CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6397 |
1.6367 |
-0.0030 |
-0.2% |
1.6418 |
| High |
1.6468 |
1.6383 |
-0.0085 |
-0.5% |
1.6473 |
| Low |
1.6358 |
1.6212 |
-0.0146 |
-0.9% |
1.6212 |
| Close |
1.6365 |
1.6240 |
-0.0125 |
-0.8% |
1.6240 |
| Range |
0.0110 |
0.0171 |
0.0061 |
55.5% |
0.0261 |
| ATR |
0.0137 |
0.0140 |
0.0002 |
1.8% |
0.0000 |
| Volume |
108,743 |
36,484 |
-72,259 |
-66.4% |
448,960 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6791 |
1.6687 |
1.6334 |
|
| R3 |
1.6620 |
1.6516 |
1.6287 |
|
| R2 |
1.6449 |
1.6449 |
1.6271 |
|
| R1 |
1.6345 |
1.6345 |
1.6256 |
1.6312 |
| PP |
1.6278 |
1.6278 |
1.6278 |
1.6262 |
| S1 |
1.6174 |
1.6174 |
1.6224 |
1.6141 |
| S2 |
1.6107 |
1.6107 |
1.6209 |
|
| S3 |
1.5936 |
1.6003 |
1.6193 |
|
| S4 |
1.5765 |
1.5832 |
1.6146 |
|
|
| 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% |
0.0131 |
0.8% |
11% |
False |
True |
89,792 |
| 10 |
1.6546 |
1.6212 |
0.0334 |
2.1% |
0.0135 |
0.8% |
8% |
False |
True |
99,579 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0141 |
0.9% |
38% |
False |
False |
109,791 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0141 |
0.9% |
27% |
False |
False |
112,583 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0138 |
0.9% |
39% |
False |
False |
111,637 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
39% |
False |
False |
92,235 |
| 100 |
1.6738 |
1.5734 |
0.1004 |
6.2% |
0.0132 |
0.8% |
50% |
False |
False |
73,811 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0128 |
0.8% |
64% |
False |
False |
61,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7110 |
|
2.618 |
1.6831 |
|
1.618 |
1.6660 |
|
1.000 |
1.6554 |
|
0.618 |
1.6489 |
|
HIGH |
1.6383 |
|
0.618 |
1.6318 |
|
0.500 |
1.6298 |
|
0.382 |
1.6277 |
|
LOW |
1.6212 |
|
0.618 |
1.6106 |
|
1.000 |
1.6041 |
|
1.618 |
1.5935 |
|
2.618 |
1.5764 |
|
4.250 |
1.5485 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6298 |
1.6340 |
| PP |
1.6278 |
1.6307 |
| S1 |
1.6259 |
1.6273 |
|