CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6182 |
1.6223 |
0.0041 |
0.3% |
1.6225 |
| High |
1.6236 |
1.6246 |
0.0010 |
0.1% |
1.6423 |
| Low |
1.6148 |
1.6042 |
-0.0106 |
-0.7% |
1.6060 |
| Close |
1.6229 |
1.6062 |
-0.0167 |
-1.0% |
1.6158 |
| Range |
0.0088 |
0.0204 |
0.0116 |
131.8% |
0.0363 |
| ATR |
0.0128 |
0.0134 |
0.0005 |
4.2% |
0.0000 |
| Volume |
74,541 |
124,815 |
50,274 |
67.4% |
546,909 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6729 |
1.6599 |
1.6174 |
|
| R3 |
1.6525 |
1.6395 |
1.6118 |
|
| R2 |
1.6321 |
1.6321 |
1.6099 |
|
| R1 |
1.6191 |
1.6191 |
1.6081 |
1.6154 |
| PP |
1.6117 |
1.6117 |
1.6117 |
1.6098 |
| S1 |
1.5987 |
1.5987 |
1.6043 |
1.5950 |
| S2 |
1.5913 |
1.5913 |
1.6025 |
|
| S3 |
1.5709 |
1.5783 |
1.6006 |
|
| S4 |
1.5505 |
1.5579 |
1.5950 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7303 |
1.7093 |
1.6358 |
|
| R3 |
1.6940 |
1.6730 |
1.6258 |
|
| R2 |
1.6577 |
1.6577 |
1.6225 |
|
| R1 |
1.6367 |
1.6367 |
1.6191 |
1.6291 |
| PP |
1.6214 |
1.6214 |
1.6214 |
1.6175 |
| S1 |
1.6004 |
1.6004 |
1.6125 |
1.5928 |
| S2 |
1.5851 |
1.5851 |
1.6091 |
|
| S3 |
1.5488 |
1.5641 |
1.6058 |
|
| S4 |
1.5125 |
1.5278 |
1.5958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6246 |
1.6042 |
0.0204 |
1.3% |
0.0134 |
0.8% |
10% |
True |
True |
99,516 |
| 10 |
1.6448 |
1.6042 |
0.0406 |
2.5% |
0.0143 |
0.9% |
5% |
False |
True |
101,590 |
| 20 |
1.6521 |
1.6042 |
0.0479 |
3.0% |
0.0136 |
0.8% |
4% |
False |
True |
54,747 |
| 40 |
1.6708 |
1.6042 |
0.0666 |
4.1% |
0.0125 |
0.8% |
3% |
False |
True |
27,447 |
| 60 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0102 |
0.6% |
19% |
False |
False |
18,318 |
| 80 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0088 |
0.6% |
19% |
False |
False |
13,743 |
| 100 |
1.6708 |
1.5910 |
0.0798 |
5.0% |
0.0073 |
0.5% |
19% |
False |
False |
10,996 |
| 120 |
1.6708 |
1.5449 |
0.1259 |
7.8% |
0.0062 |
0.4% |
49% |
False |
False |
9,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7113 |
|
2.618 |
1.6780 |
|
1.618 |
1.6576 |
|
1.000 |
1.6450 |
|
0.618 |
1.6372 |
|
HIGH |
1.6246 |
|
0.618 |
1.6168 |
|
0.500 |
1.6144 |
|
0.382 |
1.6120 |
|
LOW |
1.6042 |
|
0.618 |
1.5916 |
|
1.000 |
1.5838 |
|
1.618 |
1.5712 |
|
2.618 |
1.5508 |
|
4.250 |
1.5175 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6144 |
1.6144 |
| PP |
1.6117 |
1.6117 |
| S1 |
1.6089 |
1.6089 |
|