CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6003 |
1.5951 |
-0.0052 |
-0.3% |
1.6150 |
| High |
1.6030 |
1.5996 |
-0.0034 |
-0.2% |
1.6246 |
| Low |
1.5935 |
1.5896 |
-0.0039 |
-0.2% |
1.5922 |
| Close |
1.5956 |
1.5960 |
0.0004 |
0.0% |
1.5956 |
| Range |
0.0095 |
0.0100 |
0.0005 |
5.3% |
0.0324 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
91,296 |
91,079 |
-217 |
-0.2% |
510,373 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6251 |
1.6205 |
1.6015 |
|
| R3 |
1.6151 |
1.6105 |
1.5988 |
|
| R2 |
1.6051 |
1.6051 |
1.5978 |
|
| R1 |
1.6005 |
1.6005 |
1.5969 |
1.6028 |
| PP |
1.5951 |
1.5951 |
1.5951 |
1.5962 |
| S1 |
1.5905 |
1.5905 |
1.5951 |
1.5928 |
| S2 |
1.5851 |
1.5851 |
1.5942 |
|
| S3 |
1.5751 |
1.5805 |
1.5933 |
|
| S4 |
1.5651 |
1.5705 |
1.5905 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7013 |
1.6809 |
1.6134 |
|
| R3 |
1.6689 |
1.6485 |
1.6045 |
|
| R2 |
1.6365 |
1.6365 |
1.6015 |
|
| R1 |
1.6161 |
1.6161 |
1.5986 |
1.6101 |
| PP |
1.6041 |
1.6041 |
1.6041 |
1.6012 |
| S1 |
1.5837 |
1.5837 |
1.5926 |
1.5777 |
| S2 |
1.5717 |
1.5717 |
1.5897 |
|
| S3 |
1.5393 |
1.5513 |
1.5867 |
|
| S4 |
1.5069 |
1.5189 |
1.5778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6246 |
1.5896 |
0.0350 |
2.2% |
0.0125 |
0.8% |
18% |
False |
True |
104,344 |
| 10 |
1.6423 |
1.5896 |
0.0527 |
3.3% |
0.0131 |
0.8% |
12% |
False |
True |
104,557 |
| 20 |
1.6521 |
1.5896 |
0.0625 |
3.9% |
0.0133 |
0.8% |
10% |
False |
True |
70,836 |
| 40 |
1.6708 |
1.5896 |
0.0812 |
5.1% |
0.0128 |
0.8% |
8% |
False |
True |
35,501 |
| 60 |
1.6708 |
1.5896 |
0.0812 |
5.1% |
0.0106 |
0.7% |
8% |
False |
True |
23,689 |
| 80 |
1.6708 |
1.5896 |
0.0812 |
5.1% |
0.0093 |
0.6% |
8% |
False |
True |
17,772 |
| 100 |
1.6708 |
1.5896 |
0.0812 |
5.1% |
0.0075 |
0.5% |
8% |
False |
True |
14,219 |
| 120 |
1.6708 |
1.5449 |
0.1259 |
7.9% |
0.0064 |
0.4% |
41% |
False |
False |
11,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6421 |
|
2.618 |
1.6258 |
|
1.618 |
1.6158 |
|
1.000 |
1.6096 |
|
0.618 |
1.6058 |
|
HIGH |
1.5996 |
|
0.618 |
1.5958 |
|
0.500 |
1.5946 |
|
0.382 |
1.5934 |
|
LOW |
1.5896 |
|
0.618 |
1.5834 |
|
1.000 |
1.5796 |
|
1.618 |
1.5734 |
|
2.618 |
1.5634 |
|
4.250 |
1.5471 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5955 |
1.5979 |
| PP |
1.5951 |
1.5973 |
| S1 |
1.5946 |
1.5966 |
|