CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6343 |
1.6225 |
-0.0118 |
-0.7% |
1.6401 |
| High |
1.6362 |
1.6369 |
0.0007 |
0.0% |
1.6451 |
| Low |
1.6188 |
1.6196 |
0.0008 |
0.0% |
1.6188 |
| Close |
1.6219 |
1.6354 |
0.0135 |
0.8% |
1.6219 |
| Range |
0.0174 |
0.0173 |
-0.0001 |
-0.6% |
0.0263 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.7% |
0.0000 |
| Volume |
135,787 |
102,790 |
-32,997 |
-24.3% |
266,023 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6825 |
1.6763 |
1.6449 |
|
| R3 |
1.6652 |
1.6590 |
1.6402 |
|
| R2 |
1.6479 |
1.6479 |
1.6386 |
|
| R1 |
1.6417 |
1.6417 |
1.6370 |
1.6448 |
| PP |
1.6306 |
1.6306 |
1.6306 |
1.6322 |
| S1 |
1.6244 |
1.6244 |
1.6338 |
1.6275 |
| S2 |
1.6133 |
1.6133 |
1.6322 |
|
| S3 |
1.5960 |
1.6071 |
1.6306 |
|
| S4 |
1.5787 |
1.5898 |
1.6259 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7075 |
1.6910 |
1.6364 |
|
| R3 |
1.6812 |
1.6647 |
1.6291 |
|
| R2 |
1.6549 |
1.6549 |
1.6267 |
|
| R1 |
1.6384 |
1.6384 |
1.6243 |
1.6335 |
| PP |
1.6286 |
1.6286 |
1.6286 |
1.6262 |
| S1 |
1.6121 |
1.6121 |
1.6195 |
1.6072 |
| S2 |
1.6023 |
1.6023 |
1.6171 |
|
| S3 |
1.5760 |
1.5858 |
1.6147 |
|
| S4 |
1.5497 |
1.5595 |
1.6074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6451 |
1.6188 |
0.0263 |
1.6% |
0.0141 |
0.9% |
63% |
False |
False |
71,222 |
| 10 |
1.6521 |
1.6188 |
0.0333 |
2.0% |
0.0136 |
0.8% |
50% |
False |
False |
37,116 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0128 |
0.8% |
65% |
False |
False |
18,667 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0110 |
0.7% |
47% |
False |
False |
9,378 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0096 |
0.6% |
56% |
False |
False |
6,269 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0077 |
0.5% |
56% |
False |
False |
4,703 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0063 |
0.4% |
63% |
False |
False |
3,764 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0054 |
0.3% |
74% |
False |
False |
3,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7104 |
|
2.618 |
1.6822 |
|
1.618 |
1.6649 |
|
1.000 |
1.6542 |
|
0.618 |
1.6476 |
|
HIGH |
1.6369 |
|
0.618 |
1.6303 |
|
0.500 |
1.6283 |
|
0.382 |
1.6262 |
|
LOW |
1.6196 |
|
0.618 |
1.6089 |
|
1.000 |
1.6023 |
|
1.618 |
1.5916 |
|
2.618 |
1.5743 |
|
4.250 |
1.5461 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6330 |
1.6342 |
| PP |
1.6306 |
1.6330 |
| S1 |
1.6283 |
1.6318 |
|