CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6140 |
1.6201 |
0.0061 |
0.4% |
1.6143 |
| High |
1.6210 |
1.6271 |
0.0061 |
0.4% |
1.6271 |
| Low |
1.6115 |
1.6147 |
0.0032 |
0.2% |
1.6093 |
| Close |
1.6187 |
1.6252 |
0.0065 |
0.4% |
1.6252 |
| Range |
0.0095 |
0.0124 |
0.0029 |
30.5% |
0.0178 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.0% |
0.0000 |
| Volume |
213 |
217 |
4 |
1.9% |
895 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6595 |
1.6548 |
1.6320 |
|
| R3 |
1.6471 |
1.6424 |
1.6286 |
|
| R2 |
1.6347 |
1.6347 |
1.6275 |
|
| R1 |
1.6300 |
1.6300 |
1.6263 |
1.6324 |
| PP |
1.6223 |
1.6223 |
1.6223 |
1.6235 |
| S1 |
1.6176 |
1.6176 |
1.6241 |
1.6200 |
| S2 |
1.6099 |
1.6099 |
1.6229 |
|
| S3 |
1.5975 |
1.6052 |
1.6218 |
|
| S4 |
1.5851 |
1.5928 |
1.6184 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6739 |
1.6674 |
1.6350 |
|
| R3 |
1.6561 |
1.6496 |
1.6301 |
|
| R2 |
1.6383 |
1.6383 |
1.6285 |
|
| R1 |
1.6318 |
1.6318 |
1.6268 |
1.6351 |
| PP |
1.6205 |
1.6205 |
1.6205 |
1.6222 |
| S1 |
1.6140 |
1.6140 |
1.6236 |
1.6173 |
| S2 |
1.6027 |
1.6027 |
1.6219 |
|
| S3 |
1.5849 |
1.5962 |
1.6203 |
|
| S4 |
1.5671 |
1.5784 |
1.6154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6271 |
1.6093 |
0.0178 |
1.1% |
0.0111 |
0.7% |
89% |
True |
False |
179 |
| 10 |
1.6482 |
1.6093 |
0.0389 |
2.4% |
0.0120 |
0.7% |
41% |
False |
False |
130 |
| 20 |
1.6708 |
1.6093 |
0.0615 |
3.8% |
0.0105 |
0.6% |
26% |
False |
False |
117 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0081 |
0.5% |
43% |
False |
False |
86 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0068 |
0.4% |
43% |
False |
False |
63 |
| 80 |
1.6708 |
1.5825 |
0.0883 |
5.4% |
0.0054 |
0.3% |
48% |
False |
False |
49 |
| 100 |
1.6708 |
1.5375 |
0.1333 |
8.2% |
0.0044 |
0.3% |
66% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6798 |
|
2.618 |
1.6596 |
|
1.618 |
1.6472 |
|
1.000 |
1.6395 |
|
0.618 |
1.6348 |
|
HIGH |
1.6271 |
|
0.618 |
1.6224 |
|
0.500 |
1.6209 |
|
0.382 |
1.6194 |
|
LOW |
1.6147 |
|
0.618 |
1.6070 |
|
1.000 |
1.6023 |
|
1.618 |
1.5946 |
|
2.618 |
1.5822 |
|
4.250 |
1.5620 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6238 |
1.6229 |
| PP |
1.6223 |
1.6205 |
| S1 |
1.6209 |
1.6182 |
|