CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6239 |
1.6194 |
-0.0045 |
-0.3% |
1.6311 |
| High |
1.6239 |
1.6245 |
0.0006 |
0.0% |
1.6415 |
| Low |
1.6239 |
1.6184 |
-0.0055 |
-0.3% |
1.6239 |
| Close |
1.6198 |
1.6333 |
0.0135 |
0.8% |
1.6198 |
| Range |
0.0000 |
0.0061 |
0.0061 |
|
0.0176 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
128 |
1 |
-127 |
-99.2% |
150 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6437 |
1.6446 |
1.6367 |
|
| R3 |
1.6376 |
1.6385 |
1.6350 |
|
| R2 |
1.6315 |
1.6315 |
1.6344 |
|
| R1 |
1.6324 |
1.6324 |
1.6339 |
1.6320 |
| PP |
1.6254 |
1.6254 |
1.6254 |
1.6252 |
| S1 |
1.6263 |
1.6263 |
1.6327 |
1.6259 |
| S2 |
1.6193 |
1.6193 |
1.6322 |
|
| S3 |
1.6132 |
1.6202 |
1.6316 |
|
| S4 |
1.6071 |
1.6141 |
1.6299 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6812 |
1.6681 |
1.6295 |
|
| R3 |
1.6636 |
1.6505 |
1.6246 |
|
| R2 |
1.6460 |
1.6460 |
1.6230 |
|
| R1 |
1.6329 |
1.6329 |
1.6214 |
1.6307 |
| PP |
1.6284 |
1.6284 |
1.6284 |
1.6273 |
| S1 |
1.6153 |
1.6153 |
1.6182 |
1.6131 |
| S2 |
1.6108 |
1.6108 |
1.6166 |
|
| S3 |
1.5932 |
1.5977 |
1.6150 |
|
| S4 |
1.5756 |
1.5801 |
1.6101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6415 |
1.6184 |
0.0231 |
1.4% |
0.0033 |
0.2% |
65% |
False |
True |
27 |
| 10 |
1.6415 |
1.6184 |
0.0231 |
1.4% |
0.0023 |
0.1% |
65% |
False |
True |
16 |
| 20 |
1.6415 |
1.6071 |
0.0344 |
2.1% |
0.0012 |
0.1% |
76% |
False |
False |
11 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0010 |
0.1% |
42% |
False |
False |
6 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0007 |
0.0% |
53% |
False |
False |
4 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0006 |
0.0% |
53% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6504 |
|
2.618 |
1.6405 |
|
1.618 |
1.6344 |
|
1.000 |
1.6306 |
|
0.618 |
1.6283 |
|
HIGH |
1.6245 |
|
0.618 |
1.6222 |
|
0.500 |
1.6215 |
|
0.382 |
1.6207 |
|
LOW |
1.6184 |
|
0.618 |
1.6146 |
|
1.000 |
1.6123 |
|
1.618 |
1.6085 |
|
2.618 |
1.6024 |
|
4.250 |
1.5925 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6294 |
1.6314 |
| PP |
1.6254 |
1.6295 |
| S1 |
1.6215 |
1.6276 |
|