CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6351 |
1.6440 |
0.0089 |
0.5% |
1.6479 |
| High |
1.6473 |
1.6450 |
-0.0023 |
-0.1% |
1.6546 |
| Low |
1.6323 |
1.6346 |
0.0023 |
0.1% |
1.6281 |
| Close |
1.6450 |
1.6391 |
-0.0059 |
-0.4% |
1.6415 |
| Range |
0.0150 |
0.0104 |
-0.0046 |
-30.7% |
0.0265 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
111,293 |
113,602 |
2,309 |
2.1% |
442,292 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6708 |
1.6653 |
1.6448 |
|
| R3 |
1.6604 |
1.6549 |
1.6420 |
|
| R2 |
1.6500 |
1.6500 |
1.6410 |
|
| R1 |
1.6445 |
1.6445 |
1.6401 |
1.6421 |
| PP |
1.6396 |
1.6396 |
1.6396 |
1.6383 |
| S1 |
1.6341 |
1.6341 |
1.6381 |
1.6317 |
| S2 |
1.6292 |
1.6292 |
1.6372 |
|
| S3 |
1.6188 |
1.6237 |
1.6362 |
|
| S4 |
1.6084 |
1.6133 |
1.6334 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7209 |
1.7077 |
1.6561 |
|
| R3 |
1.6944 |
1.6812 |
1.6488 |
|
| R2 |
1.6679 |
1.6679 |
1.6464 |
|
| R1 |
1.6547 |
1.6547 |
1.6439 |
1.6481 |
| PP |
1.6414 |
1.6414 |
1.6414 |
1.6381 |
| S1 |
1.6282 |
1.6282 |
1.6391 |
1.6216 |
| S2 |
1.6149 |
1.6149 |
1.6366 |
|
| S3 |
1.5884 |
1.6017 |
1.6342 |
|
| S4 |
1.5619 |
1.5752 |
1.6269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6473 |
1.6281 |
0.0192 |
1.2% |
0.0130 |
0.8% |
57% |
False |
False |
102,272 |
| 10 |
1.6546 |
1.6129 |
0.0417 |
2.5% |
0.0137 |
0.8% |
63% |
False |
False |
109,288 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0144 |
0.9% |
69% |
False |
False |
116,911 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0139 |
0.8% |
49% |
False |
False |
114,613 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0139 |
0.8% |
58% |
False |
False |
113,150 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
58% |
False |
False |
90,424 |
| 100 |
1.6738 |
1.5734 |
0.1004 |
6.1% |
0.0132 |
0.8% |
65% |
False |
False |
72,361 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.5% |
0.0128 |
0.8% |
75% |
False |
False |
60,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6892 |
|
2.618 |
1.6722 |
|
1.618 |
1.6618 |
|
1.000 |
1.6554 |
|
0.618 |
1.6514 |
|
HIGH |
1.6450 |
|
0.618 |
1.6410 |
|
0.500 |
1.6398 |
|
0.382 |
1.6386 |
|
LOW |
1.6346 |
|
0.618 |
1.6282 |
|
1.000 |
1.6242 |
|
1.618 |
1.6178 |
|
2.618 |
1.6074 |
|
4.250 |
1.5904 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6398 |
1.6398 |
| PP |
1.6396 |
1.6396 |
| S1 |
1.6393 |
1.6393 |
|