CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6342 |
1.6330 |
-0.0012 |
-0.1% |
1.6666 |
| High |
1.6376 |
1.6356 |
-0.0020 |
-0.1% |
1.6708 |
| Low |
1.6249 |
1.6294 |
0.0045 |
0.3% |
1.6332 |
| Close |
1.6360 |
1.6320 |
-0.0040 |
-0.2% |
1.6334 |
| Range |
0.0127 |
0.0062 |
-0.0065 |
-51.2% |
0.0376 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
95 |
124 |
29 |
30.5% |
709 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6509 |
1.6477 |
1.6354 |
|
| R3 |
1.6447 |
1.6415 |
1.6337 |
|
| R2 |
1.6385 |
1.6385 |
1.6331 |
|
| R1 |
1.6353 |
1.6353 |
1.6326 |
1.6338 |
| PP |
1.6323 |
1.6323 |
1.6323 |
1.6316 |
| S1 |
1.6291 |
1.6291 |
1.6314 |
1.6276 |
| S2 |
1.6261 |
1.6261 |
1.6309 |
|
| S3 |
1.6199 |
1.6229 |
1.6303 |
|
| S4 |
1.6137 |
1.6167 |
1.6286 |
|
|
| 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 |
1.6536 |
1.6249 |
0.0287 |
1.8% |
0.0102 |
0.6% |
25% |
False |
False |
137 |
| 10 |
1.6708 |
1.6249 |
0.0459 |
2.8% |
0.0100 |
0.6% |
15% |
False |
False |
116 |
| 20 |
1.6708 |
1.6146 |
0.0562 |
3.4% |
0.0080 |
0.5% |
31% |
False |
False |
97 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0075 |
0.5% |
51% |
False |
False |
67 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0052 |
0.3% |
51% |
False |
False |
46 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0043 |
0.3% |
59% |
False |
False |
36 |
| 100 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0034 |
0.2% |
72% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6620 |
|
2.618 |
1.6518 |
|
1.618 |
1.6456 |
|
1.000 |
1.6418 |
|
0.618 |
1.6394 |
|
HIGH |
1.6356 |
|
0.618 |
1.6332 |
|
0.500 |
1.6325 |
|
0.382 |
1.6318 |
|
LOW |
1.6294 |
|
0.618 |
1.6256 |
|
1.000 |
1.6232 |
|
1.618 |
1.6194 |
|
2.618 |
1.6132 |
|
4.250 |
1.6031 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6325 |
1.6328 |
| PP |
1.6323 |
1.6325 |
| S1 |
1.6322 |
1.6323 |
|