CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6384 |
1.6360 |
-0.0024 |
-0.1% |
1.6707 |
| High |
1.6415 |
1.6512 |
0.0097 |
0.6% |
1.6731 |
| Low |
1.6308 |
1.6315 |
0.0007 |
0.0% |
1.6347 |
| Close |
1.6343 |
1.6337 |
-0.0006 |
0.0% |
1.6358 |
| Range |
0.0107 |
0.0197 |
0.0090 |
84.1% |
0.0384 |
| ATR |
0.0135 |
0.0139 |
0.0004 |
3.3% |
0.0000 |
| Volume |
76,844 |
143,491 |
66,647 |
86.7% |
600,804 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6979 |
1.6855 |
1.6445 |
|
| R3 |
1.6782 |
1.6658 |
1.6391 |
|
| R2 |
1.6585 |
1.6585 |
1.6373 |
|
| R1 |
1.6461 |
1.6461 |
1.6355 |
1.6425 |
| PP |
1.6388 |
1.6388 |
1.6388 |
1.6370 |
| S1 |
1.6264 |
1.6264 |
1.6319 |
1.6228 |
| S2 |
1.6191 |
1.6191 |
1.6301 |
|
| S3 |
1.5994 |
1.6067 |
1.6283 |
|
| S4 |
1.5797 |
1.5870 |
1.6229 |
|
|
| 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 |
1.6536 |
1.6262 |
0.0274 |
1.7% |
0.0148 |
0.9% |
27% |
False |
False |
127,648 |
| 10 |
1.6738 |
1.6262 |
0.0476 |
2.9% |
0.0146 |
0.9% |
16% |
False |
False |
110,016 |
| 20 |
1.6738 |
1.6154 |
0.0584 |
3.6% |
0.0137 |
0.8% |
31% |
False |
False |
112,723 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
51% |
False |
False |
111,857 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
51% |
False |
False |
83,985 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.1% |
0.0130 |
0.8% |
60% |
False |
False |
63,015 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0126 |
0.8% |
71% |
False |
False |
50,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7349 |
|
2.618 |
1.7028 |
|
1.618 |
1.6831 |
|
1.000 |
1.6709 |
|
0.618 |
1.6634 |
|
HIGH |
1.6512 |
|
0.618 |
1.6437 |
|
0.500 |
1.6414 |
|
0.382 |
1.6390 |
|
LOW |
1.6315 |
|
0.618 |
1.6193 |
|
1.000 |
1.6118 |
|
1.618 |
1.5996 |
|
2.618 |
1.5799 |
|
4.250 |
1.5478 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6414 |
1.6387 |
| PP |
1.6388 |
1.6370 |
| S1 |
1.6363 |
1.6354 |
|