CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6143 |
1.6168 |
0.0025 |
0.2% |
1.6342 |
| High |
1.6221 |
1.6271 |
0.0050 |
0.3% |
1.6482 |
| Low |
1.6136 |
1.6150 |
0.0014 |
0.1% |
1.6122 |
| Close |
1.6180 |
1.6221 |
0.0041 |
0.3% |
1.6145 |
| Range |
0.0085 |
0.0121 |
0.0036 |
42.4% |
0.0360 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0000 |
| Volume |
109 |
306 |
197 |
180.7% |
410 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6577 |
1.6520 |
1.6288 |
|
| R3 |
1.6456 |
1.6399 |
1.6254 |
|
| R2 |
1.6335 |
1.6335 |
1.6243 |
|
| R1 |
1.6278 |
1.6278 |
1.6232 |
1.6307 |
| PP |
1.6214 |
1.6214 |
1.6214 |
1.6228 |
| S1 |
1.6157 |
1.6157 |
1.6210 |
1.6186 |
| S2 |
1.6093 |
1.6093 |
1.6199 |
|
| S3 |
1.5972 |
1.6036 |
1.6188 |
|
| S4 |
1.5851 |
1.5915 |
1.6154 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7097 |
1.6343 |
|
| R3 |
1.6970 |
1.6737 |
1.6244 |
|
| R2 |
1.6610 |
1.6610 |
1.6211 |
|
| R1 |
1.6377 |
1.6377 |
1.6178 |
1.6314 |
| PP |
1.6250 |
1.6250 |
1.6250 |
1.6218 |
| S1 |
1.6017 |
1.6017 |
1.6112 |
1.5954 |
| S2 |
1.5890 |
1.5890 |
1.6079 |
|
| S3 |
1.5530 |
1.5657 |
1.6046 |
|
| S4 |
1.5170 |
1.5297 |
1.5947 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6482 |
1.6122 |
0.0360 |
2.2% |
0.0132 |
0.8% |
28% |
False |
False |
121 |
| 10 |
1.6536 |
1.6122 |
0.0414 |
2.6% |
0.0117 |
0.7% |
24% |
False |
False |
129 |
| 20 |
1.6708 |
1.6122 |
0.0586 |
3.6% |
0.0095 |
0.6% |
17% |
False |
False |
106 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0080 |
0.5% |
39% |
False |
False |
80 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0063 |
0.4% |
39% |
False |
False |
56 |
| 80 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0049 |
0.3% |
49% |
False |
False |
43 |
| 100 |
1.6708 |
1.5329 |
0.1379 |
8.5% |
0.0041 |
0.3% |
65% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6785 |
|
2.618 |
1.6588 |
|
1.618 |
1.6467 |
|
1.000 |
1.6392 |
|
0.618 |
1.6346 |
|
HIGH |
1.6271 |
|
0.618 |
1.6225 |
|
0.500 |
1.6211 |
|
0.382 |
1.6196 |
|
LOW |
1.6150 |
|
0.618 |
1.6075 |
|
1.000 |
1.6029 |
|
1.618 |
1.5954 |
|
2.618 |
1.5833 |
|
4.250 |
1.5636 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6218 |
1.6213 |
| PP |
1.6214 |
1.6205 |
| S1 |
1.6211 |
1.6197 |
|