CME British Pound Future September 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 |
1.6379 |
1.6343 |
-0.0036 |
-0.2% |
1.6401 |
| High |
1.6448 |
1.6362 |
-0.0086 |
-0.5% |
1.6451 |
| Low |
1.6337 |
1.6188 |
-0.0149 |
-0.9% |
1.6188 |
| Close |
1.6344 |
1.6219 |
-0.0125 |
-0.8% |
1.6219 |
| Range |
0.0111 |
0.0174 |
0.0063 |
56.8% |
0.0263 |
| ATR |
0.0122 |
0.0126 |
0.0004 |
3.0% |
0.0000 |
| Volume |
54,127 |
135,787 |
81,660 |
150.9% |
266,023 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6778 |
1.6673 |
1.6315 |
|
| R3 |
1.6604 |
1.6499 |
1.6267 |
|
| R2 |
1.6430 |
1.6430 |
1.6251 |
|
| R1 |
1.6325 |
1.6325 |
1.6235 |
1.6291 |
| PP |
1.6256 |
1.6256 |
1.6256 |
1.6239 |
| S1 |
1.6151 |
1.6151 |
1.6203 |
1.6117 |
| S2 |
1.6082 |
1.6082 |
1.6187 |
|
| S3 |
1.5908 |
1.5977 |
1.6171 |
|
| S4 |
1.5734 |
1.5803 |
1.6123 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7075 |
1.6910 |
1.6364 |
|
| R3 |
1.6812 |
1.6647 |
1.6291 |
|
| R2 |
1.6549 |
1.6549 |
1.6267 |
|
| R1 |
1.6384 |
1.6384 |
1.6243 |
1.6335 |
| PP |
1.6286 |
1.6286 |
1.6286 |
1.6262 |
| S1 |
1.6121 |
1.6121 |
1.6195 |
1.6072 |
| S2 |
1.6023 |
1.6023 |
1.6171 |
|
| S3 |
1.5760 |
1.5858 |
1.6147 |
|
| S4 |
1.5497 |
1.5595 |
1.6074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6451 |
1.6188 |
0.0263 |
1.6% |
0.0130 |
0.8% |
12% |
False |
True |
53,204 |
| 10 |
1.6521 |
1.6188 |
0.0333 |
2.1% |
0.0131 |
0.8% |
9% |
False |
True |
26,860 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0127 |
0.8% |
36% |
False |
False |
13,531 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0108 |
0.7% |
26% |
False |
False |
6,813 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0094 |
0.6% |
39% |
False |
False |
4,556 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0075 |
0.5% |
39% |
False |
False |
3,418 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0061 |
0.4% |
49% |
False |
False |
2,736 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0052 |
0.3% |
65% |
False |
False |
2,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7102 |
|
2.618 |
1.6818 |
|
1.618 |
1.6644 |
|
1.000 |
1.6536 |
|
0.618 |
1.6470 |
|
HIGH |
1.6362 |
|
0.618 |
1.6296 |
|
0.500 |
1.6275 |
|
0.382 |
1.6254 |
|
LOW |
1.6188 |
|
0.618 |
1.6080 |
|
1.000 |
1.6014 |
|
1.618 |
1.5906 |
|
2.618 |
1.5732 |
|
4.250 |
1.5449 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6275 |
1.6318 |
| PP |
1.6256 |
1.6285 |
| S1 |
1.6238 |
1.6252 |
|