CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6440 |
1.6397 |
-0.0043 |
-0.3% |
1.6479 |
| High |
1.6450 |
1.6468 |
0.0018 |
0.1% |
1.6546 |
| Low |
1.6346 |
1.6358 |
0.0012 |
0.1% |
1.6281 |
| Close |
1.6391 |
1.6365 |
-0.0026 |
-0.2% |
1.6415 |
| Range |
0.0104 |
0.0110 |
0.0006 |
5.8% |
0.0265 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
113,602 |
108,743 |
-4,859 |
-4.3% |
442,292 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6727 |
1.6656 |
1.6426 |
|
| R3 |
1.6617 |
1.6546 |
1.6395 |
|
| R2 |
1.6507 |
1.6507 |
1.6385 |
|
| R1 |
1.6436 |
1.6436 |
1.6375 |
1.6417 |
| PP |
1.6397 |
1.6397 |
1.6397 |
1.6387 |
| S1 |
1.6326 |
1.6326 |
1.6355 |
1.6307 |
| S2 |
1.6287 |
1.6287 |
1.6345 |
|
| S3 |
1.6177 |
1.6216 |
1.6335 |
|
| S4 |
1.6067 |
1.6106 |
1.6305 |
|
|
| 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% |
0.0128 |
0.8% |
44% |
False |
False |
103,963 |
| 10 |
1.6546 |
1.6267 |
0.0279 |
1.7% |
0.0132 |
0.8% |
35% |
False |
False |
107,879 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0140 |
0.9% |
63% |
False |
False |
115,174 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0139 |
0.8% |
46% |
False |
False |
113,948 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0138 |
0.8% |
54% |
False |
False |
112,963 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
54% |
False |
False |
91,782 |
| 100 |
1.6738 |
1.5734 |
0.1004 |
6.1% |
0.0132 |
0.8% |
63% |
False |
False |
73,447 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0128 |
0.8% |
73% |
False |
False |
61,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6936 |
|
2.618 |
1.6756 |
|
1.618 |
1.6646 |
|
1.000 |
1.6578 |
|
0.618 |
1.6536 |
|
HIGH |
1.6468 |
|
0.618 |
1.6426 |
|
0.500 |
1.6413 |
|
0.382 |
1.6400 |
|
LOW |
1.6358 |
|
0.618 |
1.6290 |
|
1.000 |
1.6248 |
|
1.618 |
1.6180 |
|
2.618 |
1.6070 |
|
4.250 |
1.5891 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6413 |
1.6398 |
| PP |
1.6397 |
1.6387 |
| S1 |
1.6381 |
1.6376 |
|