CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6371 |
1.6418 |
0.0047 |
0.3% |
1.6479 |
| High |
1.6438 |
1.6459 |
0.0021 |
0.1% |
1.6546 |
| Low |
1.6281 |
1.6339 |
0.0058 |
0.4% |
1.6281 |
| Close |
1.6415 |
1.6350 |
-0.0065 |
-0.4% |
1.6415 |
| Range |
0.0157 |
0.0120 |
-0.0037 |
-23.6% |
0.0265 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
107,340 |
78,838 |
-28,502 |
-26.6% |
442,292 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6743 |
1.6666 |
1.6416 |
|
| R3 |
1.6623 |
1.6546 |
1.6383 |
|
| R2 |
1.6503 |
1.6503 |
1.6372 |
|
| R1 |
1.6426 |
1.6426 |
1.6361 |
1.6405 |
| PP |
1.6383 |
1.6383 |
1.6383 |
1.6372 |
| S1 |
1.6306 |
1.6306 |
1.6339 |
1.6285 |
| S2 |
1.6263 |
1.6263 |
1.6328 |
|
| S3 |
1.6143 |
1.6186 |
1.6317 |
|
| S4 |
1.6023 |
1.6066 |
1.6284 |
|
|
| 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% |
0.0137 |
0.8% |
26% |
False |
False |
104,226 |
| 10 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0146 |
0.9% |
60% |
False |
False |
108,480 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0144 |
0.9% |
60% |
False |
False |
115,568 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0138 |
0.8% |
43% |
False |
False |
113,716 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0140 |
0.9% |
53% |
False |
False |
113,148 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0136 |
0.8% |
53% |
False |
False |
87,614 |
| 100 |
1.6738 |
1.5570 |
0.1168 |
7.1% |
0.0132 |
0.8% |
67% |
False |
False |
70,114 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.6% |
0.0128 |
0.8% |
72% |
False |
False |
58,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6969 |
|
2.618 |
1.6773 |
|
1.618 |
1.6653 |
|
1.000 |
1.6579 |
|
0.618 |
1.6533 |
|
HIGH |
1.6459 |
|
0.618 |
1.6413 |
|
0.500 |
1.6399 |
|
0.382 |
1.6385 |
|
LOW |
1.6339 |
|
0.618 |
1.6265 |
|
1.000 |
1.6219 |
|
1.618 |
1.6145 |
|
2.618 |
1.6025 |
|
4.250 |
1.5829 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6399 |
1.6370 |
| PP |
1.6383 |
1.6363 |
| S1 |
1.6366 |
1.6357 |
|