CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6655 |
1.6666 |
0.0011 |
0.1% |
1.6496 |
| High |
1.6678 |
1.6708 |
0.0030 |
0.2% |
1.6693 |
| Low |
1.6655 |
1.6607 |
-0.0048 |
-0.3% |
1.6436 |
| Close |
1.6677 |
1.6649 |
-0.0028 |
-0.2% |
1.6677 |
| Range |
0.0023 |
0.0101 |
0.0078 |
339.1% |
0.0257 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0000 |
| Volume |
84 |
18 |
-66 |
-78.6% |
328 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6958 |
1.6904 |
1.6705 |
|
| R3 |
1.6857 |
1.6803 |
1.6677 |
|
| R2 |
1.6756 |
1.6756 |
1.6668 |
|
| R1 |
1.6702 |
1.6702 |
1.6658 |
1.6679 |
| PP |
1.6655 |
1.6655 |
1.6655 |
1.6643 |
| S1 |
1.6601 |
1.6601 |
1.6640 |
1.6578 |
| S2 |
1.6554 |
1.6554 |
1.6630 |
|
| S3 |
1.6453 |
1.6500 |
1.6621 |
|
| S4 |
1.6352 |
1.6399 |
1.6593 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7373 |
1.7282 |
1.6818 |
|
| R3 |
1.7116 |
1.7025 |
1.6748 |
|
| R2 |
1.6859 |
1.6859 |
1.6724 |
|
| R1 |
1.6768 |
1.6768 |
1.6701 |
1.6814 |
| PP |
1.6602 |
1.6602 |
1.6602 |
1.6625 |
| S1 |
1.6511 |
1.6511 |
1.6653 |
1.6557 |
| S2 |
1.6345 |
1.6345 |
1.6630 |
|
| S3 |
1.6088 |
1.6254 |
1.6606 |
|
| S4 |
1.5831 |
1.5997 |
1.6536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6708 |
1.6436 |
0.0272 |
1.6% |
0.0077 |
0.5% |
78% |
True |
False |
56 |
| 10 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0067 |
0.4% |
90% |
True |
False |
62 |
| 20 |
1.6708 |
1.6082 |
0.0626 |
3.8% |
0.0063 |
0.4% |
91% |
True |
False |
68 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.8% |
0.0059 |
0.4% |
93% |
True |
False |
44 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.8% |
0.0041 |
0.2% |
93% |
True |
False |
31 |
| 80 |
1.6708 |
1.5503 |
0.1205 |
7.2% |
0.0034 |
0.2% |
95% |
True |
False |
25 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.3% |
0.0029 |
0.2% |
96% |
True |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7137 |
|
2.618 |
1.6972 |
|
1.618 |
1.6871 |
|
1.000 |
1.6809 |
|
0.618 |
1.6770 |
|
HIGH |
1.6708 |
|
0.618 |
1.6669 |
|
0.500 |
1.6658 |
|
0.382 |
1.6646 |
|
LOW |
1.6607 |
|
0.618 |
1.6545 |
|
1.000 |
1.6506 |
|
1.618 |
1.6444 |
|
2.618 |
1.6343 |
|
4.250 |
1.6178 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6658 |
1.6651 |
| PP |
1.6655 |
1.6650 |
| S1 |
1.6652 |
1.6650 |
|