CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6447 |
1.6300 |
-0.0147 |
-0.9% |
1.6200 |
| High |
1.6468 |
1.6393 |
-0.0075 |
-0.5% |
1.6477 |
| Low |
1.6312 |
1.6285 |
-0.0027 |
-0.2% |
1.6046 |
| Close |
1.6338 |
1.6339 |
0.0001 |
0.0% |
1.6466 |
| Range |
0.0156 |
0.0108 |
-0.0048 |
-30.8% |
0.0431 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
456 |
638 |
182 |
39.9% |
1,291 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6663 |
1.6609 |
1.6398 |
|
| R3 |
1.6555 |
1.6501 |
1.6369 |
|
| R2 |
1.6447 |
1.6447 |
1.6359 |
|
| R1 |
1.6393 |
1.6393 |
1.6349 |
1.6420 |
| PP |
1.6339 |
1.6339 |
1.6339 |
1.6353 |
| S1 |
1.6285 |
1.6285 |
1.6329 |
1.6312 |
| S2 |
1.6231 |
1.6231 |
1.6319 |
|
| S3 |
1.6123 |
1.6177 |
1.6309 |
|
| S4 |
1.6015 |
1.6069 |
1.6280 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7623 |
1.7475 |
1.6703 |
|
| R3 |
1.7192 |
1.7044 |
1.6585 |
|
| R2 |
1.6761 |
1.6761 |
1.6545 |
|
| R1 |
1.6613 |
1.6613 |
1.6506 |
1.6687 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6367 |
| S1 |
1.6182 |
1.6182 |
1.6426 |
1.6256 |
| S2 |
1.5899 |
1.5899 |
1.6387 |
|
| S3 |
1.5468 |
1.5751 |
1.6347 |
|
| S4 |
1.5037 |
1.5320 |
1.6229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6521 |
1.6260 |
0.0261 |
1.6% |
0.0125 |
0.8% |
30% |
False |
False |
351 |
| 10 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0126 |
0.8% |
62% |
False |
False |
304 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0124 |
0.8% |
62% |
False |
False |
216 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0098 |
0.6% |
44% |
False |
False |
147 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0084 |
0.5% |
54% |
False |
False |
106 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0065 |
0.4% |
54% |
False |
False |
81 |
| 100 |
1.6708 |
1.5533 |
0.1175 |
7.2% |
0.0054 |
0.3% |
69% |
False |
False |
66 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0046 |
0.3% |
73% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6852 |
|
2.618 |
1.6676 |
|
1.618 |
1.6568 |
|
1.000 |
1.6501 |
|
0.618 |
1.6460 |
|
HIGH |
1.6393 |
|
0.618 |
1.6352 |
|
0.500 |
1.6339 |
|
0.382 |
1.6326 |
|
LOW |
1.6285 |
|
0.618 |
1.6218 |
|
1.000 |
1.6177 |
|
1.618 |
1.6110 |
|
2.618 |
1.6002 |
|
4.250 |
1.5826 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6339 |
1.6403 |
| PP |
1.6339 |
1.6382 |
| S1 |
1.6339 |
1.6360 |
|