CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6220 |
1.6223 |
0.0003 |
0.0% |
1.6169 |
| High |
1.6301 |
1.6273 |
-0.0028 |
-0.2% |
1.6301 |
| Low |
1.6162 |
1.6081 |
-0.0081 |
-0.5% |
1.6099 |
| Close |
1.6273 |
1.6113 |
-0.0160 |
-1.0% |
1.6273 |
| Range |
0.0139 |
0.0192 |
0.0053 |
38.1% |
0.0202 |
| ATR |
0.0139 |
0.0143 |
0.0004 |
2.7% |
0.0000 |
| Volume |
126,830 |
114,345 |
-12,485 |
-9.8% |
619,396 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6732 |
1.6614 |
1.6219 |
|
| R3 |
1.6540 |
1.6422 |
1.6166 |
|
| R2 |
1.6348 |
1.6348 |
1.6148 |
|
| R1 |
1.6230 |
1.6230 |
1.6131 |
1.6193 |
| PP |
1.6156 |
1.6156 |
1.6156 |
1.6137 |
| S1 |
1.6038 |
1.6038 |
1.6095 |
1.6001 |
| S2 |
1.5964 |
1.5964 |
1.6078 |
|
| S3 |
1.5772 |
1.5846 |
1.6060 |
|
| S4 |
1.5580 |
1.5654 |
1.6007 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6830 |
1.6754 |
1.6384 |
|
| R3 |
1.6628 |
1.6552 |
1.6329 |
|
| R2 |
1.6426 |
1.6426 |
1.6310 |
|
| R1 |
1.6350 |
1.6350 |
1.6292 |
1.6388 |
| PP |
1.6224 |
1.6224 |
1.6224 |
1.6244 |
| S1 |
1.6148 |
1.6148 |
1.6254 |
1.6186 |
| S2 |
1.6022 |
1.6022 |
1.6236 |
|
| S3 |
1.5820 |
1.5946 |
1.6217 |
|
| S4 |
1.5618 |
1.5744 |
1.6162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6301 |
1.6081 |
0.0220 |
1.4% |
0.0151 |
0.9% |
15% |
False |
True |
128,889 |
| 10 |
1.6512 |
1.6081 |
0.0431 |
2.7% |
0.0147 |
0.9% |
7% |
False |
True |
121,971 |
| 20 |
1.6738 |
1.6081 |
0.0657 |
4.1% |
0.0146 |
0.9% |
5% |
False |
True |
115,837 |
| 40 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0134 |
0.8% |
24% |
False |
False |
115,023 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.1% |
0.0137 |
0.9% |
24% |
False |
False |
100,586 |
| 80 |
1.6738 |
1.5811 |
0.0927 |
5.8% |
0.0132 |
0.8% |
33% |
False |
False |
75,493 |
| 100 |
1.6738 |
1.5364 |
0.1374 |
8.5% |
0.0132 |
0.8% |
55% |
False |
False |
60,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7089 |
|
2.618 |
1.6776 |
|
1.618 |
1.6584 |
|
1.000 |
1.6465 |
|
0.618 |
1.6392 |
|
HIGH |
1.6273 |
|
0.618 |
1.6200 |
|
0.500 |
1.6177 |
|
0.382 |
1.6154 |
|
LOW |
1.6081 |
|
0.618 |
1.5962 |
|
1.000 |
1.5889 |
|
1.618 |
1.5770 |
|
2.618 |
1.5578 |
|
4.250 |
1.5265 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6177 |
1.6191 |
| PP |
1.6156 |
1.6165 |
| S1 |
1.6134 |
1.6139 |
|