CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6369 |
1.6384 |
0.0015 |
0.1% |
1.6707 |
| High |
1.6400 |
1.6415 |
0.0015 |
0.1% |
1.6731 |
| Low |
1.6262 |
1.6308 |
0.0046 |
0.3% |
1.6347 |
| Close |
1.6382 |
1.6343 |
-0.0039 |
-0.2% |
1.6358 |
| Range |
0.0138 |
0.0107 |
-0.0031 |
-22.5% |
0.0384 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
121,195 |
76,844 |
-44,351 |
-36.6% |
600,804 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6676 |
1.6617 |
1.6402 |
|
| R3 |
1.6569 |
1.6510 |
1.6372 |
|
| R2 |
1.6462 |
1.6462 |
1.6363 |
|
| R1 |
1.6403 |
1.6403 |
1.6353 |
1.6379 |
| PP |
1.6355 |
1.6355 |
1.6355 |
1.6344 |
| S1 |
1.6296 |
1.6296 |
1.6333 |
1.6272 |
| S2 |
1.6248 |
1.6248 |
1.6323 |
|
| S3 |
1.6141 |
1.6189 |
1.6314 |
|
| S4 |
1.6034 |
1.6082 |
1.6284 |
|
|
| 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 |
1.6566 |
1.6262 |
0.0304 |
1.9% |
0.0133 |
0.8% |
27% |
False |
False |
120,788 |
| 10 |
1.6738 |
1.6262 |
0.0476 |
2.9% |
0.0146 |
0.9% |
17% |
False |
False |
108,161 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.6% |
0.0133 |
0.8% |
32% |
False |
False |
112,315 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
52% |
False |
False |
111,269 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0134 |
0.8% |
52% |
False |
False |
81,595 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.1% |
0.0129 |
0.8% |
61% |
False |
False |
61,223 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0125 |
0.8% |
72% |
False |
False |
48,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6870 |
|
2.618 |
1.6695 |
|
1.618 |
1.6588 |
|
1.000 |
1.6522 |
|
0.618 |
1.6481 |
|
HIGH |
1.6415 |
|
0.618 |
1.6374 |
|
0.500 |
1.6362 |
|
0.382 |
1.6349 |
|
LOW |
1.6308 |
|
0.618 |
1.6242 |
|
1.000 |
1.6201 |
|
1.618 |
1.6135 |
|
2.618 |
1.6028 |
|
4.250 |
1.5853 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6362 |
1.6359 |
| PP |
1.6355 |
1.6354 |
| S1 |
1.6349 |
1.6348 |
|