CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6367 |
1.6233 |
-0.0134 |
-0.8% |
1.6418 |
| High |
1.6383 |
1.6342 |
-0.0041 |
-0.3% |
1.6473 |
| Low |
1.6212 |
1.6218 |
0.0006 |
0.0% |
1.6212 |
| Close |
1.6240 |
1.6320 |
0.0080 |
0.5% |
1.6240 |
| Range |
0.0171 |
0.0124 |
-0.0047 |
-27.5% |
0.0261 |
| ATR |
0.0140 |
0.0138 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
36,484 |
5,069 |
-31,415 |
-86.1% |
448,960 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6665 |
1.6617 |
1.6388 |
|
| R3 |
1.6541 |
1.6493 |
1.6354 |
|
| R2 |
1.6417 |
1.6417 |
1.6343 |
|
| R1 |
1.6369 |
1.6369 |
1.6331 |
1.6393 |
| PP |
1.6293 |
1.6293 |
1.6293 |
1.6306 |
| S1 |
1.6245 |
1.6245 |
1.6309 |
1.6269 |
| S2 |
1.6169 |
1.6169 |
1.6297 |
|
| S3 |
1.6045 |
1.6121 |
1.6286 |
|
| S4 |
1.5921 |
1.5997 |
1.6252 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7091 |
1.6927 |
1.6384 |
|
| R3 |
1.6830 |
1.6666 |
1.6312 |
|
| R2 |
1.6569 |
1.6569 |
1.6288 |
|
| R1 |
1.6405 |
1.6405 |
1.6264 |
1.6357 |
| PP |
1.6308 |
1.6308 |
1.6308 |
1.6284 |
| S1 |
1.6144 |
1.6144 |
1.6216 |
1.6096 |
| S2 |
1.6047 |
1.6047 |
1.6192 |
|
| S3 |
1.5786 |
1.5883 |
1.6168 |
|
| S4 |
1.5525 |
1.5622 |
1.6096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6473 |
1.6212 |
0.0261 |
1.6% |
0.0132 |
0.8% |
41% |
False |
False |
75,038 |
| 10 |
1.6546 |
1.6212 |
0.0334 |
2.0% |
0.0135 |
0.8% |
32% |
False |
False |
89,632 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0139 |
0.9% |
54% |
False |
False |
103,969 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0141 |
0.9% |
39% |
False |
False |
110,053 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
49% |
False |
False |
109,775 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
49% |
False |
False |
92,296 |
| 100 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0132 |
0.8% |
58% |
False |
False |
73,860 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0129 |
0.8% |
70% |
False |
False |
61,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6869 |
|
2.618 |
1.6667 |
|
1.618 |
1.6543 |
|
1.000 |
1.6466 |
|
0.618 |
1.6419 |
|
HIGH |
1.6342 |
|
0.618 |
1.6295 |
|
0.500 |
1.6280 |
|
0.382 |
1.6265 |
|
LOW |
1.6218 |
|
0.618 |
1.6141 |
|
1.000 |
1.6094 |
|
1.618 |
1.6017 |
|
2.618 |
1.5893 |
|
4.250 |
1.5691 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6307 |
1.6340 |
| PP |
1.6293 |
1.6333 |
| S1 |
1.6280 |
1.6327 |
|