CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6153 |
1.6112 |
-0.0041 |
-0.3% |
1.6194 |
| High |
1.6153 |
1.6153 |
0.0000 |
0.0% |
1.6358 |
| Low |
1.6080 |
1.6112 |
0.0032 |
0.2% |
1.6080 |
| Close |
1.6069 |
1.6140 |
0.0071 |
0.4% |
1.6140 |
| Range |
0.0073 |
0.0041 |
-0.0032 |
-43.8% |
0.0278 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.1% |
0.0000 |
| Volume |
15 |
17 |
2 |
13.3% |
48 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6258 |
1.6240 |
1.6163 |
|
| R3 |
1.6217 |
1.6199 |
1.6151 |
|
| R2 |
1.6176 |
1.6176 |
1.6148 |
|
| R1 |
1.6158 |
1.6158 |
1.6144 |
1.6167 |
| PP |
1.6135 |
1.6135 |
1.6135 |
1.6140 |
| S1 |
1.6117 |
1.6117 |
1.6136 |
1.6126 |
| S2 |
1.6094 |
1.6094 |
1.6132 |
|
| S3 |
1.6053 |
1.6076 |
1.6129 |
|
| S4 |
1.6012 |
1.6035 |
1.6117 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7027 |
1.6861 |
1.6293 |
|
| R3 |
1.6749 |
1.6583 |
1.6216 |
|
| R2 |
1.6471 |
1.6471 |
1.6191 |
|
| R1 |
1.6305 |
1.6305 |
1.6165 |
1.6249 |
| PP |
1.6193 |
1.6193 |
1.6193 |
1.6165 |
| S1 |
1.6027 |
1.6027 |
1.6115 |
1.5971 |
| S2 |
1.5915 |
1.5915 |
1.6089 |
|
| S3 |
1.5637 |
1.5749 |
1.6064 |
|
| S4 |
1.5359 |
1.5471 |
1.5987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6358 |
1.6080 |
0.0278 |
1.7% |
0.0071 |
0.4% |
22% |
False |
False |
9 |
| 10 |
1.6415 |
1.6080 |
0.0335 |
2.1% |
0.0046 |
0.3% |
18% |
False |
False |
19 |
| 20 |
1.6415 |
1.6071 |
0.0344 |
2.1% |
0.0026 |
0.2% |
20% |
False |
False |
12 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0017 |
0.1% |
11% |
False |
False |
7 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0012 |
0.1% |
28% |
False |
False |
5 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0009 |
0.1% |
28% |
False |
False |
4 |
| 100 |
1.6702 |
1.5797 |
0.0905 |
5.6% |
0.0007 |
0.0% |
38% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6327 |
|
2.618 |
1.6260 |
|
1.618 |
1.6219 |
|
1.000 |
1.6194 |
|
0.618 |
1.6178 |
|
HIGH |
1.6153 |
|
0.618 |
1.6137 |
|
0.500 |
1.6133 |
|
0.382 |
1.6128 |
|
LOW |
1.6112 |
|
0.618 |
1.6087 |
|
1.000 |
1.6071 |
|
1.618 |
1.6046 |
|
2.618 |
1.6005 |
|
4.250 |
1.5938 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6138 |
1.6201 |
| PP |
1.6135 |
1.6181 |
| S1 |
1.6133 |
1.6160 |
|