CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6315 |
1.6270 |
-0.0045 |
-0.3% |
1.6071 |
| High |
1.6315 |
1.6320 |
0.0005 |
0.0% |
1.6363 |
| Low |
1.6315 |
1.6270 |
-0.0045 |
-0.3% |
1.6071 |
| Close |
1.6315 |
1.6316 |
0.0001 |
0.0% |
1.6444 |
| Range |
0.0000 |
0.0050 |
0.0050 |
|
0.0292 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
37 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6452 |
1.6434 |
1.6344 |
|
| R3 |
1.6402 |
1.6384 |
1.6330 |
|
| R2 |
1.6352 |
1.6352 |
1.6325 |
|
| R1 |
1.6334 |
1.6334 |
1.6321 |
1.6343 |
| PP |
1.6302 |
1.6302 |
1.6302 |
1.6307 |
| S1 |
1.6284 |
1.6284 |
1.6311 |
1.6293 |
| S2 |
1.6252 |
1.6252 |
1.6307 |
|
| S3 |
1.6202 |
1.6234 |
1.6302 |
|
| S4 |
1.6152 |
1.6184 |
1.6289 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7169 |
1.7098 |
1.6605 |
|
| R3 |
1.6877 |
1.6806 |
1.6524 |
|
| R2 |
1.6585 |
1.6585 |
1.6498 |
|
| R1 |
1.6514 |
1.6514 |
1.6471 |
1.6550 |
| PP |
1.6293 |
1.6293 |
1.6293 |
1.6310 |
| S1 |
1.6222 |
1.6222 |
1.6417 |
1.6258 |
| S2 |
1.6001 |
1.6001 |
1.6390 |
|
| S3 |
1.5709 |
1.5930 |
1.6364 |
|
| S4 |
1.5417 |
1.5638 |
1.6283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6406 |
1.6270 |
0.0136 |
0.8% |
0.0010 |
0.1% |
34% |
False |
True |
2 |
| 10 |
1.6406 |
1.6071 |
0.0335 |
2.1% |
0.0005 |
0.0% |
73% |
False |
False |
5 |
| 20 |
1.6406 |
1.6071 |
0.0335 |
2.1% |
0.0004 |
0.0% |
73% |
False |
False |
4 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0005 |
0.0% |
39% |
False |
False |
2 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
50% |
False |
False |
2 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0003 |
0.0% |
50% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6533 |
|
2.618 |
1.6451 |
|
1.618 |
1.6401 |
|
1.000 |
1.6370 |
|
0.618 |
1.6351 |
|
HIGH |
1.6320 |
|
0.618 |
1.6301 |
|
0.500 |
1.6295 |
|
0.382 |
1.6289 |
|
LOW |
1.6270 |
|
0.618 |
1.6239 |
|
1.000 |
1.6220 |
|
1.618 |
1.6189 |
|
2.618 |
1.6139 |
|
4.250 |
1.6058 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6309 |
1.6338 |
| PP |
1.6302 |
1.6331 |
| S1 |
1.6295 |
1.6323 |
|