CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6330 |
1.6334 |
0.0004 |
0.0% |
1.6666 |
| High |
1.6356 |
1.6482 |
0.0126 |
0.8% |
1.6708 |
| Low |
1.6294 |
1.6300 |
0.0006 |
0.0% |
1.6332 |
| Close |
1.6320 |
1.6314 |
-0.0006 |
0.0% |
1.6334 |
| Range |
0.0062 |
0.0182 |
0.0120 |
193.5% |
0.0376 |
| ATR |
0.0099 |
0.0105 |
0.0006 |
6.0% |
0.0000 |
| Volume |
124 |
35 |
-89 |
-71.8% |
709 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6911 |
1.6795 |
1.6414 |
|
| R3 |
1.6729 |
1.6613 |
1.6364 |
|
| R2 |
1.6547 |
1.6547 |
1.6347 |
|
| R1 |
1.6431 |
1.6431 |
1.6331 |
1.6398 |
| PP |
1.6365 |
1.6365 |
1.6365 |
1.6349 |
| S1 |
1.6249 |
1.6249 |
1.6297 |
1.6216 |
| S2 |
1.6183 |
1.6183 |
1.6281 |
|
| S3 |
1.6001 |
1.6067 |
1.6264 |
|
| S4 |
1.5819 |
1.5885 |
1.6214 |
|
|
| 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 |
1.6503 |
1.6249 |
0.0254 |
1.6% |
0.0123 |
0.8% |
26% |
False |
False |
131 |
| 10 |
1.6708 |
1.6249 |
0.0459 |
2.8% |
0.0108 |
0.7% |
14% |
False |
False |
118 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0085 |
0.5% |
30% |
False |
False |
95 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0078 |
0.5% |
51% |
False |
False |
68 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0055 |
0.3% |
51% |
False |
False |
46 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0045 |
0.3% |
59% |
False |
False |
36 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0036 |
0.2% |
72% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7256 |
|
2.618 |
1.6958 |
|
1.618 |
1.6776 |
|
1.000 |
1.6664 |
|
0.618 |
1.6594 |
|
HIGH |
1.6482 |
|
0.618 |
1.6412 |
|
0.500 |
1.6391 |
|
0.382 |
1.6370 |
|
LOW |
1.6300 |
|
0.618 |
1.6188 |
|
1.000 |
1.6118 |
|
1.618 |
1.6006 |
|
2.618 |
1.5824 |
|
4.250 |
1.5527 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6391 |
1.6366 |
| PP |
1.6365 |
1.6348 |
| S1 |
1.6340 |
1.6331 |
|