CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6370 |
1.6335 |
-0.0035 |
-0.2% |
1.6702 |
| High |
1.6370 |
1.6335 |
-0.0035 |
-0.2% |
1.6702 |
| Low |
1.6370 |
1.6335 |
-0.0035 |
-0.2% |
1.6335 |
| Close |
1.6309 |
1.6335 |
0.0026 |
0.2% |
1.6309 |
| Range |
|
|
|
|
|
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
11 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6335 |
1.6335 |
1.6335 |
|
| R3 |
1.6335 |
1.6335 |
1.6335 |
|
| R2 |
1.6335 |
1.6335 |
1.6335 |
|
| R1 |
1.6335 |
1.6335 |
1.6335 |
1.6335 |
| PP |
1.6335 |
1.6335 |
1.6335 |
1.6335 |
| S1 |
1.6335 |
1.6335 |
1.6335 |
1.6335 |
| S2 |
1.6335 |
1.6335 |
1.6335 |
|
| S3 |
1.6335 |
1.6335 |
1.6335 |
|
| S4 |
1.6335 |
1.6335 |
1.6335 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7550 |
1.7296 |
1.6511 |
|
| R3 |
1.7183 |
1.6929 |
1.6410 |
|
| R2 |
1.6816 |
1.6816 |
1.6376 |
|
| R1 |
1.6562 |
1.6562 |
1.6343 |
1.6506 |
| PP |
1.6449 |
1.6449 |
1.6449 |
1.6420 |
| S1 |
1.6195 |
1.6195 |
1.6275 |
1.6139 |
| S2 |
1.6082 |
1.6082 |
1.6242 |
|
| S3 |
1.5715 |
1.5828 |
1.6208 |
|
| S4 |
1.5348 |
1.5461 |
1.6107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6409 |
1.6335 |
0.0074 |
0.5% |
0.0004 |
0.0% |
0% |
False |
True |
2 |
| 10 |
1.6702 |
1.6335 |
0.0367 |
2.2% |
0.0016 |
0.1% |
0% |
False |
True |
2 |
| 20 |
1.6702 |
1.6190 |
0.0512 |
3.1% |
0.0008 |
0.0% |
28% |
False |
False |
1 |
| 40 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
53% |
False |
False |
1 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
53% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6335 |
|
2.618 |
1.6335 |
|
1.618 |
1.6335 |
|
1.000 |
1.6335 |
|
0.618 |
1.6335 |
|
HIGH |
1.6335 |
|
0.618 |
1.6335 |
|
0.500 |
1.6335 |
|
0.382 |
1.6335 |
|
LOW |
1.6335 |
|
0.618 |
1.6335 |
|
1.000 |
1.6335 |
|
1.618 |
1.6335 |
|
2.618 |
1.6335 |
|
4.250 |
1.6335 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6335 |
1.6353 |
| PP |
1.6335 |
1.6347 |
| S1 |
1.6335 |
1.6341 |
|