CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6050 |
1.6154 |
0.0104 |
0.6% |
1.6143 |
| High |
1.6181 |
1.6270 |
0.0089 |
0.6% |
1.6271 |
| Low |
1.6046 |
1.6121 |
0.0075 |
0.5% |
1.6093 |
| Close |
1.6158 |
1.6254 |
0.0096 |
0.6% |
1.6252 |
| Range |
0.0135 |
0.0149 |
0.0014 |
10.4% |
0.0178 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
2.0% |
0.0000 |
| Volume |
470 |
150 |
-320 |
-68.1% |
895 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6662 |
1.6607 |
1.6336 |
|
| R3 |
1.6513 |
1.6458 |
1.6295 |
|
| R2 |
1.6364 |
1.6364 |
1.6281 |
|
| R1 |
1.6309 |
1.6309 |
1.6268 |
1.6337 |
| PP |
1.6215 |
1.6215 |
1.6215 |
1.6229 |
| S1 |
1.6160 |
1.6160 |
1.6240 |
1.6188 |
| S2 |
1.6066 |
1.6066 |
1.6227 |
|
| S3 |
1.5917 |
1.6011 |
1.6213 |
|
| S4 |
1.5768 |
1.5862 |
1.6172 |
|
|
| 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 |
1.6046 |
0.0225 |
1.4% |
0.0127 |
0.8% |
92% |
False |
False |
257 |
| 10 |
1.6342 |
1.6046 |
0.0296 |
1.8% |
0.0124 |
0.8% |
70% |
False |
False |
191 |
| 20 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0116 |
0.7% |
31% |
False |
False |
154 |
| 40 |
1.6708 |
1.5953 |
0.0755 |
4.6% |
0.0089 |
0.5% |
40% |
False |
False |
106 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0075 |
0.5% |
43% |
False |
False |
77 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0058 |
0.4% |
43% |
False |
False |
59 |
| 100 |
1.6708 |
1.5449 |
0.1259 |
7.7% |
0.0048 |
0.3% |
64% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6903 |
|
2.618 |
1.6660 |
|
1.618 |
1.6511 |
|
1.000 |
1.6419 |
|
0.618 |
1.6362 |
|
HIGH |
1.6270 |
|
0.618 |
1.6213 |
|
0.500 |
1.6196 |
|
0.382 |
1.6178 |
|
LOW |
1.6121 |
|
0.618 |
1.6029 |
|
1.000 |
1.5972 |
|
1.618 |
1.5880 |
|
2.618 |
1.5731 |
|
4.250 |
1.5488 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6235 |
1.6222 |
| PP |
1.6215 |
1.6190 |
| S1 |
1.6196 |
1.6158 |
|