CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5980 |
1.6048 |
0.0068 |
0.4% |
1.6150 |
| High |
1.6059 |
1.6102 |
0.0043 |
0.3% |
1.6246 |
| Low |
1.5954 |
1.5957 |
0.0003 |
0.0% |
1.5922 |
| Close |
1.6038 |
1.6051 |
0.0013 |
0.1% |
1.5956 |
| Range |
0.0105 |
0.0145 |
0.0040 |
38.1% |
0.0324 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
1.0% |
0.0000 |
| Volume |
114,000 |
126,094 |
12,094 |
10.6% |
510,373 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6472 |
1.6406 |
1.6131 |
|
| R3 |
1.6327 |
1.6261 |
1.6091 |
|
| R2 |
1.6182 |
1.6182 |
1.6078 |
|
| R1 |
1.6116 |
1.6116 |
1.6064 |
1.6149 |
| PP |
1.6037 |
1.6037 |
1.6037 |
1.6053 |
| S1 |
1.5971 |
1.5971 |
1.6038 |
1.6004 |
| S2 |
1.5892 |
1.5892 |
1.6024 |
|
| S3 |
1.5747 |
1.5826 |
1.6011 |
|
| S4 |
1.5602 |
1.5681 |
1.5971 |
|
|
| 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 |
1.6102 |
1.5894 |
0.0208 |
1.3% |
0.0116 |
0.7% |
75% |
True |
False |
110,308 |
| 10 |
1.6246 |
1.5894 |
0.0352 |
2.2% |
0.0124 |
0.8% |
45% |
False |
False |
105,644 |
| 20 |
1.6451 |
1.5894 |
0.0557 |
3.5% |
0.0133 |
0.8% |
28% |
False |
False |
89,228 |
| 40 |
1.6521 |
1.5894 |
0.0627 |
3.9% |
0.0129 |
0.8% |
25% |
False |
False |
44,722 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0110 |
0.7% |
19% |
False |
False |
29,841 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0097 |
0.6% |
19% |
False |
False |
22,387 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0078 |
0.5% |
19% |
False |
False |
17,910 |
| 120 |
1.6708 |
1.5533 |
0.1175 |
7.3% |
0.0068 |
0.4% |
44% |
False |
False |
14,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6718 |
|
2.618 |
1.6482 |
|
1.618 |
1.6337 |
|
1.000 |
1.6247 |
|
0.618 |
1.6192 |
|
HIGH |
1.6102 |
|
0.618 |
1.6047 |
|
0.500 |
1.6030 |
|
0.382 |
1.6012 |
|
LOW |
1.5957 |
|
0.618 |
1.5867 |
|
1.000 |
1.5812 |
|
1.618 |
1.5722 |
|
2.618 |
1.5577 |
|
4.250 |
1.5341 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6044 |
1.6033 |
| PP |
1.6037 |
1.6016 |
| S1 |
1.6030 |
1.5998 |
|