CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5890 |
1.6010 |
0.0120 |
0.8% |
1.6123 |
| High |
1.6000 |
1.6038 |
0.0038 |
0.2% |
1.6211 |
| Low |
1.5890 |
1.6010 |
0.0120 |
0.8% |
1.5915 |
| Close |
1.5957 |
1.6021 |
0.0064 |
0.4% |
1.5940 |
| Range |
0.0110 |
0.0028 |
-0.0082 |
-74.5% |
0.0296 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
22 |
7 |
-15 |
-68.2% |
50 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6107 |
1.6092 |
1.6036 |
|
| R3 |
1.6079 |
1.6064 |
1.6029 |
|
| R2 |
1.6051 |
1.6051 |
1.6026 |
|
| R1 |
1.6036 |
1.6036 |
1.6024 |
1.6044 |
| PP |
1.6023 |
1.6023 |
1.6023 |
1.6027 |
| S1 |
1.6008 |
1.6008 |
1.6018 |
1.6016 |
| S2 |
1.5995 |
1.5995 |
1.6016 |
|
| S3 |
1.5967 |
1.5980 |
1.6013 |
|
| S4 |
1.5939 |
1.5952 |
1.6006 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6910 |
1.6721 |
1.6103 |
|
| R3 |
1.6614 |
1.6425 |
1.6021 |
|
| R2 |
1.6318 |
1.6318 |
1.5994 |
|
| R1 |
1.6129 |
1.6129 |
1.5967 |
1.6076 |
| PP |
1.6022 |
1.6022 |
1.6022 |
1.5995 |
| S1 |
1.5833 |
1.5833 |
1.5913 |
1.5780 |
| S2 |
1.5726 |
1.5726 |
1.5886 |
|
| S3 |
1.5430 |
1.5537 |
1.5859 |
|
| S4 |
1.5134 |
1.5241 |
1.5777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6038 |
1.5890 |
0.0148 |
0.9% |
0.0073 |
0.5% |
89% |
True |
False |
14 |
| 10 |
1.6211 |
1.5890 |
0.0321 |
2.0% |
0.0049 |
0.3% |
41% |
False |
False |
12 |
| 20 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0045 |
0.3% |
25% |
False |
False |
15 |
| 40 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0023 |
0.1% |
25% |
False |
False |
9 |
| 60 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0018 |
0.1% |
16% |
False |
False |
7 |
| 80 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0014 |
0.1% |
16% |
False |
False |
5 |
| 100 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0011 |
0.1% |
16% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6157 |
|
2.618 |
1.6111 |
|
1.618 |
1.6083 |
|
1.000 |
1.6066 |
|
0.618 |
1.6055 |
|
HIGH |
1.6038 |
|
0.618 |
1.6027 |
|
0.500 |
1.6024 |
|
0.382 |
1.6021 |
|
LOW |
1.6010 |
|
0.618 |
1.5993 |
|
1.000 |
1.5982 |
|
1.618 |
1.5965 |
|
2.618 |
1.5937 |
|
4.250 |
1.5891 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6024 |
1.6002 |
| PP |
1.6023 |
1.5983 |
| S1 |
1.6022 |
1.5964 |
|