CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6223 |
1.6057 |
-0.0166 |
-1.0% |
1.6225 |
| High |
1.6246 |
1.6062 |
-0.0184 |
-1.1% |
1.6423 |
| Low |
1.6042 |
1.5922 |
-0.0120 |
-0.7% |
1.6060 |
| Close |
1.6062 |
1.5980 |
-0.0082 |
-0.5% |
1.6158 |
| Range |
0.0204 |
0.0140 |
-0.0064 |
-31.4% |
0.0363 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.3% |
0.0000 |
| Volume |
124,815 |
139,992 |
15,177 |
12.2% |
546,909 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6408 |
1.6334 |
1.6057 |
|
| R3 |
1.6268 |
1.6194 |
1.6019 |
|
| R2 |
1.6128 |
1.6128 |
1.6006 |
|
| R1 |
1.6054 |
1.6054 |
1.5993 |
1.6021 |
| PP |
1.5988 |
1.5988 |
1.5988 |
1.5972 |
| S1 |
1.5914 |
1.5914 |
1.5967 |
1.5881 |
| S2 |
1.5848 |
1.5848 |
1.5954 |
|
| S3 |
1.5708 |
1.5774 |
1.5942 |
|
| S4 |
1.5568 |
1.5634 |
1.5903 |
|
|
| 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 |
1.6246 |
1.5922 |
0.0324 |
2.0% |
0.0133 |
0.8% |
18% |
False |
True |
100,981 |
| 10 |
1.6423 |
1.5922 |
0.0501 |
3.1% |
0.0146 |
0.9% |
12% |
False |
True |
110,177 |
| 20 |
1.6521 |
1.5922 |
0.0599 |
3.7% |
0.0136 |
0.8% |
10% |
False |
True |
61,739 |
| 40 |
1.6708 |
1.5922 |
0.0786 |
4.9% |
0.0126 |
0.8% |
7% |
False |
True |
30,947 |
| 60 |
1.6708 |
1.5922 |
0.0786 |
4.9% |
0.0104 |
0.7% |
7% |
False |
True |
20,650 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0090 |
0.6% |
9% |
False |
False |
15,493 |
| 100 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0073 |
0.5% |
9% |
False |
False |
12,395 |
| 120 |
1.6708 |
1.5449 |
0.1259 |
7.9% |
0.0063 |
0.4% |
42% |
False |
False |
10,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6657 |
|
2.618 |
1.6429 |
|
1.618 |
1.6289 |
|
1.000 |
1.6202 |
|
0.618 |
1.6149 |
|
HIGH |
1.6062 |
|
0.618 |
1.6009 |
|
0.500 |
1.5992 |
|
0.382 |
1.5975 |
|
LOW |
1.5922 |
|
0.618 |
1.5835 |
|
1.000 |
1.5782 |
|
1.618 |
1.5695 |
|
2.618 |
1.5555 |
|
4.250 |
1.5327 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5992 |
1.6084 |
| PP |
1.5988 |
1.6049 |
| S1 |
1.5984 |
1.6015 |
|