CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6490 |
1.6503 |
0.0013 |
0.1% |
1.6496 |
| High |
1.6536 |
1.6503 |
-0.0033 |
-0.2% |
1.6693 |
| Low |
1.6460 |
1.6334 |
-0.0126 |
-0.8% |
1.6436 |
| Close |
1.6483 |
1.6346 |
-0.0137 |
-0.8% |
1.6677 |
| Range |
0.0076 |
0.0169 |
0.0093 |
122.4% |
0.0257 |
| ATR |
0.0096 |
0.0101 |
0.0005 |
5.4% |
0.0000 |
| Volume |
64 |
82 |
18 |
28.1% |
328 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6901 |
1.6793 |
1.6439 |
|
| R3 |
1.6732 |
1.6624 |
1.6392 |
|
| R2 |
1.6563 |
1.6563 |
1.6377 |
|
| R1 |
1.6455 |
1.6455 |
1.6361 |
1.6425 |
| PP |
1.6394 |
1.6394 |
1.6394 |
1.6379 |
| S1 |
1.6286 |
1.6286 |
1.6331 |
1.6256 |
| S2 |
1.6225 |
1.6225 |
1.6315 |
|
| S3 |
1.6056 |
1.6117 |
1.6300 |
|
| S4 |
1.5887 |
1.5948 |
1.6253 |
|
|
| 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 |
1.6334 |
0.0374 |
2.3% |
0.0107 |
0.7% |
3% |
False |
True |
94 |
| 10 |
1.6708 |
1.6334 |
0.0374 |
2.3% |
0.0090 |
0.5% |
3% |
False |
True |
90 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0077 |
0.5% |
36% |
False |
False |
82 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0069 |
0.4% |
55% |
False |
False |
54 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0048 |
0.3% |
55% |
False |
False |
37 |
| 80 |
1.6708 |
1.5551 |
0.1157 |
7.1% |
0.0039 |
0.2% |
69% |
False |
False |
29 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0033 |
0.2% |
74% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7221 |
|
2.618 |
1.6945 |
|
1.618 |
1.6776 |
|
1.000 |
1.6672 |
|
0.618 |
1.6607 |
|
HIGH |
1.6503 |
|
0.618 |
1.6438 |
|
0.500 |
1.6419 |
|
0.382 |
1.6399 |
|
LOW |
1.6334 |
|
0.618 |
1.6230 |
|
1.000 |
1.6165 |
|
1.618 |
1.6061 |
|
2.618 |
1.5892 |
|
4.250 |
1.5616 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6419 |
1.6471 |
| PP |
1.6394 |
1.6429 |
| S1 |
1.6370 |
1.6388 |
|