CME British Pound Future June 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6418 |
1.6351 |
-0.0067 |
-0.4% |
1.6479 |
| High |
1.6459 |
1.6473 |
0.0014 |
0.1% |
1.6546 |
| Low |
1.6339 |
1.6323 |
-0.0016 |
-0.1% |
1.6281 |
| Close |
1.6350 |
1.6450 |
0.0100 |
0.6% |
1.6415 |
| Range |
0.0120 |
0.0150 |
0.0030 |
25.0% |
0.0265 |
| ATR |
0.0141 |
0.0142 |
0.0001 |
0.4% |
0.0000 |
| Volume |
78,838 |
111,293 |
32,455 |
41.2% |
442,292 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6865 |
1.6808 |
1.6533 |
|
| R3 |
1.6715 |
1.6658 |
1.6491 |
|
| R2 |
1.6565 |
1.6565 |
1.6478 |
|
| R1 |
1.6508 |
1.6508 |
1.6464 |
1.6537 |
| PP |
1.6415 |
1.6415 |
1.6415 |
1.6430 |
| S1 |
1.6358 |
1.6358 |
1.6436 |
1.6387 |
| S2 |
1.6265 |
1.6265 |
1.6423 |
|
| S3 |
1.6115 |
1.6208 |
1.6409 |
|
| S4 |
1.5965 |
1.6058 |
1.6368 |
|
|
| 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 |
1.6494 |
1.6281 |
0.0213 |
1.3% |
0.0142 |
0.9% |
79% |
False |
False |
105,124 |
| 10 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0142 |
0.9% |
81% |
False |
False |
108,175 |
| 20 |
1.6546 |
1.6053 |
0.0493 |
3.0% |
0.0144 |
0.9% |
81% |
False |
False |
115,073 |
| 40 |
1.6738 |
1.6053 |
0.0685 |
4.2% |
0.0139 |
0.8% |
58% |
False |
False |
113,875 |
| 60 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0140 |
0.9% |
65% |
False |
False |
113,231 |
| 80 |
1.6738 |
1.5921 |
0.0817 |
5.0% |
0.0137 |
0.8% |
65% |
False |
False |
89,005 |
| 100 |
1.6738 |
1.5707 |
0.1031 |
6.3% |
0.0132 |
0.8% |
72% |
False |
False |
71,226 |
| 120 |
1.6738 |
1.5337 |
0.1401 |
8.5% |
0.0129 |
0.8% |
79% |
False |
False |
59,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7111 |
|
2.618 |
1.6866 |
|
1.618 |
1.6716 |
|
1.000 |
1.6623 |
|
0.618 |
1.6566 |
|
HIGH |
1.6473 |
|
0.618 |
1.6416 |
|
0.500 |
1.6398 |
|
0.382 |
1.6380 |
|
LOW |
1.6323 |
|
0.618 |
1.6230 |
|
1.000 |
1.6173 |
|
1.618 |
1.6080 |
|
2.618 |
1.5930 |
|
4.250 |
1.5686 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6433 |
1.6426 |
| PP |
1.6415 |
1.6401 |
| S1 |
1.6398 |
1.6377 |
|