CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6176 |
1.6144 |
-0.0032 |
-0.2% |
1.6225 |
| High |
1.6207 |
1.6180 |
-0.0027 |
-0.2% |
1.6423 |
| Low |
1.6060 |
1.6075 |
0.0015 |
0.1% |
1.6060 |
| Close |
1.6087 |
1.6158 |
0.0071 |
0.4% |
1.6158 |
| Range |
0.0147 |
0.0105 |
-0.0042 |
-28.6% |
0.0363 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
132,670 |
85,829 |
-46,841 |
-35.3% |
546,909 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6453 |
1.6410 |
1.6216 |
|
| R3 |
1.6348 |
1.6305 |
1.6187 |
|
| R2 |
1.6243 |
1.6243 |
1.6177 |
|
| R1 |
1.6200 |
1.6200 |
1.6168 |
1.6222 |
| PP |
1.6138 |
1.6138 |
1.6138 |
1.6148 |
| S1 |
1.6095 |
1.6095 |
1.6148 |
1.6117 |
| S2 |
1.6033 |
1.6033 |
1.6139 |
|
| S3 |
1.5928 |
1.5990 |
1.6129 |
|
| S4 |
1.5823 |
1.5885 |
1.6100 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7303 |
1.7093 |
1.6358 |
|
| R3 |
1.6940 |
1.6730 |
1.6258 |
|
| R2 |
1.6577 |
1.6577 |
1.6225 |
|
| R1 |
1.6367 |
1.6367 |
1.6191 |
1.6291 |
| PP |
1.6214 |
1.6214 |
1.6214 |
1.6175 |
| S1 |
1.6004 |
1.6004 |
1.6125 |
1.5928 |
| S2 |
1.5851 |
1.5851 |
1.6091 |
|
| S3 |
1.5488 |
1.5641 |
1.6058 |
|
| S4 |
1.5125 |
1.5278 |
1.5958 |
|
|
| 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 |
2.2% |
0.0146 |
0.9% |
27% |
False |
False |
109,381 |
| 10 |
1.6451 |
1.6060 |
0.0391 |
2.4% |
0.0138 |
0.9% |
25% |
False |
False |
81,293 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0135 |
0.8% |
24% |
False |
False |
40,839 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0118 |
0.7% |
17% |
False |
False |
20,477 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0099 |
0.6% |
31% |
False |
False |
13,668 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0083 |
0.5% |
31% |
False |
False |
10,255 |
| 100 |
1.6708 |
1.5825 |
0.0883 |
5.5% |
0.0069 |
0.4% |
38% |
False |
False |
8,205 |
| 120 |
1.6708 |
1.5329 |
0.1379 |
8.5% |
0.0058 |
0.4% |
60% |
False |
False |
6,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6626 |
|
2.618 |
1.6455 |
|
1.618 |
1.6350 |
|
1.000 |
1.6285 |
|
0.618 |
1.6245 |
|
HIGH |
1.6180 |
|
0.618 |
1.6140 |
|
0.500 |
1.6128 |
|
0.382 |
1.6115 |
|
LOW |
1.6075 |
|
0.618 |
1.6010 |
|
1.000 |
1.5970 |
|
1.618 |
1.5905 |
|
2.618 |
1.5800 |
|
4.250 |
1.5629 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6148 |
1.6212 |
| PP |
1.6138 |
1.6194 |
| S1 |
1.6128 |
1.6176 |
|