CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6486 |
1.6381 |
-0.0105 |
-0.6% |
1.6707 |
| High |
1.6536 |
1.6456 |
-0.0080 |
-0.5% |
1.6731 |
| Low |
1.6349 |
1.6347 |
-0.0002 |
0.0% |
1.6347 |
| Close |
1.6370 |
1.6358 |
-0.0012 |
-0.1% |
1.6358 |
| Range |
0.0187 |
0.0109 |
-0.0078 |
-41.7% |
0.0384 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
148,571 |
148,140 |
-431 |
-0.3% |
600,804 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6714 |
1.6645 |
1.6418 |
|
| R3 |
1.6605 |
1.6536 |
1.6388 |
|
| R2 |
1.6496 |
1.6496 |
1.6378 |
|
| R1 |
1.6427 |
1.6427 |
1.6368 |
1.6407 |
| PP |
1.6387 |
1.6387 |
1.6387 |
1.6377 |
| S1 |
1.6318 |
1.6318 |
1.6348 |
1.6298 |
| S2 |
1.6278 |
1.6278 |
1.6338 |
|
| S3 |
1.6169 |
1.6209 |
1.6328 |
|
| S4 |
1.6060 |
1.6100 |
1.6298 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7631 |
1.7378 |
1.6569 |
|
| R3 |
1.7247 |
1.6994 |
1.6464 |
|
| R2 |
1.6863 |
1.6863 |
1.6428 |
|
| R1 |
1.6610 |
1.6610 |
1.6393 |
1.6545 |
| PP |
1.6479 |
1.6479 |
1.6479 |
1.6446 |
| S1 |
1.6226 |
1.6226 |
1.6323 |
1.6161 |
| S2 |
1.6095 |
1.6095 |
1.6288 |
|
| S3 |
1.5711 |
1.5842 |
1.6252 |
|
| S4 |
1.5327 |
1.5458 |
1.6147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6731 |
1.6347 |
0.0384 |
2.3% |
0.0149 |
0.9% |
3% |
False |
True |
120,160 |
| 10 |
1.6738 |
1.6347 |
0.0391 |
2.4% |
0.0140 |
0.9% |
3% |
False |
True |
111,436 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.6% |
0.0133 |
0.8% |
35% |
False |
False |
111,864 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0138 |
0.8% |
53% |
False |
False |
111,937 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0134 |
0.8% |
53% |
False |
False |
78,296 |
| 80 |
1.6738 |
1.5570 |
0.1168 |
7.1% |
0.0130 |
0.8% |
67% |
False |
False |
58,750 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0125 |
0.8% |
73% |
False |
False |
47,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6919 |
|
2.618 |
1.6741 |
|
1.618 |
1.6632 |
|
1.000 |
1.6565 |
|
0.618 |
1.6523 |
|
HIGH |
1.6456 |
|
0.618 |
1.6414 |
|
0.500 |
1.6402 |
|
0.382 |
1.6389 |
|
LOW |
1.6347 |
|
0.618 |
1.6280 |
|
1.000 |
1.6238 |
|
1.618 |
1.6171 |
|
2.618 |
1.6062 |
|
4.250 |
1.5884 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6402 |
1.6457 |
| PP |
1.6387 |
1.6424 |
| S1 |
1.6373 |
1.6391 |
|