CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6200 |
1.6050 |
-0.0150 |
-0.9% |
1.6143 |
| High |
1.6200 |
1.6181 |
-0.0019 |
-0.1% |
1.6271 |
| Low |
1.6068 |
1.6046 |
-0.0022 |
-0.1% |
1.6093 |
| Close |
1.6093 |
1.6158 |
0.0065 |
0.4% |
1.6252 |
| Range |
0.0132 |
0.0135 |
0.0003 |
2.3% |
0.0178 |
| ATR |
0.0115 |
0.0117 |
0.0001 |
1.2% |
0.0000 |
| Volume |
239 |
470 |
231 |
96.7% |
895 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6533 |
1.6481 |
1.6232 |
|
| R3 |
1.6398 |
1.6346 |
1.6195 |
|
| R2 |
1.6263 |
1.6263 |
1.6183 |
|
| R1 |
1.6211 |
1.6211 |
1.6170 |
1.6237 |
| PP |
1.6128 |
1.6128 |
1.6128 |
1.6142 |
| S1 |
1.6076 |
1.6076 |
1.6146 |
1.6102 |
| S2 |
1.5993 |
1.5993 |
1.6133 |
|
| S3 |
1.5858 |
1.5941 |
1.6121 |
|
| S4 |
1.5723 |
1.5806 |
1.6084 |
|
|
| 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 |
1.6046 |
0.0225 |
1.4% |
0.0123 |
0.8% |
50% |
False |
True |
237 |
| 10 |
1.6482 |
1.6046 |
0.0436 |
2.7% |
0.0127 |
0.8% |
26% |
False |
True |
179 |
| 20 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0114 |
0.7% |
17% |
False |
True |
148 |
| 40 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0085 |
0.5% |
31% |
False |
False |
103 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0072 |
0.4% |
31% |
False |
False |
75 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0057 |
0.4% |
31% |
False |
False |
58 |
| 100 |
1.6708 |
1.5449 |
0.1259 |
7.8% |
0.0047 |
0.3% |
56% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6755 |
|
2.618 |
1.6534 |
|
1.618 |
1.6399 |
|
1.000 |
1.6316 |
|
0.618 |
1.6264 |
|
HIGH |
1.6181 |
|
0.618 |
1.6129 |
|
0.500 |
1.6114 |
|
0.382 |
1.6098 |
|
LOW |
1.6046 |
|
0.618 |
1.5963 |
|
1.000 |
1.5911 |
|
1.618 |
1.5828 |
|
2.618 |
1.5693 |
|
4.250 |
1.5472 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6143 |
1.6159 |
| PP |
1.6128 |
1.6158 |
| S1 |
1.6114 |
1.6158 |
|