CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6358 |
1.6322 |
-0.0036 |
-0.2% |
1.6311 |
| High |
1.6358 |
1.6322 |
-0.0036 |
-0.2% |
1.6415 |
| Low |
1.6335 |
1.6167 |
-0.0168 |
-1.0% |
1.6239 |
| Close |
1.6343 |
1.6140 |
-0.0203 |
-1.2% |
1.6198 |
| Range |
0.0023 |
0.0155 |
0.0132 |
573.9% |
0.0176 |
| ATR |
0.0065 |
0.0073 |
0.0008 |
12.1% |
0.0000 |
| Volume |
12 |
3 |
-9 |
-75.0% |
150 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6675 |
1.6562 |
1.6225 |
|
| R3 |
1.6520 |
1.6407 |
1.6183 |
|
| R2 |
1.6365 |
1.6365 |
1.6168 |
|
| R1 |
1.6252 |
1.6252 |
1.6154 |
1.6231 |
| PP |
1.6210 |
1.6210 |
1.6210 |
1.6199 |
| S1 |
1.6097 |
1.6097 |
1.6126 |
1.6076 |
| S2 |
1.6055 |
1.6055 |
1.6112 |
|
| S3 |
1.5900 |
1.5942 |
1.6097 |
|
| S4 |
1.5745 |
1.5787 |
1.6055 |
|
|
| 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 |
1.6167 |
0.0200 |
1.2% |
0.0049 |
0.3% |
-14% |
False |
True |
29 |
| 10 |
1.6415 |
1.6167 |
0.0248 |
1.5% |
0.0041 |
0.3% |
-11% |
False |
True |
17 |
| 20 |
1.6415 |
1.6071 |
0.0344 |
2.1% |
0.0020 |
0.1% |
20% |
False |
False |
12 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0014 |
0.1% |
11% |
False |
False |
6 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0010 |
0.1% |
28% |
False |
False |
5 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0008 |
0.0% |
28% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6981 |
|
2.618 |
1.6728 |
|
1.618 |
1.6573 |
|
1.000 |
1.6477 |
|
0.618 |
1.6418 |
|
HIGH |
1.6322 |
|
0.618 |
1.6263 |
|
0.500 |
1.6245 |
|
0.382 |
1.6226 |
|
LOW |
1.6167 |
|
0.618 |
1.6071 |
|
1.000 |
1.6012 |
|
1.618 |
1.5916 |
|
2.618 |
1.5761 |
|
4.250 |
1.5508 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6245 |
1.6263 |
| PP |
1.6210 |
1.6222 |
| S1 |
1.6175 |
1.6181 |
|