CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6330 |
1.6311 |
-0.0019 |
-0.1% |
1.6406 |
| High |
1.6345 |
1.6311 |
-0.0034 |
-0.2% |
1.6406 |
| Low |
1.6330 |
1.6311 |
-0.0019 |
-0.1% |
1.6270 |
| Close |
1.6372 |
1.6307 |
-0.0065 |
-0.4% |
1.6372 |
| Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0136 |
| ATR |
0.0068 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
10 |
12 |
2 |
20.0% |
13 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6310 |
1.6308 |
1.6307 |
|
| R3 |
1.6310 |
1.6308 |
1.6307 |
|
| R2 |
1.6310 |
1.6310 |
1.6307 |
|
| R1 |
1.6308 |
1.6308 |
1.6307 |
1.6309 |
| PP |
1.6310 |
1.6310 |
1.6310 |
1.6310 |
| S1 |
1.6308 |
1.6308 |
1.6307 |
1.6309 |
| S2 |
1.6310 |
1.6310 |
1.6307 |
|
| S3 |
1.6310 |
1.6308 |
1.6307 |
|
| S4 |
1.6310 |
1.6308 |
1.6307 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6757 |
1.6701 |
1.6447 |
|
| R3 |
1.6621 |
1.6565 |
1.6409 |
|
| R2 |
1.6485 |
1.6485 |
1.6397 |
|
| R1 |
1.6429 |
1.6429 |
1.6384 |
1.6389 |
| PP |
1.6349 |
1.6349 |
1.6349 |
1.6330 |
| S1 |
1.6293 |
1.6293 |
1.6360 |
1.6253 |
| S2 |
1.6213 |
1.6213 |
1.6347 |
|
| S3 |
1.6077 |
1.6157 |
1.6335 |
|
| S4 |
1.5941 |
1.6021 |
1.6297 |
|
|
| 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% |
0.0013 |
0.1% |
27% |
False |
False |
5 |
| 10 |
1.6406 |
1.6071 |
0.0335 |
2.1% |
0.0007 |
0.0% |
70% |
False |
False |
6 |
| 20 |
1.6406 |
1.6071 |
0.0335 |
2.1% |
0.0003 |
0.0% |
70% |
False |
False |
5 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0006 |
0.0% |
37% |
False |
False |
3 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0004 |
0.0% |
49% |
False |
False |
2 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0003 |
0.0% |
49% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6311 |
|
2.618 |
1.6311 |
|
1.618 |
1.6311 |
|
1.000 |
1.6311 |
|
0.618 |
1.6311 |
|
HIGH |
1.6311 |
|
0.618 |
1.6311 |
|
0.500 |
1.6311 |
|
0.382 |
1.6311 |
|
LOW |
1.6311 |
|
0.618 |
1.6311 |
|
1.000 |
1.6311 |
|
1.618 |
1.6311 |
|
2.618 |
1.6311 |
|
4.250 |
1.6311 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6311 |
1.6308 |
| PP |
1.6310 |
1.6307 |
| S1 |
1.6308 |
1.6307 |
|