CME British Pound Future September 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 |
1.6328 |
1.6420 |
0.0092 |
0.6% |
1.6446 |
| High |
1.6451 |
1.6423 |
-0.0028 |
-0.2% |
1.6521 |
| Low |
1.6303 |
1.6325 |
0.0022 |
0.1% |
1.6262 |
| Close |
1.6429 |
1.6370 |
-0.0059 |
-0.4% |
1.6394 |
| Range |
0.0148 |
0.0098 |
-0.0050 |
-33.8% |
0.0259 |
| ATR |
0.0125 |
0.0123 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
29,851 |
33,556 |
3,705 |
12.4% |
2,352 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6667 |
1.6616 |
1.6424 |
|
| R3 |
1.6569 |
1.6518 |
1.6397 |
|
| R2 |
1.6471 |
1.6471 |
1.6388 |
|
| R1 |
1.6420 |
1.6420 |
1.6379 |
1.6397 |
| PP |
1.6373 |
1.6373 |
1.6373 |
1.6361 |
| S1 |
1.6322 |
1.6322 |
1.6361 |
1.6299 |
| S2 |
1.6275 |
1.6275 |
1.6352 |
|
| S3 |
1.6177 |
1.6224 |
1.6343 |
|
| S4 |
1.6079 |
1.6126 |
1.6316 |
|
|
| 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 |
1.6451 |
1.6262 |
0.0189 |
1.2% |
0.0125 |
0.8% |
57% |
False |
False |
15,554 |
| 10 |
1.6521 |
1.6121 |
0.0400 |
2.4% |
0.0129 |
0.8% |
62% |
False |
False |
7,904 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0128 |
0.8% |
68% |
False |
False |
4,041 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0104 |
0.6% |
49% |
False |
False |
2,069 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0093 |
0.6% |
58% |
False |
False |
1,392 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0071 |
0.4% |
58% |
False |
False |
1,045 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0060 |
0.4% |
65% |
False |
False |
837 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.4% |
0.0050 |
0.3% |
76% |
False |
False |
698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6840 |
|
2.618 |
1.6680 |
|
1.618 |
1.6582 |
|
1.000 |
1.6521 |
|
0.618 |
1.6484 |
|
HIGH |
1.6423 |
|
0.618 |
1.6386 |
|
0.500 |
1.6374 |
|
0.382 |
1.6362 |
|
LOW |
1.6325 |
|
0.618 |
1.6264 |
|
1.000 |
1.6227 |
|
1.618 |
1.6166 |
|
2.618 |
1.6068 |
|
4.250 |
1.5909 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6374 |
1.6377 |
| PP |
1.6373 |
1.6375 |
| S1 |
1.6371 |
1.6372 |
|