CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6346 |
1.6284 |
-0.0062 |
-0.4% |
1.6369 |
| High |
1.6375 |
1.6302 |
-0.0073 |
-0.4% |
1.6512 |
| Low |
1.6229 |
1.6139 |
-0.0090 |
-0.6% |
1.6139 |
| Close |
1.6278 |
1.6168 |
-0.0110 |
-0.7% |
1.6168 |
| Range |
0.0146 |
0.0163 |
0.0017 |
11.6% |
0.0373 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.2% |
0.0000 |
| Volume |
144,134 |
121,509 |
-22,625 |
-15.7% |
607,173 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6692 |
1.6593 |
1.6258 |
|
| R3 |
1.6529 |
1.6430 |
1.6213 |
|
| R2 |
1.6366 |
1.6366 |
1.6198 |
|
| R1 |
1.6267 |
1.6267 |
1.6183 |
1.6235 |
| PP |
1.6203 |
1.6203 |
1.6203 |
1.6187 |
| S1 |
1.6104 |
1.6104 |
1.6153 |
1.6072 |
| S2 |
1.6040 |
1.6040 |
1.6138 |
|
| S3 |
1.5877 |
1.5941 |
1.6123 |
|
| S4 |
1.5714 |
1.5778 |
1.6078 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7392 |
1.7153 |
1.6373 |
|
| R3 |
1.7019 |
1.6780 |
1.6271 |
|
| R2 |
1.6646 |
1.6646 |
1.6236 |
|
| R1 |
1.6407 |
1.6407 |
1.6202 |
1.6340 |
| PP |
1.6273 |
1.6273 |
1.6273 |
1.6240 |
| S1 |
1.6034 |
1.6034 |
1.6134 |
1.5967 |
| S2 |
1.5900 |
1.5900 |
1.6100 |
|
| S3 |
1.5527 |
1.5661 |
1.6065 |
|
| S4 |
1.5154 |
1.5288 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6512 |
1.6139 |
0.0373 |
2.3% |
0.0150 |
0.9% |
8% |
False |
True |
121,434 |
| 10 |
1.6731 |
1.6139 |
0.0592 |
3.7% |
0.0150 |
0.9% |
5% |
False |
True |
120,797 |
| 20 |
1.6738 |
1.6139 |
0.0599 |
3.7% |
0.0142 |
0.9% |
5% |
False |
True |
116,136 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0136 |
0.8% |
30% |
False |
False |
112,678 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0135 |
0.8% |
30% |
False |
False |
88,405 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0131 |
0.8% |
43% |
False |
False |
66,332 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.7% |
0.0127 |
0.8% |
59% |
False |
False |
53,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6995 |
|
2.618 |
1.6729 |
|
1.618 |
1.6566 |
|
1.000 |
1.6465 |
|
0.618 |
1.6403 |
|
HIGH |
1.6302 |
|
0.618 |
1.6240 |
|
0.500 |
1.6221 |
|
0.382 |
1.6201 |
|
LOW |
1.6139 |
|
0.618 |
1.6038 |
|
1.000 |
1.5976 |
|
1.618 |
1.5875 |
|
2.618 |
1.5712 |
|
4.250 |
1.5446 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6221 |
1.6326 |
| PP |
1.6203 |
1.6273 |
| S1 |
1.6186 |
1.6221 |
|