CME British Pound Future June 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 |
1.6169 |
1.6198 |
0.0029 |
0.2% |
1.6369 |
| High |
1.6249 |
1.6299 |
0.0050 |
0.3% |
1.6512 |
| Low |
1.6154 |
1.6169 |
0.0015 |
0.1% |
1.6139 |
| Close |
1.6203 |
1.6244 |
0.0041 |
0.3% |
1.6168 |
| Range |
0.0095 |
0.0130 |
0.0035 |
36.8% |
0.0373 |
| ATR |
0.0138 |
0.0138 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
89,292 |
126,203 |
36,911 |
41.3% |
607,173 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6627 |
1.6566 |
1.6316 |
|
| R3 |
1.6497 |
1.6436 |
1.6280 |
|
| R2 |
1.6367 |
1.6367 |
1.6268 |
|
| R1 |
1.6306 |
1.6306 |
1.6256 |
1.6337 |
| PP |
1.6237 |
1.6237 |
1.6237 |
1.6253 |
| S1 |
1.6176 |
1.6176 |
1.6232 |
1.6207 |
| S2 |
1.6107 |
1.6107 |
1.6220 |
|
| S3 |
1.5977 |
1.6046 |
1.6208 |
|
| S4 |
1.5847 |
1.5916 |
1.6173 |
|
|
| 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% |
0.0146 |
0.9% |
28% |
False |
False |
124,925 |
| 10 |
1.6566 |
1.6139 |
0.0427 |
2.6% |
0.0139 |
0.9% |
25% |
False |
False |
122,857 |
| 20 |
1.6738 |
1.6139 |
0.0599 |
3.7% |
0.0141 |
0.9% |
18% |
False |
False |
114,900 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0133 |
0.8% |
40% |
False |
False |
112,803 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
40% |
False |
False |
91,986 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0130 |
0.8% |
51% |
False |
False |
69,025 |
| 100 |
1.6738 |
1.5350 |
0.1388 |
8.5% |
0.0128 |
0.8% |
64% |
False |
False |
55,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6852 |
|
2.618 |
1.6639 |
|
1.618 |
1.6509 |
|
1.000 |
1.6429 |
|
0.618 |
1.6379 |
|
HIGH |
1.6299 |
|
0.618 |
1.6249 |
|
0.500 |
1.6234 |
|
0.382 |
1.6219 |
|
LOW |
1.6169 |
|
0.618 |
1.6089 |
|
1.000 |
1.6039 |
|
1.618 |
1.5959 |
|
2.618 |
1.5829 |
|
4.250 |
1.5617 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6241 |
1.6236 |
| PP |
1.6237 |
1.6228 |
| S1 |
1.6234 |
1.6221 |
|