CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6225 |
1.6355 |
0.0130 |
0.8% |
1.6401 |
| High |
1.6369 |
1.6423 |
0.0054 |
0.3% |
1.6451 |
| Low |
1.6196 |
1.6335 |
0.0139 |
0.9% |
1.6188 |
| Close |
1.6354 |
1.6364 |
0.0010 |
0.1% |
1.6219 |
| Range |
0.0173 |
0.0088 |
-0.0085 |
-49.1% |
0.0263 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
102,790 |
90,824 |
-11,966 |
-11.6% |
266,023 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6638 |
1.6589 |
1.6412 |
|
| R3 |
1.6550 |
1.6501 |
1.6388 |
|
| R2 |
1.6462 |
1.6462 |
1.6380 |
|
| R1 |
1.6413 |
1.6413 |
1.6372 |
1.6438 |
| PP |
1.6374 |
1.6374 |
1.6374 |
1.6386 |
| S1 |
1.6325 |
1.6325 |
1.6356 |
1.6350 |
| S2 |
1.6286 |
1.6286 |
1.6348 |
|
| S3 |
1.6198 |
1.6237 |
1.6340 |
|
| S4 |
1.6110 |
1.6149 |
1.6316 |
|
|
| 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 |
1.6448 |
1.6188 |
0.0260 |
1.6% |
0.0129 |
0.8% |
68% |
False |
False |
83,416 |
| 10 |
1.6468 |
1.6188 |
0.0280 |
1.7% |
0.0133 |
0.8% |
63% |
False |
False |
46,175 |
| 20 |
1.6521 |
1.6046 |
0.0475 |
2.9% |
0.0129 |
0.8% |
67% |
False |
False |
23,203 |
| 40 |
1.6708 |
1.6046 |
0.0662 |
4.0% |
0.0111 |
0.7% |
48% |
False |
False |
11,647 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0096 |
0.6% |
57% |
False |
False |
7,783 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
4.9% |
0.0078 |
0.5% |
57% |
False |
False |
5,839 |
| 100 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0064 |
0.4% |
64% |
False |
False |
4,672 |
| 120 |
1.6708 |
1.5325 |
0.1383 |
8.5% |
0.0054 |
0.3% |
75% |
False |
False |
3,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6797 |
|
2.618 |
1.6653 |
|
1.618 |
1.6565 |
|
1.000 |
1.6511 |
|
0.618 |
1.6477 |
|
HIGH |
1.6423 |
|
0.618 |
1.6389 |
|
0.500 |
1.6379 |
|
0.382 |
1.6369 |
|
LOW |
1.6335 |
|
0.618 |
1.6281 |
|
1.000 |
1.6247 |
|
1.618 |
1.6193 |
|
2.618 |
1.6105 |
|
4.250 |
1.5961 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6379 |
1.6345 |
| PP |
1.6374 |
1.6325 |
| S1 |
1.6369 |
1.6306 |
|