CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6583 |
1.6490 |
-0.0093 |
-0.6% |
1.6496 |
| High |
1.6607 |
1.6536 |
-0.0071 |
-0.4% |
1.6693 |
| Low |
1.6443 |
1.6460 |
0.0017 |
0.1% |
1.6436 |
| Close |
1.6434 |
1.6483 |
0.0049 |
0.3% |
1.6677 |
| Range |
0.0164 |
0.0076 |
-0.0088 |
-53.7% |
0.0257 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
225 |
64 |
-161 |
-71.6% |
328 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6721 |
1.6678 |
1.6525 |
|
| R3 |
1.6645 |
1.6602 |
1.6504 |
|
| R2 |
1.6569 |
1.6569 |
1.6497 |
|
| R1 |
1.6526 |
1.6526 |
1.6490 |
1.6510 |
| PP |
1.6493 |
1.6493 |
1.6493 |
1.6485 |
| S1 |
1.6450 |
1.6450 |
1.6476 |
1.6434 |
| S2 |
1.6417 |
1.6417 |
1.6469 |
|
| S3 |
1.6341 |
1.6374 |
1.6462 |
|
| S4 |
1.6265 |
1.6298 |
1.6441 |
|
|
| 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 |
1.6443 |
0.0265 |
1.6% |
0.0093 |
0.6% |
15% |
False |
False |
105 |
| 10 |
1.6708 |
1.6289 |
0.0419 |
2.5% |
0.0080 |
0.5% |
46% |
False |
False |
84 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0072 |
0.4% |
60% |
False |
False |
79 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.8% |
0.0065 |
0.4% |
72% |
False |
False |
52 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.8% |
0.0045 |
0.3% |
72% |
False |
False |
36 |
| 80 |
1.6708 |
1.5533 |
0.1175 |
7.1% |
0.0037 |
0.2% |
81% |
False |
False |
28 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.4% |
0.0031 |
0.2% |
84% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6859 |
|
2.618 |
1.6735 |
|
1.618 |
1.6659 |
|
1.000 |
1.6612 |
|
0.618 |
1.6583 |
|
HIGH |
1.6536 |
|
0.618 |
1.6507 |
|
0.500 |
1.6498 |
|
0.382 |
1.6489 |
|
LOW |
1.6460 |
|
0.618 |
1.6413 |
|
1.000 |
1.6384 |
|
1.618 |
1.6337 |
|
2.618 |
1.6261 |
|
4.250 |
1.6137 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6498 |
1.6576 |
| PP |
1.6493 |
1.6545 |
| S1 |
1.6488 |
1.6514 |
|