CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6420 |
1.6379 |
-0.0041 |
-0.2% |
1.6446 |
| High |
1.6423 |
1.6448 |
0.0025 |
0.2% |
1.6521 |
| Low |
1.6325 |
1.6337 |
0.0012 |
0.1% |
1.6262 |
| Close |
1.6370 |
1.6344 |
-0.0026 |
-0.2% |
1.6394 |
| Range |
0.0098 |
0.0111 |
0.0013 |
13.3% |
0.0259 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
33,556 |
54,127 |
20,571 |
61.3% |
2,352 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6709 |
1.6638 |
1.6405 |
|
| R3 |
1.6598 |
1.6527 |
1.6375 |
|
| R2 |
1.6487 |
1.6487 |
1.6364 |
|
| R1 |
1.6416 |
1.6416 |
1.6354 |
1.6396 |
| PP |
1.6376 |
1.6376 |
1.6376 |
1.6367 |
| S1 |
1.6305 |
1.6305 |
1.6334 |
1.6285 |
| S2 |
1.6265 |
1.6265 |
1.6324 |
|
| S3 |
1.6154 |
1.6194 |
1.6313 |
|
| S4 |
1.6043 |
1.6083 |
1.6283 |
|
|
| 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 |
1.6451 |
1.6262 |
0.0189 |
1.2% |
0.0126 |
0.8% |
43% |
False |
False |
26,252 |
| 10 |
1.6521 |
1.6260 |
0.0261 |
1.6% |
0.0125 |
0.8% |
32% |
False |
False |
13,302 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0125 |
0.8% |
63% |
False |
False |
6,746 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.1% |
0.0105 |
0.6% |
45% |
False |
False |
3,421 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0093 |
0.6% |
54% |
False |
False |
2,294 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0072 |
0.4% |
54% |
False |
False |
1,721 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0061 |
0.4% |
62% |
False |
False |
1,378 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0051 |
0.3% |
74% |
False |
False |
1,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6920 |
|
2.618 |
1.6739 |
|
1.618 |
1.6628 |
|
1.000 |
1.6559 |
|
0.618 |
1.6517 |
|
HIGH |
1.6448 |
|
0.618 |
1.6406 |
|
0.500 |
1.6393 |
|
0.382 |
1.6379 |
|
LOW |
1.6337 |
|
0.618 |
1.6268 |
|
1.000 |
1.6226 |
|
1.618 |
1.6157 |
|
2.618 |
1.6046 |
|
4.250 |
1.5865 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6393 |
1.6377 |
| PP |
1.6376 |
1.6366 |
| S1 |
1.6360 |
1.6355 |
|