CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6328 |
1.6371 |
0.0043 |
0.3% |
1.6479 |
| High |
1.6417 |
1.6438 |
0.0021 |
0.1% |
1.6546 |
| Low |
1.6300 |
1.6281 |
-0.0019 |
-0.1% |
1.6281 |
| Close |
1.6359 |
1.6415 |
0.0056 |
0.3% |
1.6415 |
| Range |
0.0117 |
0.0157 |
0.0040 |
34.2% |
0.0265 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.8% |
0.0000 |
| Volume |
100,291 |
107,340 |
7,049 |
7.0% |
442,292 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6849 |
1.6789 |
1.6501 |
|
| R3 |
1.6692 |
1.6632 |
1.6458 |
|
| R2 |
1.6535 |
1.6535 |
1.6444 |
|
| R1 |
1.6475 |
1.6475 |
1.6429 |
1.6505 |
| PP |
1.6378 |
1.6378 |
1.6378 |
1.6393 |
| S1 |
1.6318 |
1.6318 |
1.6401 |
1.6348 |
| S2 |
1.6221 |
1.6221 |
1.6386 |
|
| S3 |
1.6064 |
1.6161 |
1.6372 |
|
| S4 |
1.5907 |
1.6004 |
1.6329 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7209 |
1.7077 |
1.6561 |
|
| R3 |
1.6944 |
1.6812 |
1.6488 |
|
| R2 |
1.6679 |
1.6679 |
1.6464 |
|
| R1 |
1.6547 |
1.6547 |
1.6439 |
1.6481 |
| PP |
1.6414 |
1.6414 |
1.6414 |
1.6381 |
| S1 |
1.6282 |
1.6282 |
1.6391 |
1.6216 |
| S2 |
1.6149 |
1.6149 |
1.6366 |
|
| S3 |
1.5884 |
1.6017 |
1.6342 |
|
| S4 |
1.5619 |
1.5752 |
1.6269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6546 |
1.6281 |
0.0265 |
1.6% |
0.0139 |
0.8% |
51% |
False |
True |
109,367 |
| 10 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0148 |
0.9% |
73% |
False |
False |
113,280 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0143 |
0.9% |
73% |
False |
False |
119,033 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0138 |
0.8% |
53% |
False |
False |
114,339 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0141 |
0.9% |
60% |
False |
False |
113,517 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
60% |
False |
False |
86,629 |
| 100 |
1.6738 |
1.5503 |
0.1235 |
7.5% |
0.0132 |
0.8% |
74% |
False |
False |
69,326 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.5% |
0.0128 |
0.8% |
77% |
False |
False |
57,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7105 |
|
2.618 |
1.6849 |
|
1.618 |
1.6692 |
|
1.000 |
1.6595 |
|
0.618 |
1.6535 |
|
HIGH |
1.6438 |
|
0.618 |
1.6378 |
|
0.500 |
1.6360 |
|
0.382 |
1.6341 |
|
LOW |
1.6281 |
|
0.618 |
1.6184 |
|
1.000 |
1.6124 |
|
1.618 |
1.6027 |
|
2.618 |
1.5870 |
|
4.250 |
1.5614 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6397 |
1.6406 |
| PP |
1.6378 |
1.6397 |
| S1 |
1.6360 |
1.6388 |
|