CME British Pound Future September 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 |
1.6300 |
1.6348 |
0.0048 |
0.3% |
1.6446 |
| High |
1.6393 |
1.6415 |
0.0022 |
0.1% |
1.6521 |
| Low |
1.6285 |
1.6262 |
-0.0023 |
-0.1% |
1.6262 |
| Close |
1.6339 |
1.6394 |
0.0055 |
0.3% |
1.6394 |
| Range |
0.0108 |
0.0153 |
0.0045 |
41.7% |
0.0259 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.9% |
0.0000 |
| Volume |
638 |
1,026 |
388 |
60.8% |
2,352 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6816 |
1.6758 |
1.6478 |
|
| R3 |
1.6663 |
1.6605 |
1.6436 |
|
| R2 |
1.6510 |
1.6510 |
1.6422 |
|
| R1 |
1.6452 |
1.6452 |
1.6408 |
1.6481 |
| PP |
1.6357 |
1.6357 |
1.6357 |
1.6372 |
| S1 |
1.6299 |
1.6299 |
1.6380 |
1.6328 |
| S2 |
1.6204 |
1.6204 |
1.6366 |
|
| S3 |
1.6051 |
1.6146 |
1.6352 |
|
| S4 |
1.5898 |
1.5993 |
1.6310 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7169 |
1.7041 |
1.6536 |
|
| R3 |
1.6910 |
1.6782 |
1.6465 |
|
| R2 |
1.6651 |
1.6651 |
1.6441 |
|
| R1 |
1.6523 |
1.6523 |
1.6418 |
1.6458 |
| PP |
1.6392 |
1.6392 |
1.6392 |
1.6360 |
| S1 |
1.6264 |
1.6264 |
1.6370 |
1.6199 |
| S2 |
1.6133 |
1.6133 |
1.6347 |
|
| S3 |
1.5874 |
1.6005 |
1.6323 |
|
| S4 |
1.5615 |
1.5746 |
1.6252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6521 |
1.6262 |
0.0259 |
1.6% |
0.0131 |
0.8% |
51% |
False |
True |
517 |
| 10 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0132 |
0.8% |
73% |
False |
False |
386 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0123 |
0.8% |
73% |
False |
False |
263 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0100 |
0.6% |
53% |
False |
False |
172 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0087 |
0.5% |
61% |
False |
False |
123 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0066 |
0.4% |
61% |
False |
False |
93 |
| 100 |
1.6708 |
1.5551 |
0.1157 |
7.1% |
0.0056 |
0.3% |
73% |
False |
False |
76 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.4% |
0.0048 |
0.3% |
77% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7065 |
|
2.618 |
1.6816 |
|
1.618 |
1.6663 |
|
1.000 |
1.6568 |
|
0.618 |
1.6510 |
|
HIGH |
1.6415 |
|
0.618 |
1.6357 |
|
0.500 |
1.6339 |
|
0.382 |
1.6320 |
|
LOW |
1.6262 |
|
0.618 |
1.6167 |
|
1.000 |
1.6109 |
|
1.618 |
1.6014 |
|
2.618 |
1.5861 |
|
4.250 |
1.5612 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6376 |
1.6384 |
| PP |
1.6357 |
1.6375 |
| S1 |
1.6339 |
1.6365 |
|