CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6154 |
1.6270 |
0.0116 |
0.7% |
1.6143 |
| High |
1.6270 |
1.6380 |
0.0110 |
0.7% |
1.6271 |
| Low |
1.6121 |
1.6260 |
0.0139 |
0.9% |
1.6093 |
| Close |
1.6254 |
1.6368 |
0.0114 |
0.7% |
1.6252 |
| Range |
0.0149 |
0.0120 |
-0.0029 |
-19.5% |
0.0178 |
| ATR |
0.0119 |
0.0119 |
0.0001 |
0.4% |
0.0000 |
| Volume |
150 |
199 |
49 |
32.7% |
895 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6696 |
1.6652 |
1.6434 |
|
| R3 |
1.6576 |
1.6532 |
1.6401 |
|
| R2 |
1.6456 |
1.6456 |
1.6390 |
|
| R1 |
1.6412 |
1.6412 |
1.6379 |
1.6434 |
| PP |
1.6336 |
1.6336 |
1.6336 |
1.6347 |
| S1 |
1.6292 |
1.6292 |
1.6357 |
1.6314 |
| S2 |
1.6216 |
1.6216 |
1.6346 |
|
| S3 |
1.6096 |
1.6172 |
1.6335 |
|
| S4 |
1.5976 |
1.6052 |
1.6302 |
|
|
| 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 |
1.6380 |
1.6046 |
0.0334 |
2.0% |
0.0132 |
0.8% |
96% |
True |
False |
255 |
| 10 |
1.6380 |
1.6046 |
0.0334 |
2.0% |
0.0123 |
0.8% |
96% |
True |
False |
201 |
| 20 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0117 |
0.7% |
49% |
False |
False |
157 |
| 40 |
1.6708 |
1.5953 |
0.0755 |
4.6% |
0.0091 |
0.6% |
55% |
False |
False |
111 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0077 |
0.5% |
57% |
False |
False |
81 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0059 |
0.4% |
57% |
False |
False |
62 |
| 100 |
1.6708 |
1.5449 |
0.1259 |
7.7% |
0.0049 |
0.3% |
73% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6890 |
|
2.618 |
1.6694 |
|
1.618 |
1.6574 |
|
1.000 |
1.6500 |
|
0.618 |
1.6454 |
|
HIGH |
1.6380 |
|
0.618 |
1.6334 |
|
0.500 |
1.6320 |
|
0.382 |
1.6306 |
|
LOW |
1.6260 |
|
0.618 |
1.6186 |
|
1.000 |
1.6140 |
|
1.618 |
1.6066 |
|
2.618 |
1.5946 |
|
4.250 |
1.5750 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6352 |
1.6316 |
| PP |
1.6336 |
1.6265 |
| S1 |
1.6320 |
1.6213 |
|