CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6381 |
1.6369 |
-0.0012 |
-0.1% |
1.6707 |
| High |
1.6456 |
1.6400 |
-0.0056 |
-0.3% |
1.6731 |
| Low |
1.6347 |
1.6262 |
-0.0085 |
-0.5% |
1.6347 |
| Close |
1.6358 |
1.6382 |
0.0024 |
0.1% |
1.6358 |
| Range |
0.0109 |
0.0138 |
0.0029 |
26.6% |
0.0384 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
0.0% |
0.0000 |
| Volume |
148,140 |
121,195 |
-26,945 |
-18.2% |
600,804 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6762 |
1.6710 |
1.6458 |
|
| R3 |
1.6624 |
1.6572 |
1.6420 |
|
| R2 |
1.6486 |
1.6486 |
1.6407 |
|
| R1 |
1.6434 |
1.6434 |
1.6395 |
1.6460 |
| PP |
1.6348 |
1.6348 |
1.6348 |
1.6361 |
| S1 |
1.6296 |
1.6296 |
1.6369 |
1.6322 |
| S2 |
1.6210 |
1.6210 |
1.6357 |
|
| S3 |
1.6072 |
1.6158 |
1.6344 |
|
| S4 |
1.5934 |
1.6020 |
1.6306 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7631 |
1.7378 |
1.6569 |
|
| R3 |
1.7247 |
1.6994 |
1.6464 |
|
| R2 |
1.6863 |
1.6863 |
1.6428 |
|
| R1 |
1.6610 |
1.6610 |
1.6393 |
1.6545 |
| PP |
1.6479 |
1.6479 |
1.6479 |
1.6446 |
| S1 |
1.6226 |
1.6226 |
1.6323 |
1.6161 |
| S2 |
1.6095 |
1.6095 |
1.6288 |
|
| S3 |
1.5711 |
1.5842 |
1.6252 |
|
| S4 |
1.5327 |
1.5458 |
1.6147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6673 |
1.6262 |
0.0411 |
2.5% |
0.0155 |
0.9% |
29% |
False |
True |
131,568 |
| 10 |
1.6738 |
1.6262 |
0.0476 |
2.9% |
0.0146 |
0.9% |
25% |
False |
True |
109,703 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.6% |
0.0134 |
0.8% |
39% |
False |
False |
112,678 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0138 |
0.8% |
56% |
False |
False |
112,309 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0134 |
0.8% |
56% |
False |
False |
80,315 |
| 80 |
1.6738 |
1.5707 |
0.1031 |
6.3% |
0.0129 |
0.8% |
65% |
False |
False |
60,264 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0125 |
0.8% |
75% |
False |
False |
48,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6987 |
|
2.618 |
1.6761 |
|
1.618 |
1.6623 |
|
1.000 |
1.6538 |
|
0.618 |
1.6485 |
|
HIGH |
1.6400 |
|
0.618 |
1.6347 |
|
0.500 |
1.6331 |
|
0.382 |
1.6315 |
|
LOW |
1.6262 |
|
0.618 |
1.6177 |
|
1.000 |
1.6124 |
|
1.618 |
1.6039 |
|
2.618 |
1.5901 |
|
4.250 |
1.5676 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6365 |
1.6399 |
| PP |
1.6348 |
1.6393 |
| S1 |
1.6331 |
1.6388 |
|