CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5951 |
1.5974 |
0.0023 |
0.1% |
1.6150 |
| High |
1.5996 |
1.6028 |
0.0032 |
0.2% |
1.6246 |
| Low |
1.5896 |
1.5894 |
-0.0002 |
0.0% |
1.5922 |
| Close |
1.5960 |
1.5973 |
0.0013 |
0.1% |
1.5956 |
| Range |
0.0100 |
0.0134 |
0.0034 |
34.0% |
0.0324 |
| ATR |
0.0129 |
0.0130 |
0.0000 |
0.3% |
0.0000 |
| Volume |
91,079 |
129,073 |
37,994 |
41.7% |
510,373 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6367 |
1.6304 |
1.6047 |
|
| R3 |
1.6233 |
1.6170 |
1.6010 |
|
| R2 |
1.6099 |
1.6099 |
1.5998 |
|
| R1 |
1.6036 |
1.6036 |
1.5985 |
1.6001 |
| PP |
1.5965 |
1.5965 |
1.5965 |
1.5947 |
| S1 |
1.5902 |
1.5902 |
1.5961 |
1.5867 |
| S2 |
1.5831 |
1.5831 |
1.5948 |
|
| S3 |
1.5697 |
1.5768 |
1.5936 |
|
| S4 |
1.5563 |
1.5634 |
1.5899 |
|
|
| 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 |
1.5894 |
0.0352 |
2.2% |
0.0135 |
0.8% |
22% |
False |
True |
115,251 |
| 10 |
1.6364 |
1.5894 |
0.0470 |
2.9% |
0.0136 |
0.8% |
17% |
False |
True |
108,382 |
| 20 |
1.6468 |
1.5894 |
0.0574 |
3.6% |
0.0134 |
0.8% |
14% |
False |
True |
77,278 |
| 40 |
1.6607 |
1.5894 |
0.0713 |
4.5% |
0.0128 |
0.8% |
11% |
False |
True |
38,727 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0107 |
0.7% |
10% |
False |
True |
25,840 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0094 |
0.6% |
10% |
False |
True |
19,386 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0076 |
0.5% |
10% |
False |
True |
15,510 |
| 120 |
1.6708 |
1.5503 |
0.1205 |
7.5% |
0.0066 |
0.4% |
39% |
False |
False |
12,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6598 |
|
2.618 |
1.6379 |
|
1.618 |
1.6245 |
|
1.000 |
1.6162 |
|
0.618 |
1.6111 |
|
HIGH |
1.6028 |
|
0.618 |
1.5977 |
|
0.500 |
1.5961 |
|
0.382 |
1.5945 |
|
LOW |
1.5894 |
|
0.618 |
1.5811 |
|
1.000 |
1.5760 |
|
1.618 |
1.5677 |
|
2.618 |
1.5543 |
|
4.250 |
1.5325 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5969 |
1.5969 |
| PP |
1.5965 |
1.5966 |
| S1 |
1.5961 |
1.5962 |
|