CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6477 |
1.6486 |
0.0009 |
0.1% |
1.6505 |
| High |
1.6566 |
1.6536 |
-0.0030 |
-0.2% |
1.6738 |
| Low |
1.6444 |
1.6349 |
-0.0095 |
-0.6% |
1.6421 |
| Close |
1.6507 |
1.6370 |
-0.0137 |
-0.8% |
1.6701 |
| Range |
0.0122 |
0.0187 |
0.0065 |
53.3% |
0.0317 |
| ATR |
0.0136 |
0.0139 |
0.0004 |
2.7% |
0.0000 |
| Volume |
109,192 |
148,571 |
39,379 |
36.1% |
513,558 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6979 |
1.6862 |
1.6473 |
|
| R3 |
1.6792 |
1.6675 |
1.6421 |
|
| R2 |
1.6605 |
1.6605 |
1.6404 |
|
| R1 |
1.6488 |
1.6488 |
1.6387 |
1.6453 |
| PP |
1.6418 |
1.6418 |
1.6418 |
1.6401 |
| S1 |
1.6301 |
1.6301 |
1.6353 |
1.6266 |
| S2 |
1.6231 |
1.6231 |
1.6336 |
|
| S3 |
1.6044 |
1.6114 |
1.6319 |
|
| S4 |
1.5857 |
1.5927 |
1.6267 |
|
|
| 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 |
1.6731 |
1.6349 |
0.0382 |
2.3% |
0.0147 |
0.9% |
5% |
False |
True |
103,712 |
| 10 |
1.6738 |
1.6349 |
0.0389 |
2.4% |
0.0151 |
0.9% |
5% |
False |
True |
110,357 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.6% |
0.0133 |
0.8% |
37% |
False |
False |
109,645 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0140 |
0.9% |
55% |
False |
False |
110,758 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0133 |
0.8% |
55% |
False |
False |
75,827 |
| 80 |
1.6738 |
1.5503 |
0.1235 |
7.5% |
0.0129 |
0.8% |
70% |
False |
False |
56,899 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0125 |
0.8% |
74% |
False |
False |
45,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7331 |
|
2.618 |
1.7026 |
|
1.618 |
1.6839 |
|
1.000 |
1.6723 |
|
0.618 |
1.6652 |
|
HIGH |
1.6536 |
|
0.618 |
1.6465 |
|
0.500 |
1.6443 |
|
0.382 |
1.6420 |
|
LOW |
1.6349 |
|
0.618 |
1.6233 |
|
1.000 |
1.6162 |
|
1.618 |
1.6046 |
|
2.618 |
1.5859 |
|
4.250 |
1.5554 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6443 |
1.6511 |
| PP |
1.6418 |
1.6464 |
| S1 |
1.6394 |
1.6417 |
|