CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6360 |
1.6346 |
-0.0014 |
-0.1% |
1.6707 |
| High |
1.6512 |
1.6375 |
-0.0137 |
-0.8% |
1.6731 |
| Low |
1.6315 |
1.6229 |
-0.0086 |
-0.5% |
1.6347 |
| Close |
1.6337 |
1.6278 |
-0.0059 |
-0.4% |
1.6358 |
| Range |
0.0197 |
0.0146 |
-0.0051 |
-25.9% |
0.0384 |
| ATR |
0.0139 |
0.0140 |
0.0000 |
0.3% |
0.0000 |
| Volume |
143,491 |
144,134 |
643 |
0.4% |
600,804 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6732 |
1.6651 |
1.6358 |
|
| R3 |
1.6586 |
1.6505 |
1.6318 |
|
| R2 |
1.6440 |
1.6440 |
1.6305 |
|
| R1 |
1.6359 |
1.6359 |
1.6291 |
1.6327 |
| PP |
1.6294 |
1.6294 |
1.6294 |
1.6278 |
| S1 |
1.6213 |
1.6213 |
1.6265 |
1.6181 |
| S2 |
1.6148 |
1.6148 |
1.6251 |
|
| S3 |
1.6002 |
1.6067 |
1.6238 |
|
| S4 |
1.5856 |
1.5921 |
1.6198 |
|
|
| 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 |
1.6512 |
1.6229 |
0.0283 |
1.7% |
0.0139 |
0.9% |
17% |
False |
True |
126,760 |
| 10 |
1.6731 |
1.6229 |
0.0502 |
3.1% |
0.0143 |
0.9% |
10% |
False |
True |
115,236 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.6% |
0.0141 |
0.9% |
21% |
False |
False |
115,374 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
44% |
False |
False |
112,559 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
44% |
False |
False |
86,382 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0129 |
0.8% |
54% |
False |
False |
64,816 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0126 |
0.8% |
67% |
False |
False |
51,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6996 |
|
2.618 |
1.6757 |
|
1.618 |
1.6611 |
|
1.000 |
1.6521 |
|
0.618 |
1.6465 |
|
HIGH |
1.6375 |
|
0.618 |
1.6319 |
|
0.500 |
1.6302 |
|
0.382 |
1.6285 |
|
LOW |
1.6229 |
|
0.618 |
1.6139 |
|
1.000 |
1.6083 |
|
1.618 |
1.5993 |
|
2.618 |
1.5847 |
|
4.250 |
1.5609 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6302 |
1.6371 |
| PP |
1.6294 |
1.6340 |
| S1 |
1.6286 |
1.6309 |
|