CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6156 |
1.6196 |
0.0040 |
0.2% |
1.6335 |
| High |
1.6156 |
1.6196 |
0.0040 |
0.2% |
1.6335 |
| Low |
1.6156 |
1.6196 |
0.0040 |
0.2% |
1.6121 |
| Close |
1.6156 |
1.6196 |
0.0040 |
0.2% |
1.6121 |
| Range |
|
|
|
|
|
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6196 |
1.6196 |
1.6196 |
|
| R3 |
1.6196 |
1.6196 |
1.6196 |
|
| R2 |
1.6196 |
1.6196 |
1.6196 |
|
| R1 |
1.6196 |
1.6196 |
1.6196 |
1.6196 |
| PP |
1.6196 |
1.6196 |
1.6196 |
1.6196 |
| S1 |
1.6196 |
1.6196 |
1.6196 |
1.6196 |
| S2 |
1.6196 |
1.6196 |
1.6196 |
|
| S3 |
1.6196 |
1.6196 |
1.6196 |
|
| S4 |
1.6196 |
1.6196 |
1.6196 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6834 |
1.6692 |
1.6239 |
|
| R3 |
1.6620 |
1.6478 |
1.6180 |
|
| R2 |
1.6406 |
1.6406 |
1.6160 |
|
| R1 |
1.6264 |
1.6264 |
1.6141 |
1.6228 |
| PP |
1.6192 |
1.6192 |
1.6192 |
1.6175 |
| S1 |
1.6050 |
1.6050 |
1.6101 |
1.6014 |
| S2 |
1.5978 |
1.5978 |
1.6082 |
|
| S3 |
1.5764 |
1.5836 |
1.6062 |
|
| S4 |
1.5550 |
1.5622 |
1.6003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6288 |
1.6121 |
0.0167 |
1.0% |
0.0000 |
0.0% |
45% |
False |
False |
2 |
| 10 |
1.6400 |
1.6121 |
0.0279 |
1.7% |
0.0002 |
0.0% |
27% |
False |
False |
2 |
| 20 |
1.6702 |
1.6121 |
0.0581 |
3.6% |
0.0008 |
0.1% |
13% |
False |
False |
1 |
| 40 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
35% |
False |
False |
1 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
35% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6196 |
|
2.618 |
1.6196 |
|
1.618 |
1.6196 |
|
1.000 |
1.6196 |
|
0.618 |
1.6196 |
|
HIGH |
1.6196 |
|
0.618 |
1.6196 |
|
0.500 |
1.6196 |
|
0.382 |
1.6196 |
|
LOW |
1.6196 |
|
0.618 |
1.6196 |
|
1.000 |
1.6196 |
|
1.618 |
1.6196 |
|
2.618 |
1.6196 |
|
4.250 |
1.6196 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6196 |
1.6184 |
| PP |
1.6196 |
1.6171 |
| S1 |
1.6196 |
1.6159 |
|