CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6355 |
1.6353 |
-0.0002 |
0.0% |
1.6401 |
| High |
1.6423 |
1.6364 |
-0.0059 |
-0.4% |
1.6451 |
| Low |
1.6335 |
1.6148 |
-0.0187 |
-1.1% |
1.6188 |
| Close |
1.6364 |
1.6160 |
-0.0204 |
-1.2% |
1.6219 |
| Range |
0.0088 |
0.0216 |
0.0128 |
145.5% |
0.0263 |
| ATR |
0.0126 |
0.0133 |
0.0006 |
5.1% |
0.0000 |
| Volume |
90,824 |
134,796 |
43,972 |
48.4% |
266,023 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6872 |
1.6732 |
1.6279 |
|
| R3 |
1.6656 |
1.6516 |
1.6219 |
|
| R2 |
1.6440 |
1.6440 |
1.6200 |
|
| R1 |
1.6300 |
1.6300 |
1.6180 |
1.6262 |
| PP |
1.6224 |
1.6224 |
1.6224 |
1.6205 |
| S1 |
1.6084 |
1.6084 |
1.6140 |
1.6046 |
| S2 |
1.6008 |
1.6008 |
1.6120 |
|
| S3 |
1.5792 |
1.5868 |
1.6101 |
|
| S4 |
1.5576 |
1.5652 |
1.6041 |
|
|
| 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 |
1.6448 |
1.6148 |
0.0300 |
1.9% |
0.0152 |
0.9% |
4% |
False |
True |
103,664 |
| 10 |
1.6451 |
1.6148 |
0.0303 |
1.9% |
0.0139 |
0.9% |
4% |
False |
True |
59,609 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0133 |
0.8% |
24% |
False |
False |
29,927 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0114 |
0.7% |
17% |
False |
False |
15,016 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0098 |
0.6% |
31% |
False |
False |
10,029 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0081 |
0.5% |
31% |
False |
False |
7,524 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0066 |
0.4% |
43% |
False |
False |
6,020 |
| 120 |
1.6708 |
1.5329 |
0.1379 |
8.5% |
0.0056 |
0.3% |
60% |
False |
False |
5,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7282 |
|
2.618 |
1.6929 |
|
1.618 |
1.6713 |
|
1.000 |
1.6580 |
|
0.618 |
1.6497 |
|
HIGH |
1.6364 |
|
0.618 |
1.6281 |
|
0.500 |
1.6256 |
|
0.382 |
1.6231 |
|
LOW |
1.6148 |
|
0.618 |
1.6015 |
|
1.000 |
1.5932 |
|
1.618 |
1.5799 |
|
2.618 |
1.5583 |
|
4.250 |
1.5230 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6256 |
1.6286 |
| PP |
1.6224 |
1.6244 |
| S1 |
1.6192 |
1.6202 |
|