CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5974 |
1.5980 |
0.0006 |
0.0% |
1.6150 |
| High |
1.6028 |
1.6059 |
0.0031 |
0.2% |
1.6246 |
| Low |
1.5894 |
1.5954 |
0.0060 |
0.4% |
1.5922 |
| Close |
1.5973 |
1.6038 |
0.0065 |
0.4% |
1.5956 |
| Range |
0.0134 |
0.0105 |
-0.0029 |
-21.6% |
0.0324 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
129,073 |
114,000 |
-15,073 |
-11.7% |
510,373 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6332 |
1.6290 |
1.6096 |
|
| R3 |
1.6227 |
1.6185 |
1.6067 |
|
| R2 |
1.6122 |
1.6122 |
1.6057 |
|
| R1 |
1.6080 |
1.6080 |
1.6048 |
1.6101 |
| PP |
1.6017 |
1.6017 |
1.6017 |
1.6028 |
| S1 |
1.5975 |
1.5975 |
1.6028 |
1.5996 |
| S2 |
1.5912 |
1.5912 |
1.6019 |
|
| S3 |
1.5807 |
1.5870 |
1.6009 |
|
| S4 |
1.5702 |
1.5765 |
1.5980 |
|
|
| 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 |
1.6062 |
1.5894 |
0.0168 |
1.0% |
0.0115 |
0.7% |
86% |
False |
False |
113,088 |
| 10 |
1.6246 |
1.5894 |
0.0352 |
2.2% |
0.0125 |
0.8% |
41% |
False |
False |
106,302 |
| 20 |
1.6451 |
1.5894 |
0.0557 |
3.5% |
0.0132 |
0.8% |
26% |
False |
False |
82,956 |
| 40 |
1.6536 |
1.5894 |
0.0642 |
4.0% |
0.0127 |
0.8% |
22% |
False |
False |
41,571 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0108 |
0.7% |
18% |
False |
False |
27,740 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0095 |
0.6% |
18% |
False |
False |
20,811 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0077 |
0.5% |
18% |
False |
False |
16,649 |
| 120 |
1.6708 |
1.5503 |
0.1205 |
7.5% |
0.0066 |
0.4% |
44% |
False |
False |
13,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6505 |
|
2.618 |
1.6334 |
|
1.618 |
1.6229 |
|
1.000 |
1.6164 |
|
0.618 |
1.6124 |
|
HIGH |
1.6059 |
|
0.618 |
1.6019 |
|
0.500 |
1.6007 |
|
0.382 |
1.5994 |
|
LOW |
1.5954 |
|
0.618 |
1.5889 |
|
1.000 |
1.5849 |
|
1.618 |
1.5784 |
|
2.618 |
1.5679 |
|
4.250 |
1.5508 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6028 |
1.6018 |
| PP |
1.6017 |
1.5997 |
| S1 |
1.6007 |
1.5977 |
|