CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6348 |
1.6401 |
0.0053 |
0.3% |
1.6446 |
| High |
1.6415 |
1.6438 |
0.0023 |
0.1% |
1.6521 |
| Low |
1.6262 |
1.6320 |
0.0058 |
0.4% |
1.6262 |
| Close |
1.6394 |
1.6329 |
-0.0065 |
-0.4% |
1.6394 |
| Range |
0.0153 |
0.0118 |
-0.0035 |
-22.9% |
0.0259 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,026 |
12,702 |
11,676 |
1,138.0% |
2,352 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6716 |
1.6641 |
1.6394 |
|
| R3 |
1.6598 |
1.6523 |
1.6361 |
|
| R2 |
1.6480 |
1.6480 |
1.6351 |
|
| R1 |
1.6405 |
1.6405 |
1.6340 |
1.6384 |
| PP |
1.6362 |
1.6362 |
1.6362 |
1.6352 |
| S1 |
1.6287 |
1.6287 |
1.6318 |
1.6266 |
| S2 |
1.6244 |
1.6244 |
1.6307 |
|
| S3 |
1.6126 |
1.6169 |
1.6297 |
|
| S4 |
1.6008 |
1.6051 |
1.6264 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7169 |
1.7041 |
1.6536 |
|
| R3 |
1.6910 |
1.6782 |
1.6465 |
|
| R2 |
1.6651 |
1.6651 |
1.6441 |
|
| R1 |
1.6523 |
1.6523 |
1.6418 |
1.6458 |
| PP |
1.6392 |
1.6392 |
1.6392 |
1.6360 |
| S1 |
1.6264 |
1.6264 |
1.6370 |
1.6199 |
| S2 |
1.6133 |
1.6133 |
1.6347 |
|
| S3 |
1.5874 |
1.6005 |
1.6323 |
|
| S4 |
1.5615 |
1.5746 |
1.6252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6521 |
1.6262 |
0.0259 |
1.6% |
0.0131 |
0.8% |
26% |
False |
False |
3,010 |
| 10 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0131 |
0.8% |
60% |
False |
False |
1,634 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0125 |
0.8% |
60% |
False |
False |
882 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0102 |
0.6% |
43% |
False |
False |
488 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0089 |
0.5% |
53% |
False |
False |
335 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0068 |
0.4% |
53% |
False |
False |
252 |
| 100 |
1.6708 |
1.5713 |
0.0995 |
6.1% |
0.0057 |
0.4% |
62% |
False |
False |
203 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0048 |
0.3% |
73% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6940 |
|
2.618 |
1.6747 |
|
1.618 |
1.6629 |
|
1.000 |
1.6556 |
|
0.618 |
1.6511 |
|
HIGH |
1.6438 |
|
0.618 |
1.6393 |
|
0.500 |
1.6379 |
|
0.382 |
1.6365 |
|
LOW |
1.6320 |
|
0.618 |
1.6247 |
|
1.000 |
1.6202 |
|
1.618 |
1.6129 |
|
2.618 |
1.6011 |
|
4.250 |
1.5819 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6379 |
1.6350 |
| PP |
1.6362 |
1.6343 |
| S1 |
1.6346 |
1.6336 |
|