CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6269 |
1.6388 |
0.0119 |
0.7% |
1.6223 |
| High |
1.6406 |
1.6508 |
0.0102 |
0.6% |
1.6508 |
| Low |
1.6267 |
1.6377 |
0.0110 |
0.7% |
1.6053 |
| Close |
1.6389 |
1.6487 |
0.0098 |
0.6% |
1.6487 |
| Range |
0.0139 |
0.0131 |
-0.0008 |
-5.8% |
0.0455 |
| ATR |
0.0144 |
0.0143 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
119,481 |
104,544 |
-14,937 |
-12.5% |
563,678 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6850 |
1.6800 |
1.6559 |
|
| R3 |
1.6719 |
1.6669 |
1.6523 |
|
| R2 |
1.6588 |
1.6588 |
1.6511 |
|
| R1 |
1.6538 |
1.6538 |
1.6499 |
1.6563 |
| PP |
1.6457 |
1.6457 |
1.6457 |
1.6470 |
| S1 |
1.6407 |
1.6407 |
1.6475 |
1.6432 |
| S2 |
1.6326 |
1.6326 |
1.6463 |
|
| S3 |
1.6195 |
1.6276 |
1.6451 |
|
| S4 |
1.6064 |
1.6145 |
1.6415 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7714 |
1.7556 |
1.6737 |
|
| R3 |
1.7259 |
1.7101 |
1.6612 |
|
| R2 |
1.6804 |
1.6804 |
1.6570 |
|
| R1 |
1.6646 |
1.6646 |
1.6529 |
1.6725 |
| PP |
1.6349 |
1.6349 |
1.6349 |
1.6389 |
| S1 |
1.6191 |
1.6191 |
1.6445 |
1.6270 |
| S2 |
1.5894 |
1.5894 |
1.6404 |
|
| S3 |
1.5439 |
1.5736 |
1.6362 |
|
| S4 |
1.4984 |
1.5281 |
1.6237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6508 |
1.6053 |
0.0455 |
2.8% |
0.0155 |
0.9% |
95% |
True |
False |
112,735 |
| 10 |
1.6508 |
1.6053 |
0.0455 |
2.8% |
0.0144 |
0.9% |
95% |
True |
False |
118,307 |
| 20 |
1.6731 |
1.6053 |
0.0678 |
4.1% |
0.0147 |
0.9% |
64% |
False |
False |
119,552 |
| 40 |
1.6738 |
1.5954 |
0.0784 |
4.8% |
0.0138 |
0.8% |
68% |
False |
False |
115,493 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0139 |
0.8% |
69% |
False |
False |
108,012 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0133 |
0.8% |
69% |
False |
False |
81,105 |
| 100 |
1.6738 |
1.5405 |
0.1333 |
8.1% |
0.0131 |
0.8% |
81% |
False |
False |
64,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7065 |
|
2.618 |
1.6851 |
|
1.618 |
1.6720 |
|
1.000 |
1.6639 |
|
0.618 |
1.6589 |
|
HIGH |
1.6508 |
|
0.618 |
1.6458 |
|
0.500 |
1.6443 |
|
0.382 |
1.6427 |
|
LOW |
1.6377 |
|
0.618 |
1.6296 |
|
1.000 |
1.6246 |
|
1.618 |
1.6165 |
|
2.618 |
1.6034 |
|
4.250 |
1.5820 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6472 |
1.6431 |
| PP |
1.6457 |
1.6375 |
| S1 |
1.6443 |
1.6319 |
|