CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6353 |
1.6176 |
-0.0177 |
-1.1% |
1.6401 |
| High |
1.6364 |
1.6207 |
-0.0157 |
-1.0% |
1.6451 |
| Low |
1.6148 |
1.6060 |
-0.0088 |
-0.5% |
1.6188 |
| Close |
1.6160 |
1.6087 |
-0.0073 |
-0.5% |
1.6219 |
| Range |
0.0216 |
0.0147 |
-0.0069 |
-31.9% |
0.0263 |
| ATR |
0.0133 |
0.0134 |
0.0001 |
0.8% |
0.0000 |
| Volume |
134,796 |
132,670 |
-2,126 |
-1.6% |
266,023 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6470 |
1.6168 |
|
| R3 |
1.6412 |
1.6323 |
1.6127 |
|
| R2 |
1.6265 |
1.6265 |
1.6114 |
|
| R1 |
1.6176 |
1.6176 |
1.6100 |
1.6147 |
| PP |
1.6118 |
1.6118 |
1.6118 |
1.6104 |
| S1 |
1.6029 |
1.6029 |
1.6074 |
1.6000 |
| S2 |
1.5971 |
1.5971 |
1.6060 |
|
| S3 |
1.5824 |
1.5882 |
1.6047 |
|
| S4 |
1.5677 |
1.5735 |
1.6006 |
|
|
| 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 |
1.6423 |
1.6060 |
0.0363 |
2.3% |
0.0160 |
1.0% |
7% |
False |
True |
119,373 |
| 10 |
1.6451 |
1.6060 |
0.0391 |
2.4% |
0.0143 |
0.9% |
7% |
False |
True |
72,812 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
3.0% |
0.0134 |
0.8% |
9% |
False |
False |
36,558 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0118 |
0.7% |
6% |
False |
False |
18,332 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0099 |
0.6% |
22% |
False |
False |
12,240 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0082 |
0.5% |
22% |
False |
False |
9,182 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0068 |
0.4% |
35% |
False |
False |
7,347 |
| 120 |
1.6708 |
1.5329 |
0.1379 |
8.6% |
0.0057 |
0.4% |
55% |
False |
False |
6,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6832 |
|
2.618 |
1.6592 |
|
1.618 |
1.6445 |
|
1.000 |
1.6354 |
|
0.618 |
1.6298 |
|
HIGH |
1.6207 |
|
0.618 |
1.6151 |
|
0.500 |
1.6134 |
|
0.382 |
1.6116 |
|
LOW |
1.6060 |
|
0.618 |
1.5969 |
|
1.000 |
1.5913 |
|
1.618 |
1.5822 |
|
2.618 |
1.5675 |
|
4.250 |
1.5435 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6134 |
1.6242 |
| PP |
1.6118 |
1.6190 |
| S1 |
1.6103 |
1.6139 |
|