CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6162 |
1.6228 |
0.0066 |
0.4% |
1.6156 |
| High |
1.6162 |
1.6228 |
0.0066 |
0.4% |
1.6228 |
| Low |
1.6162 |
1.6228 |
0.0066 |
0.4% |
1.6091 |
| Close |
1.6162 |
1.6228 |
0.0066 |
0.4% |
1.6228 |
| Range |
|
|
|
|
|
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.1% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
31 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6228 |
1.6228 |
1.6228 |
|
| R3 |
1.6228 |
1.6228 |
1.6228 |
|
| R2 |
1.6228 |
1.6228 |
1.6228 |
|
| R1 |
1.6228 |
1.6228 |
1.6228 |
1.6228 |
| PP |
1.6228 |
1.6228 |
1.6228 |
1.6228 |
| S1 |
1.6228 |
1.6228 |
1.6228 |
1.6228 |
| S2 |
1.6228 |
1.6228 |
1.6228 |
|
| S3 |
1.6228 |
1.6228 |
1.6228 |
|
| S4 |
1.6228 |
1.6228 |
1.6228 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6593 |
1.6548 |
1.6303 |
|
| R3 |
1.6456 |
1.6411 |
1.6266 |
|
| R2 |
1.6319 |
1.6319 |
1.6253 |
|
| R1 |
1.6274 |
1.6274 |
1.6241 |
1.6297 |
| PP |
1.6182 |
1.6182 |
1.6182 |
1.6194 |
| S1 |
1.6137 |
1.6137 |
1.6215 |
1.6160 |
| S2 |
1.6045 |
1.6045 |
1.6203 |
|
| S3 |
1.5908 |
1.6000 |
1.6190 |
|
| S4 |
1.5771 |
1.5863 |
1.6153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6228 |
1.6091 |
0.0137 |
0.8% |
0.0000 |
0.0% |
100% |
True |
False |
6 |
| 10 |
1.6335 |
1.6091 |
0.0244 |
1.5% |
0.0000 |
0.0% |
56% |
False |
False |
4 |
| 20 |
1.6702 |
1.6091 |
0.0611 |
3.8% |
0.0008 |
0.0% |
22% |
False |
False |
3 |
| 40 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
39% |
False |
False |
2 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
39% |
False |
False |
2 |
| 80 |
1.6702 |
1.5797 |
0.0905 |
5.6% |
0.0003 |
0.0% |
48% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.6228 |
|
1.618 |
1.6228 |
|
1.000 |
1.6228 |
|
0.618 |
1.6228 |
|
HIGH |
1.6228 |
|
0.618 |
1.6228 |
|
0.500 |
1.6228 |
|
0.382 |
1.6228 |
|
LOW |
1.6228 |
|
0.618 |
1.6228 |
|
1.000 |
1.6228 |
|
1.618 |
1.6228 |
|
2.618 |
1.6228 |
|
4.250 |
1.6228 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6228 |
1.6205 |
| PP |
1.6228 |
1.6182 |
| S1 |
1.6228 |
1.6160 |
|