CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6037 |
1.6000 |
-0.0037 |
-0.2% |
1.6194 |
| High |
1.6037 |
1.6000 |
-0.0037 |
-0.2% |
1.6358 |
| Low |
1.6035 |
1.5915 |
-0.0120 |
-0.7% |
1.6080 |
| Close |
1.6044 |
1.5964 |
-0.0080 |
-0.5% |
1.6140 |
| Range |
0.0002 |
0.0085 |
0.0083 |
4,150.0% |
0.0278 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
4.8% |
0.0000 |
| Volume |
10 |
19 |
9 |
90.0% |
48 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6215 |
1.6174 |
1.6011 |
|
| R3 |
1.6130 |
1.6089 |
1.5987 |
|
| R2 |
1.6045 |
1.6045 |
1.5980 |
|
| R1 |
1.6004 |
1.6004 |
1.5972 |
1.5982 |
| PP |
1.5960 |
1.5960 |
1.5960 |
1.5949 |
| S1 |
1.5919 |
1.5919 |
1.5956 |
1.5897 |
| S2 |
1.5875 |
1.5875 |
1.5948 |
|
| S3 |
1.5790 |
1.5834 |
1.5941 |
|
| S4 |
1.5705 |
1.5749 |
1.5917 |
|
|
| 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 |
1.5915 |
0.0296 |
1.9% |
0.0026 |
0.2% |
17% |
False |
True |
11 |
| 10 |
1.6358 |
1.5915 |
0.0443 |
2.8% |
0.0044 |
0.3% |
11% |
False |
True |
21 |
| 20 |
1.6415 |
1.5915 |
0.0500 |
3.1% |
0.0031 |
0.2% |
10% |
False |
True |
13 |
| 40 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0018 |
0.1% |
6% |
False |
True |
8 |
| 60 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0013 |
0.1% |
6% |
False |
True |
6 |
| 80 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0010 |
0.1% |
6% |
False |
True |
5 |
| 100 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0008 |
0.1% |
6% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6361 |
|
2.618 |
1.6223 |
|
1.618 |
1.6138 |
|
1.000 |
1.6085 |
|
0.618 |
1.6053 |
|
HIGH |
1.6000 |
|
0.618 |
1.5968 |
|
0.500 |
1.5958 |
|
0.382 |
1.5947 |
|
LOW |
1.5915 |
|
0.618 |
1.5862 |
|
1.000 |
1.5830 |
|
1.618 |
1.5777 |
|
2.618 |
1.5692 |
|
4.250 |
1.5554 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5962 |
1.6063 |
| PP |
1.5960 |
1.6030 |
| S1 |
1.5958 |
1.5997 |
|