CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6284 |
1.6169 |
-0.0115 |
-0.7% |
1.6369 |
| High |
1.6302 |
1.6249 |
-0.0053 |
-0.3% |
1.6512 |
| Low |
1.6139 |
1.6154 |
0.0015 |
0.1% |
1.6139 |
| Close |
1.6168 |
1.6203 |
0.0035 |
0.2% |
1.6168 |
| Range |
0.0163 |
0.0095 |
-0.0068 |
-41.7% |
0.0373 |
| ATR |
0.0142 |
0.0138 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
121,509 |
89,292 |
-32,217 |
-26.5% |
607,173 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6487 |
1.6440 |
1.6255 |
|
| R3 |
1.6392 |
1.6345 |
1.6229 |
|
| R2 |
1.6297 |
1.6297 |
1.6220 |
|
| R1 |
1.6250 |
1.6250 |
1.6212 |
1.6274 |
| PP |
1.6202 |
1.6202 |
1.6202 |
1.6214 |
| S1 |
1.6155 |
1.6155 |
1.6194 |
1.6179 |
| S2 |
1.6107 |
1.6107 |
1.6186 |
|
| S3 |
1.6012 |
1.6060 |
1.6177 |
|
| S4 |
1.5917 |
1.5965 |
1.6151 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7392 |
1.7153 |
1.6373 |
|
| R3 |
1.7019 |
1.6780 |
1.6271 |
|
| R2 |
1.6646 |
1.6646 |
1.6236 |
|
| R1 |
1.6407 |
1.6407 |
1.6202 |
1.6340 |
| PP |
1.6273 |
1.6273 |
1.6273 |
1.6240 |
| S1 |
1.6034 |
1.6034 |
1.6134 |
1.5967 |
| S2 |
1.5900 |
1.5900 |
1.6100 |
|
| S3 |
1.5527 |
1.5661 |
1.6065 |
|
| S4 |
1.5154 |
1.5288 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6512 |
1.6139 |
0.0373 |
2.3% |
0.0142 |
0.9% |
17% |
False |
False |
115,054 |
| 10 |
1.6673 |
1.6139 |
0.0534 |
3.3% |
0.0148 |
0.9% |
12% |
False |
False |
123,311 |
| 20 |
1.6738 |
1.6139 |
0.0599 |
3.7% |
0.0143 |
0.9% |
11% |
False |
False |
116,338 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0133 |
0.8% |
35% |
False |
False |
111,896 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0135 |
0.8% |
35% |
False |
False |
89,884 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0130 |
0.8% |
47% |
False |
False |
67,448 |
| 100 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0127 |
0.8% |
62% |
False |
False |
53,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6653 |
|
2.618 |
1.6498 |
|
1.618 |
1.6403 |
|
1.000 |
1.6344 |
|
0.618 |
1.6308 |
|
HIGH |
1.6249 |
|
0.618 |
1.6213 |
|
0.500 |
1.6202 |
|
0.382 |
1.6190 |
|
LOW |
1.6154 |
|
0.618 |
1.6095 |
|
1.000 |
1.6059 |
|
1.618 |
1.6000 |
|
2.618 |
1.5905 |
|
4.250 |
1.5750 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6203 |
1.6257 |
| PP |
1.6202 |
1.6239 |
| S1 |
1.6202 |
1.6221 |
|