CME British Pound Future September 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 |
1.6401 |
1.6328 |
-0.0073 |
-0.4% |
1.6446 |
| High |
1.6438 |
1.6451 |
0.0013 |
0.1% |
1.6521 |
| Low |
1.6320 |
1.6303 |
-0.0017 |
-0.1% |
1.6262 |
| Close |
1.6329 |
1.6429 |
0.0100 |
0.6% |
1.6394 |
| Range |
0.0118 |
0.0148 |
0.0030 |
25.4% |
0.0259 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.5% |
0.0000 |
| Volume |
12,702 |
29,851 |
17,149 |
135.0% |
2,352 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6838 |
1.6782 |
1.6510 |
|
| R3 |
1.6690 |
1.6634 |
1.6470 |
|
| R2 |
1.6542 |
1.6542 |
1.6456 |
|
| R1 |
1.6486 |
1.6486 |
1.6443 |
1.6514 |
| PP |
1.6394 |
1.6394 |
1.6394 |
1.6409 |
| S1 |
1.6338 |
1.6338 |
1.6415 |
1.6366 |
| S2 |
1.6246 |
1.6246 |
1.6402 |
|
| S3 |
1.6098 |
1.6190 |
1.6388 |
|
| S4 |
1.5950 |
1.6042 |
1.6348 |
|
|
| 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 |
1.6468 |
1.6262 |
0.0206 |
1.3% |
0.0137 |
0.8% |
81% |
False |
False |
8,934 |
| 10 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0133 |
0.8% |
81% |
False |
False |
4,595 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0126 |
0.8% |
81% |
False |
False |
2,370 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0103 |
0.6% |
58% |
False |
False |
1,233 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0091 |
0.6% |
65% |
False |
False |
832 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0070 |
0.4% |
65% |
False |
False |
625 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.8% |
0.0059 |
0.4% |
71% |
False |
False |
501 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.4% |
0.0049 |
0.3% |
80% |
False |
False |
418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7080 |
|
2.618 |
1.6838 |
|
1.618 |
1.6690 |
|
1.000 |
1.6599 |
|
0.618 |
1.6542 |
|
HIGH |
1.6451 |
|
0.618 |
1.6394 |
|
0.500 |
1.6377 |
|
0.382 |
1.6360 |
|
LOW |
1.6303 |
|
0.618 |
1.6212 |
|
1.000 |
1.6155 |
|
1.618 |
1.6064 |
|
2.618 |
1.5916 |
|
4.250 |
1.5674 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6412 |
1.6405 |
| PP |
1.6394 |
1.6381 |
| S1 |
1.6377 |
1.6357 |
|