CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6342 |
1.6260 |
-0.0082 |
-0.5% |
1.6342 |
| High |
1.6342 |
1.6261 |
-0.0081 |
-0.5% |
1.6482 |
| Low |
1.6210 |
1.6122 |
-0.0088 |
-0.5% |
1.6122 |
| Close |
1.6255 |
1.6145 |
-0.0110 |
-0.7% |
1.6145 |
| Range |
0.0132 |
0.0139 |
0.0007 |
5.3% |
0.0360 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.1% |
0.0000 |
| Volume |
90 |
66 |
-24 |
-26.7% |
410 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6593 |
1.6508 |
1.6221 |
|
| R3 |
1.6454 |
1.6369 |
1.6183 |
|
| R2 |
1.6315 |
1.6315 |
1.6170 |
|
| R1 |
1.6230 |
1.6230 |
1.6158 |
1.6203 |
| PP |
1.6176 |
1.6176 |
1.6176 |
1.6163 |
| S1 |
1.6091 |
1.6091 |
1.6132 |
1.6064 |
| S2 |
1.6037 |
1.6037 |
1.6120 |
|
| S3 |
1.5898 |
1.5952 |
1.6107 |
|
| S4 |
1.5759 |
1.5813 |
1.6069 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7097 |
1.6343 |
|
| R3 |
1.6970 |
1.6737 |
1.6244 |
|
| R2 |
1.6610 |
1.6610 |
1.6211 |
|
| R1 |
1.6377 |
1.6377 |
1.6178 |
1.6314 |
| PP |
1.6250 |
1.6250 |
1.6250 |
1.6218 |
| S1 |
1.6017 |
1.6017 |
1.6112 |
1.5954 |
| S2 |
1.5890 |
1.5890 |
1.6079 |
|
| S3 |
1.5530 |
1.5657 |
1.6046 |
|
| S4 |
1.5170 |
1.5297 |
1.5947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6482 |
1.6122 |
0.0360 |
2.2% |
0.0128 |
0.8% |
6% |
False |
True |
82 |
| 10 |
1.6708 |
1.6122 |
0.0586 |
3.6% |
0.0123 |
0.8% |
4% |
False |
True |
111 |
| 20 |
1.6708 |
1.6122 |
0.0586 |
3.6% |
0.0092 |
0.6% |
4% |
False |
True |
90 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0080 |
0.5% |
29% |
False |
False |
70 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0060 |
0.4% |
29% |
False |
False |
49 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0047 |
0.3% |
41% |
False |
False |
38 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.6% |
0.0039 |
0.2% |
59% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6852 |
|
2.618 |
1.6625 |
|
1.618 |
1.6486 |
|
1.000 |
1.6400 |
|
0.618 |
1.6347 |
|
HIGH |
1.6261 |
|
0.618 |
1.6208 |
|
0.500 |
1.6192 |
|
0.382 |
1.6175 |
|
LOW |
1.6122 |
|
0.618 |
1.6036 |
|
1.000 |
1.5983 |
|
1.618 |
1.5897 |
|
2.618 |
1.5758 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6192 |
1.6302 |
| PP |
1.6176 |
1.6250 |
| S1 |
1.6161 |
1.6197 |
|