CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6144 |
1.6150 |
0.0006 |
0.0% |
1.6225 |
| High |
1.6180 |
1.6217 |
0.0037 |
0.2% |
1.6423 |
| Low |
1.6075 |
1.6090 |
0.0015 |
0.1% |
1.6060 |
| Close |
1.6158 |
1.6163 |
0.0005 |
0.0% |
1.6158 |
| Range |
0.0105 |
0.0127 |
0.0022 |
21.0% |
0.0363 |
| ATR |
0.0132 |
0.0131 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
85,829 |
79,729 |
-6,100 |
-7.1% |
546,909 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6538 |
1.6477 |
1.6233 |
|
| R3 |
1.6411 |
1.6350 |
1.6198 |
|
| R2 |
1.6284 |
1.6284 |
1.6186 |
|
| R1 |
1.6223 |
1.6223 |
1.6175 |
1.6254 |
| PP |
1.6157 |
1.6157 |
1.6157 |
1.6172 |
| S1 |
1.6096 |
1.6096 |
1.6151 |
1.6127 |
| S2 |
1.6030 |
1.6030 |
1.6140 |
|
| S3 |
1.5903 |
1.5969 |
1.6128 |
|
| S4 |
1.5776 |
1.5842 |
1.6093 |
|
|
| 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% |
0.0137 |
0.8% |
28% |
False |
False |
104,769 |
| 10 |
1.6451 |
1.6060 |
0.0391 |
2.4% |
0.0139 |
0.9% |
26% |
False |
False |
87,995 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0135 |
0.8% |
25% |
False |
False |
44,815 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0120 |
0.7% |
18% |
False |
False |
22,466 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0099 |
0.6% |
32% |
False |
False |
14,996 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0085 |
0.5% |
32% |
False |
False |
11,251 |
| 100 |
1.6708 |
1.5825 |
0.0883 |
5.5% |
0.0070 |
0.4% |
38% |
False |
False |
9,002 |
| 120 |
1.6708 |
1.5375 |
0.1333 |
8.2% |
0.0059 |
0.4% |
59% |
False |
False |
7,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6757 |
|
2.618 |
1.6549 |
|
1.618 |
1.6422 |
|
1.000 |
1.6344 |
|
0.618 |
1.6295 |
|
HIGH |
1.6217 |
|
0.618 |
1.6168 |
|
0.500 |
1.6154 |
|
0.382 |
1.6139 |
|
LOW |
1.6090 |
|
0.618 |
1.6012 |
|
1.000 |
1.5963 |
|
1.618 |
1.5885 |
|
2.618 |
1.5758 |
|
4.250 |
1.5550 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6160 |
1.6155 |
| PP |
1.6157 |
1.6147 |
| S1 |
1.6154 |
1.6139 |
|