CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6194 |
1.6358 |
0.0164 |
1.0% |
1.6311 |
| High |
1.6245 |
1.6358 |
0.0113 |
0.7% |
1.6415 |
| Low |
1.6184 |
1.6335 |
0.0151 |
0.9% |
1.6239 |
| Close |
1.6333 |
1.6343 |
0.0010 |
0.1% |
1.6198 |
| Range |
0.0061 |
0.0023 |
-0.0038 |
-62.3% |
0.0176 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
1 |
12 |
11 |
1,100.0% |
150 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6414 |
1.6402 |
1.6356 |
|
| R3 |
1.6391 |
1.6379 |
1.6349 |
|
| R2 |
1.6368 |
1.6368 |
1.6347 |
|
| R1 |
1.6356 |
1.6356 |
1.6345 |
1.6351 |
| PP |
1.6345 |
1.6345 |
1.6345 |
1.6343 |
| S1 |
1.6333 |
1.6333 |
1.6341 |
1.6328 |
| S2 |
1.6322 |
1.6322 |
1.6339 |
|
| S3 |
1.6299 |
1.6310 |
1.6337 |
|
| S4 |
1.6276 |
1.6287 |
1.6330 |
|
|
| 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 |
1.6367 |
1.6184 |
0.0183 |
1.1% |
0.0018 |
0.1% |
87% |
False |
False |
29 |
| 10 |
1.6415 |
1.6184 |
0.0231 |
1.4% |
0.0025 |
0.2% |
69% |
False |
False |
17 |
| 20 |
1.6415 |
1.6071 |
0.0344 |
2.1% |
0.0013 |
0.1% |
79% |
False |
False |
12 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0010 |
0.1% |
43% |
False |
False |
6 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0007 |
0.0% |
54% |
False |
False |
5 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0006 |
0.0% |
54% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6456 |
|
2.618 |
1.6418 |
|
1.618 |
1.6395 |
|
1.000 |
1.6381 |
|
0.618 |
1.6372 |
|
HIGH |
1.6358 |
|
0.618 |
1.6349 |
|
0.500 |
1.6347 |
|
0.382 |
1.6344 |
|
LOW |
1.6335 |
|
0.618 |
1.6321 |
|
1.000 |
1.6312 |
|
1.618 |
1.6298 |
|
2.618 |
1.6275 |
|
4.250 |
1.6237 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6347 |
1.6319 |
| PP |
1.6345 |
1.6295 |
| S1 |
1.6344 |
1.6271 |
|