043 |
1.6579 |
|
| R3 |
1.6968 |
1.6823 |
1.6519 |
|
| R2 |
1.6748 |
1.6748 |
1.6498 |
|
| R1 |
1.6603 |
1.6603 |
1.6478 |
1.6566 |
| PP |
1.6528 |
1.6528 |
1.6528 |
1.6509 |
| S1 |
1.6383 |
1.6383 |
1.6438 |
1.6346 |
| S2 |
1.6308 |
1.6308 |
1.6418 |
|
| S3 |
1.6088 |
1.6163 |
1.6398 |
|
| S4 |
1.5868 |
1.5943 |
1.6337 |
|
|
| 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 |
1.6425 |
0.0313 |
1.9% |
0.0160 |
1.0% |
11% |
False |
False |
95,534 |
| 10 |
1.6738 |
1.6219 |
0.0519 |
3.2% |
0.0143 |
0.9% |
46% |
False |
False |
106,943 |
| 20 |
1.6738 |
1.6075 |
0.0663 |
4.0% |
0.0133 |
0.8% |
58% |
False |
False |
109,483 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
66% |
False |
False |
106,518 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0131 |
0.8% |
66% |
False |
False |
71,534 |
| 80 |
1.6738 |
1.5405 |
0.1333 |
8.1% |
0.0128 |
0.8% |
79% |
False |
False |
53,678 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.5% |
0.0121 |
0.7% |
80% |
False |
False |
42,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7608 |
|
2.618 |
1.7249 |
|
1.618 |
1.7029 |
|
1.000 |
1.6893 |
|
0.618 |
1.6809 |
|
HIGH |
1.6673 |
|
0.618 |
1.6589 |
|
0.500 |
1.6563 |
|
0.382 |
1.6537 |
|
LOW |
1.6453 |
|
0.618 |
1.6317 |
|
1.000 |
1.6233 |
|
1.618 |
1.6097 |
|
2.618 |
1.5877 |
|
4.250 |
1.5518 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6563 |
1.6592 |
| PP |
1.6528 |
1.6547 |
| S1 |
1.6493 |
1.6503 |
|