CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6150 |
1.6182 |
0.0032 |
0.2% |
1.6225 |
| High |
1.6217 |
1.6236 |
0.0019 |
0.1% |
1.6423 |
| Low |
1.6090 |
1.6148 |
0.0058 |
0.4% |
1.6060 |
| Close |
1.6163 |
1.6229 |
0.0066 |
0.4% |
1.6158 |
| Range |
0.0127 |
0.0088 |
-0.0039 |
-30.7% |
0.0363 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
79,729 |
74,541 |
-5,188 |
-6.5% |
546,909 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6468 |
1.6437 |
1.6277 |
|
| R3 |
1.6380 |
1.6349 |
1.6253 |
|
| R2 |
1.6292 |
1.6292 |
1.6245 |
|
| R1 |
1.6261 |
1.6261 |
1.6237 |
1.6277 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6212 |
| S1 |
1.6173 |
1.6173 |
1.6221 |
1.6189 |
| S2 |
1.6116 |
1.6116 |
1.6213 |
|
| S3 |
1.6028 |
1.6085 |
1.6205 |
|
| S4 |
1.5940 |
1.5997 |
1.6181 |
|
|
| 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 |
1.6364 |
1.6060 |
0.0304 |
1.9% |
0.0137 |
0.8% |
56% |
False |
False |
101,513 |
| 10 |
1.6448 |
1.6060 |
0.0388 |
2.4% |
0.0133 |
0.8% |
44% |
False |
False |
92,464 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0133 |
0.8% |
39% |
False |
False |
48,530 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0121 |
0.7% |
28% |
False |
False |
24,328 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0099 |
0.6% |
40% |
False |
False |
16,238 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0086 |
0.5% |
40% |
False |
False |
12,183 |
| 100 |
1.6708 |
1.5825 |
0.0883 |
5.4% |
0.0071 |
0.4% |
46% |
False |
False |
9,748 |
| 120 |
1.6708 |
1.5375 |
0.1333 |
8.2% |
0.0060 |
0.4% |
64% |
False |
False |
8,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6610 |
|
2.618 |
1.6466 |
|
1.618 |
1.6378 |
|
1.000 |
1.6324 |
|
0.618 |
1.6290 |
|
HIGH |
1.6236 |
|
0.618 |
1.6202 |
|
0.500 |
1.6192 |
|
0.382 |
1.6182 |
|
LOW |
1.6148 |
|
0.618 |
1.6094 |
|
1.000 |
1.6060 |
|
1.618 |
1.6006 |
|
2.618 |
1.5918 |
|
4.250 |
1.5774 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6217 |
1.6205 |
| PP |
1.6204 |
1.6180 |
| S1 |
1.6192 |
1.6156 |
|