CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6371 |
1.6446 |
0.0075 |
0.5% |
1.6200 |
| High |
1.6477 |
1.6521 |
0.0044 |
0.3% |
1.6477 |
| Low |
1.6358 |
1.6401 |
0.0043 |
0.3% |
1.6046 |
| Close |
1.6466 |
1.6429 |
-0.0037 |
-0.2% |
1.6466 |
| Range |
0.0119 |
0.0120 |
0.0001 |
0.8% |
0.0431 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.0% |
0.0000 |
| Volume |
233 |
232 |
-1 |
-0.4% |
1,291 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6810 |
1.6740 |
1.6495 |
|
| R3 |
1.6690 |
1.6620 |
1.6462 |
|
| R2 |
1.6570 |
1.6570 |
1.6451 |
|
| R1 |
1.6500 |
1.6500 |
1.6440 |
1.6475 |
| PP |
1.6450 |
1.6450 |
1.6450 |
1.6438 |
| S1 |
1.6380 |
1.6380 |
1.6418 |
1.6355 |
| S2 |
1.6330 |
1.6330 |
1.6407 |
|
| S3 |
1.6210 |
1.6260 |
1.6396 |
|
| S4 |
1.6090 |
1.6140 |
1.6363 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7623 |
1.7475 |
1.6703 |
|
| R3 |
1.7192 |
1.7044 |
1.6585 |
|
| R2 |
1.6761 |
1.6761 |
1.6545 |
|
| R1 |
1.6613 |
1.6613 |
1.6506 |
1.6687 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6367 |
| S1 |
1.6182 |
1.6182 |
1.6426 |
1.6256 |
| S2 |
1.5899 |
1.5899 |
1.6387 |
|
| S3 |
1.5468 |
1.5751 |
1.6347 |
|
| S4 |
1.5037 |
1.5320 |
1.6229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0129 |
0.8% |
81% |
True |
False |
256 |
| 10 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0124 |
0.8% |
81% |
True |
False |
230 |
| 20 |
1.6607 |
1.6046 |
0.0561 |
3.4% |
0.0123 |
0.7% |
68% |
False |
False |
175 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0093 |
0.6% |
58% |
False |
False |
122 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0080 |
0.5% |
65% |
False |
False |
88 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0061 |
0.4% |
65% |
False |
False |
67 |
| 100 |
1.6708 |
1.5503 |
0.1205 |
7.3% |
0.0052 |
0.3% |
77% |
False |
False |
55 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.4% |
0.0044 |
0.3% |
80% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7031 |
|
2.618 |
1.6835 |
|
1.618 |
1.6715 |
|
1.000 |
1.6641 |
|
0.618 |
1.6595 |
|
HIGH |
1.6521 |
|
0.618 |
1.6475 |
|
0.500 |
1.6461 |
|
0.382 |
1.6447 |
|
LOW |
1.6401 |
|
0.618 |
1.6327 |
|
1.000 |
1.6281 |
|
1.618 |
1.6207 |
|
2.618 |
1.6087 |
|
4.250 |
1.5891 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6461 |
1.6416 |
| PP |
1.6450 |
1.6403 |
| S1 |
1.6440 |
1.6391 |
|