CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6270 |
1.6371 |
0.0101 |
0.6% |
1.6200 |
| High |
1.6380 |
1.6477 |
0.0097 |
0.6% |
1.6477 |
| Low |
1.6260 |
1.6358 |
0.0098 |
0.6% |
1.6046 |
| Close |
1.6368 |
1.6466 |
0.0098 |
0.6% |
1.6466 |
| Range |
0.0120 |
0.0119 |
-0.0001 |
-0.8% |
0.0431 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.0% |
0.0000 |
| Volume |
199 |
233 |
34 |
17.1% |
1,291 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6791 |
1.6747 |
1.6531 |
|
| R3 |
1.6672 |
1.6628 |
1.6499 |
|
| R2 |
1.6553 |
1.6553 |
1.6488 |
|
| R1 |
1.6509 |
1.6509 |
1.6477 |
1.6531 |
| PP |
1.6434 |
1.6434 |
1.6434 |
1.6445 |
| S1 |
1.6390 |
1.6390 |
1.6455 |
1.6412 |
| S2 |
1.6315 |
1.6315 |
1.6444 |
|
| S3 |
1.6196 |
1.6271 |
1.6433 |
|
| S4 |
1.6077 |
1.6152 |
1.6401 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7623 |
1.7475 |
1.6703 |
|
| R3 |
1.7192 |
1.7044 |
1.6585 |
|
| R2 |
1.6761 |
1.6761 |
1.6545 |
|
| R1 |
1.6613 |
1.6613 |
1.6506 |
1.6687 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6367 |
| S1 |
1.6182 |
1.6182 |
1.6426 |
1.6256 |
| S2 |
1.5899 |
1.5899 |
1.6387 |
|
| S3 |
1.5468 |
1.5751 |
1.6347 |
|
| S4 |
1.5037 |
1.5320 |
1.6229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6477 |
1.6046 |
0.0431 |
2.6% |
0.0131 |
0.8% |
97% |
True |
False |
258 |
| 10 |
1.6477 |
1.6046 |
0.0431 |
2.6% |
0.0121 |
0.7% |
97% |
True |
False |
218 |
| 20 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0122 |
0.7% |
63% |
False |
False |
165 |
| 40 |
1.6708 |
1.5953 |
0.0755 |
4.6% |
0.0093 |
0.6% |
68% |
False |
False |
116 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.8% |
0.0079 |
0.5% |
70% |
False |
False |
84 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.8% |
0.0060 |
0.4% |
70% |
False |
False |
65 |
| 100 |
1.6708 |
1.5449 |
0.1259 |
7.6% |
0.0051 |
0.3% |
81% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6983 |
|
2.618 |
1.6789 |
|
1.618 |
1.6670 |
|
1.000 |
1.6596 |
|
0.618 |
1.6551 |
|
HIGH |
1.6477 |
|
0.618 |
1.6432 |
|
0.500 |
1.6418 |
|
0.382 |
1.6403 |
|
LOW |
1.6358 |
|
0.618 |
1.6284 |
|
1.000 |
1.6239 |
|
1.618 |
1.6165 |
|
2.618 |
1.6046 |
|
4.250 |
1.5852 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6450 |
1.6410 |
| PP |
1.6434 |
1.6355 |
| S1 |
1.6418 |
1.6299 |
|