CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6503 |
1.6387 |
-0.0116 |
-0.7% |
1.6666 |
| High |
1.6503 |
1.6407 |
-0.0096 |
-0.6% |
1.6708 |
| Low |
1.6334 |
1.6332 |
-0.0002 |
0.0% |
1.6332 |
| Close |
1.6346 |
1.6334 |
-0.0012 |
-0.1% |
1.6334 |
| Range |
0.0169 |
0.0075 |
-0.0094 |
-55.6% |
0.0376 |
| ATR |
0.0101 |
0.0100 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
82 |
320 |
238 |
290.2% |
709 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6583 |
1.6533 |
1.6375 |
|
| R3 |
1.6508 |
1.6458 |
1.6355 |
|
| R2 |
1.6433 |
1.6433 |
1.6348 |
|
| R1 |
1.6383 |
1.6383 |
1.6341 |
1.6371 |
| PP |
1.6358 |
1.6358 |
1.6358 |
1.6351 |
| S1 |
1.6308 |
1.6308 |
1.6327 |
1.6296 |
| S2 |
1.6283 |
1.6283 |
1.6320 |
|
| S3 |
1.6208 |
1.6233 |
1.6313 |
|
| S4 |
1.6133 |
1.6158 |
1.6293 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7586 |
1.7336 |
1.6541 |
|
| R3 |
1.7210 |
1.6960 |
1.6437 |
|
| R2 |
1.6834 |
1.6834 |
1.6403 |
|
| R1 |
1.6584 |
1.6584 |
1.6368 |
1.6521 |
| PP |
1.6458 |
1.6458 |
1.6458 |
1.6427 |
| S1 |
1.6208 |
1.6208 |
1.6300 |
1.6145 |
| S2 |
1.6082 |
1.6082 |
1.6265 |
|
| S3 |
1.5706 |
1.5832 |
1.6231 |
|
| S4 |
1.5330 |
1.5456 |
1.6127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6708 |
1.6332 |
0.0376 |
2.3% |
0.0117 |
0.7% |
1% |
False |
True |
141 |
| 10 |
1.6708 |
1.6332 |
0.0376 |
2.3% |
0.0091 |
0.6% |
1% |
False |
True |
103 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0078 |
0.5% |
33% |
False |
False |
94 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0070 |
0.4% |
53% |
False |
False |
61 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0049 |
0.3% |
53% |
False |
False |
42 |
| 80 |
1.6708 |
1.5713 |
0.0995 |
6.1% |
0.0040 |
0.2% |
62% |
False |
False |
33 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0032 |
0.2% |
73% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6726 |
|
2.618 |
1.6603 |
|
1.618 |
1.6528 |
|
1.000 |
1.6482 |
|
0.618 |
1.6453 |
|
HIGH |
1.6407 |
|
0.618 |
1.6378 |
|
0.500 |
1.6370 |
|
0.382 |
1.6361 |
|
LOW |
1.6332 |
|
0.618 |
1.6286 |
|
1.000 |
1.6257 |
|
1.618 |
1.6211 |
|
2.618 |
1.6136 |
|
4.250 |
1.6013 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6370 |
1.6434 |
| PP |
1.6358 |
1.6401 |
| S1 |
1.6346 |
1.6367 |
|