CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6239 |
1.6161 |
-0.0078 |
-0.5% |
1.6369 |
| High |
1.6282 |
1.6237 |
-0.0045 |
-0.3% |
1.6512 |
| Low |
1.6099 |
1.6124 |
0.0025 |
0.2% |
1.6139 |
| Close |
1.6138 |
1.6209 |
0.0071 |
0.4% |
1.6168 |
| Range |
0.0183 |
0.0113 |
-0.0070 |
-38.3% |
0.0373 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
158,009 |
119,062 |
-38,947 |
-24.6% |
607,173 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6529 |
1.6482 |
1.6271 |
|
| R3 |
1.6416 |
1.6369 |
1.6240 |
|
| R2 |
1.6303 |
1.6303 |
1.6230 |
|
| R1 |
1.6256 |
1.6256 |
1.6219 |
1.6280 |
| PP |
1.6190 |
1.6190 |
1.6190 |
1.6202 |
| S1 |
1.6143 |
1.6143 |
1.6199 |
1.6167 |
| S2 |
1.6077 |
1.6077 |
1.6188 |
|
| S3 |
1.5964 |
1.6030 |
1.6178 |
|
| S4 |
1.5851 |
1.5917 |
1.6147 |
|
|
| 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 |
1.6302 |
1.6099 |
0.0203 |
1.3% |
0.0137 |
0.8% |
54% |
False |
False |
122,815 |
| 10 |
1.6512 |
1.6099 |
0.0413 |
2.5% |
0.0138 |
0.9% |
27% |
False |
False |
124,787 |
| 20 |
1.6738 |
1.6099 |
0.0639 |
3.9% |
0.0144 |
0.9% |
17% |
False |
False |
117,572 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0134 |
0.8% |
35% |
False |
False |
114,971 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
35% |
False |
False |
96,584 |
| 80 |
1.6738 |
1.5780 |
0.0958 |
5.9% |
0.0130 |
0.8% |
45% |
False |
False |
72,487 |
| 100 |
1.6738 |
1.5355 |
0.1383 |
8.5% |
0.0129 |
0.8% |
62% |
False |
False |
58,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6717 |
|
2.618 |
1.6533 |
|
1.618 |
1.6420 |
|
1.000 |
1.6350 |
|
0.618 |
1.6307 |
|
HIGH |
1.6237 |
|
0.618 |
1.6194 |
|
0.500 |
1.6181 |
|
0.382 |
1.6167 |
|
LOW |
1.6124 |
|
0.618 |
1.6054 |
|
1.000 |
1.6011 |
|
1.618 |
1.5941 |
|
2.618 |
1.5828 |
|
4.250 |
1.5644 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6200 |
1.6206 |
| PP |
1.6190 |
1.6202 |
| S1 |
1.6181 |
1.6199 |
|