CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6260 |
1.6143 |
-0.0117 |
-0.7% |
1.6342 |
| High |
1.6261 |
1.6221 |
-0.0040 |
-0.2% |
1.6482 |
| Low |
1.6122 |
1.6136 |
0.0014 |
0.1% |
1.6122 |
| Close |
1.6145 |
1.6180 |
0.0035 |
0.2% |
1.6145 |
| Range |
0.0139 |
0.0085 |
-0.0054 |
-38.8% |
0.0360 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
66 |
109 |
43 |
65.2% |
410 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6434 |
1.6392 |
1.6227 |
|
| R3 |
1.6349 |
1.6307 |
1.6203 |
|
| R2 |
1.6264 |
1.6264 |
1.6196 |
|
| R1 |
1.6222 |
1.6222 |
1.6188 |
1.6243 |
| PP |
1.6179 |
1.6179 |
1.6179 |
1.6190 |
| S1 |
1.6137 |
1.6137 |
1.6172 |
1.6158 |
| S2 |
1.6094 |
1.6094 |
1.6164 |
|
| S3 |
1.6009 |
1.6052 |
1.6157 |
|
| S4 |
1.5924 |
1.5967 |
1.6133 |
|
|
| 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% |
0.0120 |
0.7% |
16% |
False |
False |
84 |
| 10 |
1.6607 |
1.6122 |
0.0485 |
3.0% |
0.0121 |
0.7% |
12% |
False |
False |
121 |
| 20 |
1.6708 |
1.6122 |
0.0586 |
3.6% |
0.0094 |
0.6% |
10% |
False |
False |
91 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0079 |
0.5% |
34% |
False |
False |
73 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0061 |
0.4% |
34% |
False |
False |
51 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0048 |
0.3% |
45% |
False |
False |
39 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0039 |
0.2% |
62% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6582 |
|
2.618 |
1.6444 |
|
1.618 |
1.6359 |
|
1.000 |
1.6306 |
|
0.618 |
1.6274 |
|
HIGH |
1.6221 |
|
0.618 |
1.6189 |
|
0.500 |
1.6179 |
|
0.382 |
1.6168 |
|
LOW |
1.6136 |
|
0.618 |
1.6083 |
|
1.000 |
1.6051 |
|
1.618 |
1.5998 |
|
2.618 |
1.5913 |
|
4.250 |
1.5775 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6180 |
1.6232 |
| PP |
1.6179 |
1.6215 |
| S1 |
1.6179 |
1.6197 |
|