CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6638 |
1.6477 |
-0.0161 |
-1.0% |
1.6505 |
| High |
1.6673 |
1.6566 |
-0.0107 |
-0.6% |
1.6738 |
| Low |
1.6453 |
1.6444 |
-0.0009 |
-0.1% |
1.6421 |
| Close |
1.6458 |
1.6507 |
0.0049 |
0.3% |
1.6701 |
| Range |
0.0220 |
0.0122 |
-0.0098 |
-44.5% |
0.0317 |
| ATR |
0.0137 |
0.0136 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
130,745 |
109,192 |
-21,553 |
-16.5% |
513,558 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6872 |
1.6811 |
1.6574 |
|
| R3 |
1.6750 |
1.6689 |
1.6541 |
|
| R2 |
1.6628 |
1.6628 |
1.6529 |
|
| R1 |
1.6567 |
1.6567 |
1.6518 |
1.6598 |
| PP |
1.6506 |
1.6506 |
1.6506 |
1.6521 |
| S1 |
1.6445 |
1.6445 |
1.6496 |
1.6476 |
| S2 |
1.6384 |
1.6384 |
1.6485 |
|
| S3 |
1.6262 |
1.6323 |
1.6473 |
|
| S4 |
1.6140 |
1.6201 |
1.6440 |
|
|
| 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 |
1.6444 |
0.0294 |
1.8% |
0.0144 |
0.9% |
21% |
False |
True |
92,385 |
| 10 |
1.6738 |
1.6296 |
0.0442 |
2.7% |
0.0144 |
0.9% |
48% |
False |
False |
107,520 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.5% |
0.0129 |
0.8% |
60% |
False |
False |
108,218 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0138 |
0.8% |
72% |
False |
False |
108,403 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
4.9% |
0.0131 |
0.8% |
72% |
False |
False |
73,354 |
| 80 |
1.6738 |
1.5461 |
0.1277 |
7.7% |
0.0128 |
0.8% |
82% |
False |
False |
55,043 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.5% |
0.0123 |
0.7% |
84% |
False |
False |
44,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7085 |
|
2.618 |
1.6885 |
|
1.618 |
1.6763 |
|
1.000 |
1.6688 |
|
0.618 |
1.6641 |
|
HIGH |
1.6566 |
|
0.618 |
1.6519 |
|
0.500 |
1.6505 |
|
0.382 |
1.6491 |
|
LOW |
1.6444 |
|
0.618 |
1.6369 |
|
1.000 |
1.6322 |
|
1.618 |
1.6247 |
|
2.618 |
1.6125 |
|
4.250 |
1.5926 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6506 |
1.6588 |
| PP |
1.6506 |
1.6561 |
| S1 |
1.6505 |
1.6534 |
|