CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6447 |
1.6328 |
-0.0119 |
-0.7% |
1.6223 |
| High |
1.6494 |
1.6417 |
-0.0077 |
-0.5% |
1.6508 |
| Low |
1.6327 |
1.6300 |
-0.0027 |
-0.2% |
1.6053 |
| Close |
1.6358 |
1.6359 |
0.0001 |
0.0% |
1.6487 |
| Range |
0.0167 |
0.0117 |
-0.0050 |
-29.9% |
0.0455 |
| ATR |
0.0144 |
0.0142 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
127,862 |
100,291 |
-27,571 |
-21.6% |
563,678 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6710 |
1.6651 |
1.6423 |
|
| R3 |
1.6593 |
1.6534 |
1.6391 |
|
| R2 |
1.6476 |
1.6476 |
1.6380 |
|
| R1 |
1.6417 |
1.6417 |
1.6370 |
1.6447 |
| PP |
1.6359 |
1.6359 |
1.6359 |
1.6373 |
| S1 |
1.6300 |
1.6300 |
1.6348 |
1.6330 |
| S2 |
1.6242 |
1.6242 |
1.6338 |
|
| S3 |
1.6125 |
1.6183 |
1.6327 |
|
| S4 |
1.6008 |
1.6066 |
1.6295 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7714 |
1.7556 |
1.6737 |
|
| R3 |
1.7259 |
1.7101 |
1.6612 |
|
| R2 |
1.6804 |
1.6804 |
1.6570 |
|
| R1 |
1.6646 |
1.6646 |
1.6529 |
1.6725 |
| PP |
1.6349 |
1.6349 |
1.6349 |
1.6389 |
| S1 |
1.6191 |
1.6191 |
1.6445 |
1.6270 |
| S2 |
1.5894 |
1.5894 |
1.6404 |
|
| S3 |
1.5439 |
1.5736 |
1.6362 |
|
| S4 |
1.4984 |
1.5281 |
1.6237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6546 |
1.6267 |
0.0279 |
1.7% |
0.0136 |
0.8% |
33% |
False |
False |
111,795 |
| 10 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0144 |
0.9% |
62% |
False |
False |
114,452 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0145 |
0.9% |
62% |
False |
False |
121,095 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0137 |
0.8% |
45% |
False |
False |
114,656 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0140 |
0.9% |
54% |
False |
False |
112,634 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0135 |
0.8% |
54% |
False |
False |
85,289 |
| 100 |
1.6738 |
1.5461 |
0.1277 |
7.8% |
0.0132 |
0.8% |
70% |
False |
False |
68,253 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0126 |
0.8% |
73% |
False |
False |
56,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6914 |
|
2.618 |
1.6723 |
|
1.618 |
1.6606 |
|
1.000 |
1.6534 |
|
0.618 |
1.6489 |
|
HIGH |
1.6417 |
|
0.618 |
1.6372 |
|
0.500 |
1.6359 |
|
0.382 |
1.6345 |
|
LOW |
1.6300 |
|
0.618 |
1.6228 |
|
1.000 |
1.6183 |
|
1.618 |
1.6111 |
|
2.618 |
1.5994 |
|
4.250 |
1.5803 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6359 |
1.6423 |
| PP |
1.6359 |
1.6402 |
| S1 |
1.6359 |
1.6380 |
|