CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6057 |
1.6003 |
-0.0054 |
-0.3% |
1.6150 |
| High |
1.6062 |
1.6030 |
-0.0032 |
-0.2% |
1.6246 |
| Low |
1.5922 |
1.5935 |
0.0013 |
0.1% |
1.5922 |
| Close |
1.5980 |
1.5956 |
-0.0024 |
-0.2% |
1.5956 |
| Range |
0.0140 |
0.0095 |
-0.0045 |
-32.1% |
0.0324 |
| ATR |
0.0134 |
0.0131 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
139,992 |
91,296 |
-48,696 |
-34.8% |
510,373 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6259 |
1.6202 |
1.6008 |
|
| R3 |
1.6164 |
1.6107 |
1.5982 |
|
| R2 |
1.6069 |
1.6069 |
1.5973 |
|
| R1 |
1.6012 |
1.6012 |
1.5965 |
1.5993 |
| PP |
1.5974 |
1.5974 |
1.5974 |
1.5964 |
| S1 |
1.5917 |
1.5917 |
1.5947 |
1.5898 |
| S2 |
1.5879 |
1.5879 |
1.5939 |
|
| S3 |
1.5784 |
1.5822 |
1.5930 |
|
| S4 |
1.5689 |
1.5727 |
1.5904 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7013 |
1.6809 |
1.6134 |
|
| R3 |
1.6689 |
1.6485 |
1.6045 |
|
| R2 |
1.6365 |
1.6365 |
1.6015 |
|
| R1 |
1.6161 |
1.6161 |
1.5986 |
1.6101 |
| PP |
1.6041 |
1.6041 |
1.6041 |
1.6012 |
| S1 |
1.5837 |
1.5837 |
1.5926 |
1.5777 |
| S2 |
1.5717 |
1.5717 |
1.5897 |
|
| S3 |
1.5393 |
1.5513 |
1.5867 |
|
| S4 |
1.5069 |
1.5189 |
1.5778 |
|
|
| 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% |
0.0131 |
0.8% |
10% |
False |
False |
102,074 |
| 10 |
1.6423 |
1.5922 |
0.0501 |
3.1% |
0.0138 |
0.9% |
7% |
False |
False |
105,728 |
| 20 |
1.6521 |
1.5922 |
0.0599 |
3.8% |
0.0134 |
0.8% |
6% |
False |
False |
66,294 |
| 40 |
1.6708 |
1.5922 |
0.0786 |
4.9% |
0.0126 |
0.8% |
4% |
False |
False |
33,226 |
| 60 |
1.6708 |
1.5922 |
0.0786 |
4.9% |
0.0105 |
0.7% |
4% |
False |
False |
22,172 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0091 |
0.6% |
6% |
False |
False |
16,634 |
| 100 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0074 |
0.5% |
6% |
False |
False |
13,308 |
| 120 |
1.6708 |
1.5449 |
0.1259 |
7.9% |
0.0064 |
0.4% |
40% |
False |
False |
11,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6434 |
|
2.618 |
1.6279 |
|
1.618 |
1.6184 |
|
1.000 |
1.6125 |
|
0.618 |
1.6089 |
|
HIGH |
1.6030 |
|
0.618 |
1.5994 |
|
0.500 |
1.5983 |
|
0.382 |
1.5971 |
|
LOW |
1.5935 |
|
0.618 |
1.5876 |
|
1.000 |
1.5840 |
|
1.618 |
1.5781 |
|
2.618 |
1.5686 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5983 |
1.6084 |
| PP |
1.5974 |
1.6041 |
| S1 |
1.5965 |
1.5999 |
|