CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6198 |
1.6239 |
0.0041 |
0.3% |
1.6369 |
| High |
1.6299 |
1.6282 |
-0.0017 |
-0.1% |
1.6512 |
| Low |
1.6169 |
1.6099 |
-0.0070 |
-0.4% |
1.6139 |
| Close |
1.6244 |
1.6138 |
-0.0106 |
-0.7% |
1.6168 |
| Range |
0.0130 |
0.0183 |
0.0053 |
40.8% |
0.0373 |
| ATR |
0.0138 |
0.0141 |
0.0003 |
2.4% |
0.0000 |
| Volume |
126,203 |
158,009 |
31,806 |
25.2% |
607,173 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6722 |
1.6613 |
1.6239 |
|
| R3 |
1.6539 |
1.6430 |
1.6188 |
|
| R2 |
1.6356 |
1.6356 |
1.6172 |
|
| R1 |
1.6247 |
1.6247 |
1.6155 |
1.6210 |
| PP |
1.6173 |
1.6173 |
1.6173 |
1.6155 |
| S1 |
1.6064 |
1.6064 |
1.6121 |
1.6027 |
| S2 |
1.5990 |
1.5990 |
1.6104 |
|
| S3 |
1.5807 |
1.5881 |
1.6088 |
|
| S4 |
1.5624 |
1.5698 |
1.6037 |
|
|
| 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 |
1.6375 |
1.6099 |
0.0276 |
1.7% |
0.0143 |
0.9% |
14% |
False |
True |
127,829 |
| 10 |
1.6536 |
1.6099 |
0.0437 |
2.7% |
0.0146 |
0.9% |
9% |
False |
True |
127,738 |
| 20 |
1.6738 |
1.6099 |
0.0639 |
4.0% |
0.0145 |
0.9% |
6% |
False |
True |
117,629 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0135 |
0.8% |
27% |
False |
False |
114,479 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0137 |
0.8% |
27% |
False |
False |
94,606 |
| 80 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0132 |
0.8% |
40% |
False |
False |
70,999 |
| 100 |
1.6738 |
1.5355 |
0.1383 |
8.6% |
0.0129 |
0.8% |
57% |
False |
False |
56,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7060 |
|
2.618 |
1.6761 |
|
1.618 |
1.6578 |
|
1.000 |
1.6465 |
|
0.618 |
1.6395 |
|
HIGH |
1.6282 |
|
0.618 |
1.6212 |
|
0.500 |
1.6191 |
|
0.382 |
1.6169 |
|
LOW |
1.6099 |
|
0.618 |
1.5986 |
|
1.000 |
1.5916 |
|
1.618 |
1.5803 |
|
2.618 |
1.5620 |
|
4.250 |
1.5321 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6191 |
1.6199 |
| PP |
1.6173 |
1.6179 |
| S1 |
1.6156 |
1.6158 |
|