CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6446 |
1.6447 |
0.0001 |
0.0% |
1.6200 |
| High |
1.6521 |
1.6468 |
-0.0053 |
-0.3% |
1.6477 |
| Low |
1.6401 |
1.6312 |
-0.0089 |
-0.5% |
1.6046 |
| Close |
1.6429 |
1.6338 |
-0.0091 |
-0.6% |
1.6466 |
| Range |
0.0120 |
0.0156 |
0.0036 |
30.0% |
0.0431 |
| ATR |
0.0119 |
0.0122 |
0.0003 |
2.2% |
0.0000 |
| Volume |
232 |
456 |
224 |
96.6% |
1,291 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6841 |
1.6745 |
1.6424 |
|
| R3 |
1.6685 |
1.6589 |
1.6381 |
|
| R2 |
1.6529 |
1.6529 |
1.6367 |
|
| R1 |
1.6433 |
1.6433 |
1.6352 |
1.6403 |
| PP |
1.6373 |
1.6373 |
1.6373 |
1.6358 |
| S1 |
1.6277 |
1.6277 |
1.6324 |
1.6247 |
| S2 |
1.6217 |
1.6217 |
1.6309 |
|
| S3 |
1.6061 |
1.6121 |
1.6295 |
|
| S4 |
1.5905 |
1.5965 |
1.6252 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7623 |
1.7475 |
1.6703 |
|
| R3 |
1.7192 |
1.7044 |
1.6585 |
|
| R2 |
1.6761 |
1.6761 |
1.6545 |
|
| R1 |
1.6613 |
1.6613 |
1.6506 |
1.6687 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6367 |
| S1 |
1.6182 |
1.6182 |
1.6426 |
1.6256 |
| S2 |
1.5899 |
1.5899 |
1.6387 |
|
| S3 |
1.5468 |
1.5751 |
1.6347 |
|
| S4 |
1.5037 |
1.5320 |
1.6229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6521 |
1.6121 |
0.0400 |
2.4% |
0.0133 |
0.8% |
54% |
False |
False |
254 |
| 10 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0128 |
0.8% |
61% |
False |
False |
245 |
| 20 |
1.6536 |
1.6046 |
0.0490 |
3.0% |
0.0122 |
0.7% |
60% |
False |
False |
187 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0097 |
0.6% |
44% |
False |
False |
132 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0083 |
0.5% |
54% |
False |
False |
96 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0063 |
0.4% |
54% |
False |
False |
73 |
| 100 |
1.6708 |
1.5503 |
0.1205 |
7.4% |
0.0053 |
0.3% |
69% |
False |
False |
59 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0046 |
0.3% |
73% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7131 |
|
2.618 |
1.6876 |
|
1.618 |
1.6720 |
|
1.000 |
1.6624 |
|
0.618 |
1.6564 |
|
HIGH |
1.6468 |
|
0.618 |
1.6408 |
|
0.500 |
1.6390 |
|
0.382 |
1.6372 |
|
LOW |
1.6312 |
|
0.618 |
1.6216 |
|
1.000 |
1.6156 |
|
1.618 |
1.6060 |
|
2.618 |
1.5904 |
|
4.250 |
1.5649 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6390 |
1.6417 |
| PP |
1.6373 |
1.6390 |
| S1 |
1.6355 |
1.6364 |
|