CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6388 |
1.6479 |
0.0091 |
0.6% |
1.6223 |
| High |
1.6508 |
1.6546 |
0.0038 |
0.2% |
1.6508 |
| Low |
1.6377 |
1.6421 |
0.0044 |
0.3% |
1.6053 |
| Close |
1.6487 |
1.6450 |
-0.0037 |
-0.2% |
1.6487 |
| Range |
0.0131 |
0.0125 |
-0.0006 |
-4.6% |
0.0455 |
| ATR |
0.0143 |
0.0142 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
104,544 |
106,799 |
2,255 |
2.2% |
563,678 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6847 |
1.6774 |
1.6519 |
|
| R3 |
1.6722 |
1.6649 |
1.6484 |
|
| R2 |
1.6597 |
1.6597 |
1.6473 |
|
| R1 |
1.6524 |
1.6524 |
1.6461 |
1.6498 |
| PP |
1.6472 |
1.6472 |
1.6472 |
1.6460 |
| S1 |
1.6399 |
1.6399 |
1.6439 |
1.6373 |
| S2 |
1.6347 |
1.6347 |
1.6427 |
|
| S3 |
1.6222 |
1.6274 |
1.6416 |
|
| S4 |
1.6097 |
1.6149 |
1.6381 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7714 |
1.7556 |
1.6737 |
|
| R3 |
1.7259 |
1.7101 |
1.6612 |
|
| R2 |
1.6804 |
1.6804 |
1.6570 |
|
| R1 |
1.6646 |
1.6646 |
1.6529 |
1.6725 |
| PP |
1.6349 |
1.6349 |
1.6349 |
1.6389 |
| S1 |
1.6191 |
1.6191 |
1.6445 |
1.6270 |
| S2 |
1.5894 |
1.5894 |
1.6404 |
|
| S3 |
1.5439 |
1.5736 |
1.6362 |
|
| S4 |
1.4984 |
1.5281 |
1.6237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0142 |
0.9% |
81% |
True |
False |
111,226 |
| 10 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0147 |
0.9% |
81% |
True |
False |
120,058 |
| 20 |
1.6673 |
1.6053 |
0.0620 |
3.8% |
0.0148 |
0.9% |
64% |
False |
False |
121,684 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0137 |
0.8% |
58% |
False |
False |
114,351 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0139 |
0.8% |
65% |
False |
False |
109,743 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0134 |
0.8% |
65% |
False |
False |
82,439 |
| 100 |
1.6738 |
1.5405 |
0.1333 |
8.1% |
0.0131 |
0.8% |
78% |
False |
False |
65,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7077 |
|
2.618 |
1.6873 |
|
1.618 |
1.6748 |
|
1.000 |
1.6671 |
|
0.618 |
1.6623 |
|
HIGH |
1.6546 |
|
0.618 |
1.6498 |
|
0.500 |
1.6484 |
|
0.382 |
1.6469 |
|
LOW |
1.6421 |
|
0.618 |
1.6344 |
|
1.000 |
1.6296 |
|
1.618 |
1.6219 |
|
2.618 |
1.6094 |
|
4.250 |
1.5890 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6484 |
1.6436 |
| PP |
1.6472 |
1.6421 |
| S1 |
1.6461 |
1.6407 |
|