CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6161 |
1.6220 |
0.0059 |
0.4% |
1.6169 |
| High |
1.6237 |
1.6301 |
0.0064 |
0.4% |
1.6301 |
| Low |
1.6124 |
1.6162 |
0.0038 |
0.2% |
1.6099 |
| Close |
1.6209 |
1.6273 |
0.0064 |
0.4% |
1.6273 |
| Range |
0.0113 |
0.0139 |
0.0026 |
23.0% |
0.0202 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
0.0% |
0.0000 |
| Volume |
119,062 |
126,830 |
7,768 |
6.5% |
619,396 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6662 |
1.6607 |
1.6349 |
|
| R3 |
1.6523 |
1.6468 |
1.6311 |
|
| R2 |
1.6384 |
1.6384 |
1.6298 |
|
| R1 |
1.6329 |
1.6329 |
1.6286 |
1.6357 |
| PP |
1.6245 |
1.6245 |
1.6245 |
1.6259 |
| S1 |
1.6190 |
1.6190 |
1.6260 |
1.6218 |
| S2 |
1.6106 |
1.6106 |
1.6248 |
|
| S3 |
1.5967 |
1.6051 |
1.6235 |
|
| S4 |
1.5828 |
1.5912 |
1.6197 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6830 |
1.6754 |
1.6384 |
|
| R3 |
1.6628 |
1.6552 |
1.6329 |
|
| R2 |
1.6426 |
1.6426 |
1.6310 |
|
| R1 |
1.6350 |
1.6350 |
1.6292 |
1.6388 |
| PP |
1.6224 |
1.6224 |
1.6224 |
1.6244 |
| S1 |
1.6148 |
1.6148 |
1.6254 |
1.6186 |
| S2 |
1.6022 |
1.6022 |
1.6236 |
|
| S3 |
1.5820 |
1.5946 |
1.6217 |
|
| S4 |
1.5618 |
1.5744 |
1.6162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6301 |
1.6099 |
0.0202 |
1.2% |
0.0132 |
0.8% |
86% |
True |
False |
123,879 |
| 10 |
1.6512 |
1.6099 |
0.0413 |
2.5% |
0.0141 |
0.9% |
42% |
False |
False |
122,656 |
| 20 |
1.6738 |
1.6099 |
0.0639 |
3.9% |
0.0141 |
0.9% |
27% |
False |
False |
117,046 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0133 |
0.8% |
43% |
False |
False |
114,734 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
43% |
False |
False |
98,689 |
| 80 |
1.6738 |
1.5811 |
0.0927 |
5.7% |
0.0130 |
0.8% |
50% |
False |
False |
74,065 |
| 100 |
1.6738 |
1.5355 |
0.1383 |
8.5% |
0.0130 |
0.8% |
66% |
False |
False |
59,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6892 |
|
2.618 |
1.6665 |
|
1.618 |
1.6526 |
|
1.000 |
1.6440 |
|
0.618 |
1.6387 |
|
HIGH |
1.6301 |
|
0.618 |
1.6248 |
|
0.500 |
1.6232 |
|
0.382 |
1.6215 |
|
LOW |
1.6162 |
|
0.618 |
1.6076 |
|
1.000 |
1.6023 |
|
1.618 |
1.5937 |
|
2.618 |
1.5798 |
|
4.250 |
1.5571 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6259 |
1.6249 |
| PP |
1.6245 |
1.6224 |
| S1 |
1.6232 |
1.6200 |
|