CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6168 |
1.6222 |
0.0054 |
0.3% |
1.6342 |
| High |
1.6271 |
1.6222 |
-0.0049 |
-0.3% |
1.6482 |
| Low |
1.6150 |
1.6093 |
-0.0057 |
-0.4% |
1.6122 |
| Close |
1.6221 |
1.6116 |
-0.0105 |
-0.6% |
1.6145 |
| Range |
0.0121 |
0.0129 |
0.0008 |
6.6% |
0.0360 |
| ATR |
0.0108 |
0.0110 |
0.0001 |
1.4% |
0.0000 |
| Volume |
306 |
50 |
-256 |
-83.7% |
410 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6531 |
1.6452 |
1.6187 |
|
| R3 |
1.6402 |
1.6323 |
1.6151 |
|
| R2 |
1.6273 |
1.6273 |
1.6140 |
|
| R1 |
1.6194 |
1.6194 |
1.6128 |
1.6169 |
| PP |
1.6144 |
1.6144 |
1.6144 |
1.6131 |
| S1 |
1.6065 |
1.6065 |
1.6104 |
1.6040 |
| S2 |
1.6015 |
1.6015 |
1.6092 |
|
| S3 |
1.5886 |
1.5936 |
1.6081 |
|
| S4 |
1.5757 |
1.5807 |
1.6045 |
|
|
| 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 |
1.6342 |
1.6093 |
0.0249 |
1.5% |
0.0121 |
0.8% |
9% |
False |
True |
124 |
| 10 |
1.6503 |
1.6093 |
0.0410 |
2.5% |
0.0122 |
0.8% |
6% |
False |
True |
127 |
| 20 |
1.6708 |
1.6093 |
0.0615 |
3.8% |
0.0101 |
0.6% |
4% |
False |
True |
106 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0082 |
0.5% |
26% |
False |
False |
80 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0065 |
0.4% |
26% |
False |
False |
56 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0051 |
0.3% |
38% |
False |
False |
44 |
| 100 |
1.6708 |
1.5329 |
0.1379 |
8.6% |
0.0042 |
0.3% |
57% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6770 |
|
2.618 |
1.6560 |
|
1.618 |
1.6431 |
|
1.000 |
1.6351 |
|
0.618 |
1.6302 |
|
HIGH |
1.6222 |
|
0.618 |
1.6173 |
|
0.500 |
1.6158 |
|
0.382 |
1.6142 |
|
LOW |
1.6093 |
|
0.618 |
1.6013 |
|
1.000 |
1.5964 |
|
1.618 |
1.5884 |
|
2.618 |
1.5755 |
|
4.250 |
1.5545 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6158 |
1.6182 |
| PP |
1.6144 |
1.6160 |
| S1 |
1.6130 |
1.6138 |
|