CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6479 |
1.6447 |
-0.0032 |
-0.2% |
1.6223 |
| High |
1.6546 |
1.6494 |
-0.0052 |
-0.3% |
1.6508 |
| Low |
1.6421 |
1.6327 |
-0.0094 |
-0.6% |
1.6053 |
| Close |
1.6450 |
1.6358 |
-0.0092 |
-0.6% |
1.6487 |
| Range |
0.0125 |
0.0167 |
0.0042 |
33.6% |
0.0455 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.3% |
0.0000 |
| Volume |
106,799 |
127,862 |
21,063 |
19.7% |
563,678 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6894 |
1.6793 |
1.6450 |
|
| R3 |
1.6727 |
1.6626 |
1.6404 |
|
| R2 |
1.6560 |
1.6560 |
1.6389 |
|
| R1 |
1.6459 |
1.6459 |
1.6373 |
1.6426 |
| PP |
1.6393 |
1.6393 |
1.6393 |
1.6377 |
| S1 |
1.6292 |
1.6292 |
1.6343 |
1.6259 |
| S2 |
1.6226 |
1.6226 |
1.6327 |
|
| S3 |
1.6059 |
1.6125 |
1.6312 |
|
| S4 |
1.5892 |
1.5958 |
1.6266 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7714 |
1.7556 |
1.6737 |
|
| R3 |
1.7259 |
1.7101 |
1.6612 |
|
| R2 |
1.6804 |
1.6804 |
1.6570 |
|
| R1 |
1.6646 |
1.6646 |
1.6529 |
1.6725 |
| PP |
1.6349 |
1.6349 |
1.6349 |
1.6389 |
| S1 |
1.6191 |
1.6191 |
1.6445 |
1.6270 |
| S2 |
1.5894 |
1.5894 |
1.6404 |
|
| S3 |
1.5439 |
1.5736 |
1.6362 |
|
| S4 |
1.4984 |
1.5281 |
1.6237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6546 |
1.6129 |
0.0417 |
2.5% |
0.0145 |
0.9% |
55% |
False |
False |
116,303 |
| 10 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0150 |
0.9% |
62% |
False |
False |
120,224 |
| 20 |
1.6566 |
1.6053 |
0.0513 |
3.1% |
0.0145 |
0.9% |
59% |
False |
False |
121,540 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0139 |
0.9% |
45% |
False |
False |
115,512 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0139 |
0.9% |
53% |
False |
False |
111,525 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0134 |
0.8% |
53% |
False |
False |
84,036 |
| 100 |
1.6738 |
1.5405 |
0.1333 |
8.1% |
0.0132 |
0.8% |
71% |
False |
False |
67,251 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0125 |
0.8% |
73% |
False |
False |
56,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7204 |
|
2.618 |
1.6931 |
|
1.618 |
1.6764 |
|
1.000 |
1.6661 |
|
0.618 |
1.6597 |
|
HIGH |
1.6494 |
|
0.618 |
1.6430 |
|
0.500 |
1.6411 |
|
0.382 |
1.6391 |
|
LOW |
1.6327 |
|
0.618 |
1.6224 |
|
1.000 |
1.6160 |
|
1.618 |
1.6057 |
|
2.618 |
1.5890 |
|
4.250 |
1.5617 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6411 |
1.6437 |
| PP |
1.6393 |
1.6410 |
| S1 |
1.6376 |
1.6384 |
|