CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6222 |
1.6140 |
-0.0082 |
-0.5% |
1.6342 |
| High |
1.6222 |
1.6210 |
-0.0012 |
-0.1% |
1.6482 |
| Low |
1.6093 |
1.6115 |
0.0022 |
0.1% |
1.6122 |
| Close |
1.6116 |
1.6187 |
0.0071 |
0.4% |
1.6145 |
| Range |
0.0129 |
0.0095 |
-0.0034 |
-26.4% |
0.0360 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
50 |
213 |
163 |
326.0% |
410 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6456 |
1.6416 |
1.6239 |
|
| R3 |
1.6361 |
1.6321 |
1.6213 |
|
| R2 |
1.6266 |
1.6266 |
1.6204 |
|
| R1 |
1.6226 |
1.6226 |
1.6196 |
1.6246 |
| PP |
1.6171 |
1.6171 |
1.6171 |
1.6181 |
| S1 |
1.6131 |
1.6131 |
1.6178 |
1.6151 |
| S2 |
1.6076 |
1.6076 |
1.6170 |
|
| S3 |
1.5981 |
1.6036 |
1.6161 |
|
| S4 |
1.5886 |
1.5941 |
1.6135 |
|
|
| 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 |
1.6271 |
1.6093 |
0.0178 |
1.1% |
0.0114 |
0.7% |
53% |
False |
False |
148 |
| 10 |
1.6482 |
1.6093 |
0.0389 |
2.4% |
0.0115 |
0.7% |
24% |
False |
False |
140 |
| 20 |
1.6708 |
1.6093 |
0.0615 |
3.8% |
0.0102 |
0.6% |
15% |
False |
False |
115 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0081 |
0.5% |
35% |
False |
False |
82 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0066 |
0.4% |
35% |
False |
False |
60 |
| 80 |
1.6708 |
1.5825 |
0.0883 |
5.5% |
0.0052 |
0.3% |
41% |
False |
False |
46 |
| 100 |
1.6708 |
1.5329 |
0.1379 |
8.5% |
0.0043 |
0.3% |
62% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6614 |
|
2.618 |
1.6459 |
|
1.618 |
1.6364 |
|
1.000 |
1.6305 |
|
0.618 |
1.6269 |
|
HIGH |
1.6210 |
|
0.618 |
1.6174 |
|
0.500 |
1.6163 |
|
0.382 |
1.6151 |
|
LOW |
1.6115 |
|
0.618 |
1.6056 |
|
1.000 |
1.6020 |
|
1.618 |
1.5961 |
|
2.618 |
1.5866 |
|
4.250 |
1.5711 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6179 |
1.6185 |
| PP |
1.6171 |
1.6184 |
| S1 |
1.6163 |
1.6182 |
|