CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6211 |
1.6037 |
-0.0174 |
-1.1% |
1.6194 |
| High |
1.6211 |
1.6037 |
-0.0174 |
-1.1% |
1.6358 |
| Low |
1.6211 |
1.6035 |
-0.0176 |
-1.1% |
1.6080 |
| Close |
1.6211 |
1.6044 |
-0.0167 |
-1.0% |
1.6140 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0278 |
| ATR |
0.0070 |
0.0077 |
0.0008 |
10.9% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
48 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.6046 |
1.6045 |
|
| R3 |
1.6043 |
1.6044 |
1.6045 |
|
| R2 |
1.6041 |
1.6041 |
1.6044 |
|
| R1 |
1.6042 |
1.6042 |
1.6044 |
1.6042 |
| PP |
1.6039 |
1.6039 |
1.6039 |
1.6038 |
| S1 |
1.6040 |
1.6040 |
1.6044 |
1.6040 |
| S2 |
1.6037 |
1.6037 |
1.6044 |
|
| S3 |
1.6035 |
1.6038 |
1.6043 |
|
| S4 |
1.6033 |
1.6036 |
1.6043 |
|
|
| 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 |
1.6211 |
1.6035 |
0.0176 |
1.1% |
0.0024 |
0.1% |
5% |
False |
True |
11 |
| 10 |
1.6367 |
1.6035 |
0.0332 |
2.1% |
0.0036 |
0.2% |
3% |
False |
True |
20 |
| 20 |
1.6415 |
1.6035 |
0.0380 |
2.4% |
0.0026 |
0.2% |
2% |
False |
True |
12 |
| 40 |
1.6702 |
1.6035 |
0.0667 |
4.2% |
0.0016 |
0.1% |
1% |
False |
True |
8 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.9% |
0.0011 |
0.1% |
16% |
False |
False |
5 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.9% |
0.0009 |
0.1% |
16% |
False |
False |
4 |
| 100 |
1.6702 |
1.5923 |
0.0779 |
4.9% |
0.0007 |
0.0% |
16% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6046 |
|
2.618 |
1.6042 |
|
1.618 |
1.6040 |
|
1.000 |
1.6039 |
|
0.618 |
1.6038 |
|
HIGH |
1.6037 |
|
0.618 |
1.6036 |
|
0.500 |
1.6036 |
|
0.382 |
1.6036 |
|
LOW |
1.6035 |
|
0.618 |
1.6034 |
|
1.000 |
1.6033 |
|
1.618 |
1.6032 |
|
2.618 |
1.6030 |
|
4.250 |
1.6027 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6041 |
1.6123 |
| PP |
1.6039 |
1.6097 |
| S1 |
1.6036 |
1.6070 |
|