CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6201 |
1.6200 |
-0.0001 |
0.0% |
1.6143 |
| High |
1.6271 |
1.6200 |
-0.0071 |
-0.4% |
1.6271 |
| Low |
1.6147 |
1.6068 |
-0.0079 |
-0.5% |
1.6093 |
| Close |
1.6252 |
1.6093 |
-0.0159 |
-1.0% |
1.6252 |
| Range |
0.0124 |
0.0132 |
0.0008 |
6.5% |
0.0178 |
| ATR |
0.0110 |
0.0115 |
0.0005 |
4.8% |
0.0000 |
| Volume |
217 |
239 |
22 |
10.1% |
895 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6516 |
1.6437 |
1.6166 |
|
| R3 |
1.6384 |
1.6305 |
1.6129 |
|
| R2 |
1.6252 |
1.6252 |
1.6117 |
|
| R1 |
1.6173 |
1.6173 |
1.6105 |
1.6147 |
| PP |
1.6120 |
1.6120 |
1.6120 |
1.6107 |
| S1 |
1.6041 |
1.6041 |
1.6081 |
1.6015 |
| S2 |
1.5988 |
1.5988 |
1.6069 |
|
| S3 |
1.5856 |
1.5909 |
1.6057 |
|
| S4 |
1.5724 |
1.5777 |
1.6020 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6739 |
1.6674 |
1.6350 |
|
| R3 |
1.6561 |
1.6496 |
1.6301 |
|
| R2 |
1.6383 |
1.6383 |
1.6285 |
|
| R1 |
1.6318 |
1.6318 |
1.6268 |
1.6351 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6222 |
| S1 |
1.6140 |
1.6140 |
1.6236 |
1.6173 |
| S2 |
1.6027 |
1.6027 |
1.6219 |
|
| S3 |
1.5849 |
1.5962 |
1.6203 |
|
| S4 |
1.5671 |
1.5784 |
1.6154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6271 |
1.6068 |
0.0203 |
1.3% |
0.0120 |
0.7% |
12% |
False |
True |
205 |
| 10 |
1.6482 |
1.6068 |
0.0414 |
2.6% |
0.0120 |
0.7% |
6% |
False |
True |
144 |
| 20 |
1.6708 |
1.6068 |
0.0640 |
4.0% |
0.0110 |
0.7% |
4% |
False |
True |
125 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0083 |
0.5% |
23% |
False |
False |
91 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0070 |
0.4% |
23% |
False |
False |
67 |
| 80 |
1.6708 |
1.5825 |
0.0883 |
5.5% |
0.0055 |
0.3% |
30% |
False |
False |
52 |
| 100 |
1.6708 |
1.5375 |
0.1333 |
8.3% |
0.0045 |
0.3% |
54% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6761 |
|
2.618 |
1.6546 |
|
1.618 |
1.6414 |
|
1.000 |
1.6332 |
|
0.618 |
1.6282 |
|
HIGH |
1.6200 |
|
0.618 |
1.6150 |
|
0.500 |
1.6134 |
|
0.382 |
1.6118 |
|
LOW |
1.6068 |
|
0.618 |
1.5986 |
|
1.000 |
1.5936 |
|
1.618 |
1.5854 |
|
2.618 |
1.5722 |
|
4.250 |
1.5507 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6134 |
1.6170 |
| PP |
1.6120 |
1.6144 |
| S1 |
1.6107 |
1.6119 |
|