CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6181 |
0.0061 |
0.4% |
1.6169 |
| High |
1.6206 |
1.6291 |
0.0085 |
0.5% |
1.6301 |
| Low |
1.6053 |
1.6129 |
0.0076 |
0.5% |
1.6099 |
| Close |
1.6178 |
1.6274 |
0.0096 |
0.6% |
1.6273 |
| Range |
0.0153 |
0.0162 |
0.0009 |
5.9% |
0.0202 |
| ATR |
0.0143 |
0.0145 |
0.0001 |
0.9% |
0.0000 |
| Volume |
102,475 |
122,833 |
20,358 |
19.9% |
619,396 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6717 |
1.6658 |
1.6363 |
|
| R3 |
1.6555 |
1.6496 |
1.6319 |
|
| R2 |
1.6393 |
1.6393 |
1.6304 |
|
| R1 |
1.6334 |
1.6334 |
1.6289 |
1.6364 |
| PP |
1.6231 |
1.6231 |
1.6231 |
1.6246 |
| S1 |
1.6172 |
1.6172 |
1.6259 |
1.6202 |
| S2 |
1.6069 |
1.6069 |
1.6244 |
|
| S3 |
1.5907 |
1.6010 |
1.6229 |
|
| S4 |
1.5745 |
1.5848 |
1.6185 |
|
|
| 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% |
0.0152 |
0.9% |
89% |
False |
False |
117,109 |
| 10 |
1.6375 |
1.6053 |
0.0322 |
2.0% |
0.0148 |
0.9% |
69% |
False |
False |
122,469 |
| 20 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0147 |
0.9% |
32% |
False |
False |
116,243 |
| 40 |
1.6738 |
1.5954 |
0.0784 |
4.8% |
0.0137 |
0.8% |
41% |
False |
False |
115,803 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0138 |
0.8% |
43% |
False |
False |
104,325 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0132 |
0.8% |
43% |
False |
False |
78,307 |
| 100 |
1.6738 |
1.5405 |
0.1333 |
8.2% |
0.0131 |
0.8% |
65% |
False |
False |
62,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6980 |
|
2.618 |
1.6715 |
|
1.618 |
1.6553 |
|
1.000 |
1.6453 |
|
0.618 |
1.6391 |
|
HIGH |
1.6291 |
|
0.618 |
1.6229 |
|
0.500 |
1.6210 |
|
0.382 |
1.6191 |
|
LOW |
1.6129 |
|
0.618 |
1.6029 |
|
1.000 |
1.5967 |
|
1.618 |
1.5867 |
|
2.618 |
1.5705 |
|
4.250 |
1.5441 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6253 |
1.6240 |
| PP |
1.6231 |
1.6206 |
| S1 |
1.6210 |
1.6172 |
|