CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6666 |
1.6583 |
-0.0083 |
-0.5% |
1.6496 |
| High |
1.6708 |
1.6607 |
-0.0101 |
-0.6% |
1.6693 |
| Low |
1.6607 |
1.6443 |
-0.0164 |
-1.0% |
1.6436 |
| Close |
1.6649 |
1.6434 |
-0.0215 |
-1.3% |
1.6677 |
| Range |
0.0101 |
0.0164 |
0.0063 |
62.4% |
0.0257 |
| ATR |
0.0087 |
0.0096 |
0.0008 |
9.7% |
0.0000 |
| Volume |
18 |
225 |
207 |
1,150.0% |
328 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6874 |
1.6524 |
|
| R3 |
1.6823 |
1.6710 |
1.6479 |
|
| R2 |
1.6659 |
1.6659 |
1.6464 |
|
| R1 |
1.6546 |
1.6546 |
1.6449 |
1.6521 |
| PP |
1.6495 |
1.6495 |
1.6495 |
1.6482 |
| S1 |
1.6382 |
1.6382 |
1.6419 |
1.6357 |
| S2 |
1.6331 |
1.6331 |
1.6404 |
|
| S3 |
1.6167 |
1.6218 |
1.6389 |
|
| S4 |
1.6003 |
1.6054 |
1.6344 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7373 |
1.7282 |
1.6818 |
|
| R3 |
1.7116 |
1.7025 |
1.6748 |
|
| R2 |
1.6859 |
1.6859 |
1.6724 |
|
| R1 |
1.6768 |
1.6768 |
1.6701 |
1.6814 |
| PP |
1.6602 |
1.6602 |
1.6602 |
1.6625 |
| S1 |
1.6511 |
1.6511 |
1.6653 |
1.6557 |
| S2 |
1.6345 |
1.6345 |
1.6630 |
|
| S3 |
1.6088 |
1.6254 |
1.6606 |
|
| S4 |
1.5831 |
1.5997 |
1.6536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6708 |
1.6436 |
0.0272 |
1.7% |
0.0098 |
0.6% |
-1% |
False |
False |
96 |
| 10 |
1.6708 |
1.6289 |
0.0419 |
2.5% |
0.0073 |
0.4% |
35% |
False |
False |
82 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0071 |
0.4% |
51% |
False |
False |
77 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0063 |
0.4% |
66% |
False |
False |
50 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0043 |
0.3% |
66% |
False |
False |
35 |
| 80 |
1.6708 |
1.5503 |
0.1205 |
7.3% |
0.0036 |
0.2% |
77% |
False |
False |
27 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.4% |
0.0030 |
0.2% |
80% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7304 |
|
2.618 |
1.7036 |
|
1.618 |
1.6872 |
|
1.000 |
1.6771 |
|
0.618 |
1.6708 |
|
HIGH |
1.6607 |
|
0.618 |
1.6544 |
|
0.500 |
1.6525 |
|
0.382 |
1.6506 |
|
LOW |
1.6443 |
|
0.618 |
1.6342 |
|
1.000 |
1.6279 |
|
1.618 |
1.6178 |
|
2.618 |
1.6014 |
|
4.250 |
1.5746 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6525 |
1.6576 |
| PP |
1.6495 |
1.6528 |
| S1 |
1.6464 |
1.6481 |
|