CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6181 |
1.6269 |
0.0088 |
0.5% |
1.6169 |
| High |
1.6291 |
1.6406 |
0.0115 |
0.7% |
1.6301 |
| Low |
1.6129 |
1.6267 |
0.0138 |
0.9% |
1.6099 |
| Close |
1.6274 |
1.6389 |
0.0115 |
0.7% |
1.6273 |
| Range |
0.0162 |
0.0139 |
-0.0023 |
-14.2% |
0.0202 |
| ATR |
0.0145 |
0.0144 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
122,833 |
119,481 |
-3,352 |
-2.7% |
619,396 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6771 |
1.6719 |
1.6465 |
|
| R3 |
1.6632 |
1.6580 |
1.6427 |
|
| R2 |
1.6493 |
1.6493 |
1.6414 |
|
| R1 |
1.6441 |
1.6441 |
1.6402 |
1.6467 |
| PP |
1.6354 |
1.6354 |
1.6354 |
1.6367 |
| S1 |
1.6302 |
1.6302 |
1.6376 |
1.6328 |
| S2 |
1.6215 |
1.6215 |
1.6364 |
|
| S3 |
1.6076 |
1.6163 |
1.6351 |
|
| S4 |
1.5937 |
1.6024 |
1.6313 |
|
|
| 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 |
1.6406 |
1.6053 |
0.0353 |
2.2% |
0.0157 |
1.0% |
95% |
True |
False |
117,192 |
| 10 |
1.6406 |
1.6053 |
0.0353 |
2.2% |
0.0147 |
0.9% |
95% |
True |
False |
120,003 |
| 20 |
1.6731 |
1.6053 |
0.0678 |
4.1% |
0.0145 |
0.9% |
50% |
False |
False |
117,620 |
| 40 |
1.6738 |
1.5954 |
0.0784 |
4.8% |
0.0138 |
0.8% |
55% |
False |
False |
116,142 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0138 |
0.8% |
57% |
False |
False |
106,302 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0132 |
0.8% |
57% |
False |
False |
79,800 |
| 100 |
1.6738 |
1.5405 |
0.1333 |
8.1% |
0.0131 |
0.8% |
74% |
False |
False |
63,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6997 |
|
2.618 |
1.6770 |
|
1.618 |
1.6631 |
|
1.000 |
1.6545 |
|
0.618 |
1.6492 |
|
HIGH |
1.6406 |
|
0.618 |
1.6353 |
|
0.500 |
1.6337 |
|
0.382 |
1.6320 |
|
LOW |
1.6267 |
|
0.618 |
1.6181 |
|
1.000 |
1.6128 |
|
1.618 |
1.6042 |
|
2.618 |
1.5903 |
|
4.250 |
1.5676 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6372 |
1.6336 |
| PP |
1.6354 |
1.6283 |
| S1 |
1.6337 |
1.6230 |
|