CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6334 |
1.6342 |
0.0008 |
0.0% |
1.6666 |
| High |
1.6482 |
1.6342 |
-0.0140 |
-0.8% |
1.6708 |
| Low |
1.6300 |
1.6210 |
-0.0090 |
-0.6% |
1.6332 |
| Close |
1.6314 |
1.6255 |
-0.0059 |
-0.4% |
1.6334 |
| Range |
0.0182 |
0.0132 |
-0.0050 |
-27.5% |
0.0376 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.8% |
0.0000 |
| Volume |
35 |
90 |
55 |
157.1% |
709 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6665 |
1.6592 |
1.6328 |
|
| R3 |
1.6533 |
1.6460 |
1.6291 |
|
| R2 |
1.6401 |
1.6401 |
1.6279 |
|
| R1 |
1.6328 |
1.6328 |
1.6267 |
1.6299 |
| PP |
1.6269 |
1.6269 |
1.6269 |
1.6254 |
| S1 |
1.6196 |
1.6196 |
1.6243 |
1.6167 |
| S2 |
1.6137 |
1.6137 |
1.6231 |
|
| S3 |
1.6005 |
1.6064 |
1.6219 |
|
| S4 |
1.5873 |
1.5932 |
1.6182 |
|
|
| 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 |
1.6482 |
1.6210 |
0.0272 |
1.7% |
0.0116 |
0.7% |
17% |
False |
True |
132 |
| 10 |
1.6708 |
1.6210 |
0.0498 |
3.1% |
0.0111 |
0.7% |
9% |
False |
True |
113 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.5% |
0.0089 |
0.5% |
19% |
False |
False |
95 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0078 |
0.5% |
43% |
False |
False |
69 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0057 |
0.4% |
43% |
False |
False |
48 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0045 |
0.3% |
53% |
False |
False |
37 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0037 |
0.2% |
67% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6903 |
|
2.618 |
1.6688 |
|
1.618 |
1.6556 |
|
1.000 |
1.6474 |
|
0.618 |
1.6424 |
|
HIGH |
1.6342 |
|
0.618 |
1.6292 |
|
0.500 |
1.6276 |
|
0.382 |
1.6260 |
|
LOW |
1.6210 |
|
0.618 |
1.6128 |
|
1.000 |
1.6078 |
|
1.618 |
1.5996 |
|
2.618 |
1.5864 |
|
4.250 |
1.5649 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6276 |
1.6346 |
| PP |
1.6269 |
1.6316 |
| S1 |
1.6262 |
1.6285 |
|