CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6223 |
1.6120 |
-0.0103 |
-0.6% |
1.6169 |
| High |
1.6273 |
1.6206 |
-0.0067 |
-0.4% |
1.6301 |
| Low |
1.6081 |
1.6053 |
-0.0028 |
-0.2% |
1.6099 |
| Close |
1.6113 |
1.6178 |
0.0065 |
0.4% |
1.6273 |
| Range |
0.0192 |
0.0153 |
-0.0039 |
-20.3% |
0.0202 |
| ATR |
0.0143 |
0.0143 |
0.0001 |
0.5% |
0.0000 |
| Volume |
114,345 |
102,475 |
-11,870 |
-10.4% |
619,396 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6605 |
1.6544 |
1.6262 |
|
| R3 |
1.6452 |
1.6391 |
1.6220 |
|
| R2 |
1.6299 |
1.6299 |
1.6206 |
|
| R1 |
1.6238 |
1.6238 |
1.6192 |
1.6269 |
| PP |
1.6146 |
1.6146 |
1.6146 |
1.6161 |
| S1 |
1.6085 |
1.6085 |
1.6164 |
1.6116 |
| S2 |
1.5993 |
1.5993 |
1.6150 |
|
| S3 |
1.5840 |
1.5932 |
1.6136 |
|
| S4 |
1.5687 |
1.5779 |
1.6094 |
|
|
| 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 |
1.6053 |
0.0248 |
1.5% |
0.0156 |
1.0% |
50% |
False |
True |
124,144 |
| 10 |
1.6512 |
1.6053 |
0.0459 |
2.8% |
0.0151 |
0.9% |
27% |
False |
True |
124,535 |
| 20 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0149 |
0.9% |
18% |
False |
True |
116,348 |
| 40 |
1.6738 |
1.5927 |
0.0811 |
5.0% |
0.0135 |
0.8% |
31% |
False |
False |
114,998 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0137 |
0.8% |
31% |
False |
False |
102,288 |
| 80 |
1.6738 |
1.5857 |
0.0881 |
5.4% |
0.0132 |
0.8% |
36% |
False |
False |
76,772 |
| 100 |
1.6738 |
1.5405 |
0.1333 |
8.2% |
0.0132 |
0.8% |
58% |
False |
False |
61,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6856 |
|
2.618 |
1.6607 |
|
1.618 |
1.6454 |
|
1.000 |
1.6359 |
|
0.618 |
1.6301 |
|
HIGH |
1.6206 |
|
0.618 |
1.6148 |
|
0.500 |
1.6130 |
|
0.382 |
1.6111 |
|
LOW |
1.6053 |
|
0.618 |
1.5958 |
|
1.000 |
1.5900 |
|
1.618 |
1.5805 |
|
2.618 |
1.5652 |
|
4.250 |
1.5403 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6162 |
1.6178 |
| PP |
1.6146 |
1.6177 |
| S1 |
1.6130 |
1.6177 |
|