CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6387 |
1.6342 |
-0.0045 |
-0.3% |
1.6666 |
| High |
1.6407 |
1.6376 |
-0.0031 |
-0.2% |
1.6708 |
| Low |
1.6332 |
1.6249 |
-0.0083 |
-0.5% |
1.6332 |
| Close |
1.6334 |
1.6360 |
0.0026 |
0.2% |
1.6334 |
| Range |
0.0075 |
0.0127 |
0.0052 |
69.3% |
0.0376 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.0% |
0.0000 |
| Volume |
320 |
95 |
-225 |
-70.3% |
709 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6709 |
1.6662 |
1.6430 |
|
| R3 |
1.6582 |
1.6535 |
1.6395 |
|
| R2 |
1.6455 |
1.6455 |
1.6383 |
|
| R1 |
1.6408 |
1.6408 |
1.6372 |
1.6432 |
| PP |
1.6328 |
1.6328 |
1.6328 |
1.6340 |
| S1 |
1.6281 |
1.6281 |
1.6348 |
1.6305 |
| S2 |
1.6201 |
1.6201 |
1.6337 |
|
| S3 |
1.6074 |
1.6154 |
1.6325 |
|
| S4 |
1.5947 |
1.6027 |
1.6290 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7586 |
1.7336 |
1.6541 |
|
| R3 |
1.7210 |
1.6960 |
1.6437 |
|
| R2 |
1.6834 |
1.6834 |
1.6403 |
|
| R1 |
1.6584 |
1.6584 |
1.6368 |
1.6521 |
| PP |
1.6458 |
1.6458 |
1.6458 |
1.6427 |
| S1 |
1.6208 |
1.6208 |
1.6300 |
1.6145 |
| S2 |
1.6082 |
1.6082 |
1.6265 |
|
| S3 |
1.5706 |
1.5832 |
1.6231 |
|
| S4 |
1.5330 |
1.5456 |
1.6127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6607 |
1.6249 |
0.0358 |
2.2% |
0.0122 |
0.7% |
31% |
False |
True |
157 |
| 10 |
1.6708 |
1.6249 |
0.0459 |
2.8% |
0.0100 |
0.6% |
24% |
False |
True |
106 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0081 |
0.5% |
38% |
False |
False |
96 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0073 |
0.4% |
56% |
False |
False |
64 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0051 |
0.3% |
56% |
False |
False |
44 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0042 |
0.3% |
64% |
False |
False |
34 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0034 |
0.2% |
75% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6916 |
|
2.618 |
1.6708 |
|
1.618 |
1.6581 |
|
1.000 |
1.6503 |
|
0.618 |
1.6454 |
|
HIGH |
1.6376 |
|
0.618 |
1.6327 |
|
0.500 |
1.6313 |
|
0.382 |
1.6298 |
|
LOW |
1.6249 |
|
0.618 |
1.6171 |
|
1.000 |
1.6122 |
|
1.618 |
1.6044 |
|
2.618 |
1.5917 |
|
4.250 |
1.5709 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6344 |
1.6376 |
| PP |
1.6328 |
1.6371 |
| S1 |
1.6313 |
1.6365 |
|