CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 10-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.6361 |
1.6239 |
-0.0122 |
-0.7% |
1.6311 |
High |
1.6367 |
1.6239 |
-0.0128 |
-0.8% |
1.6415 |
Low |
1.6361 |
1.6239 |
-0.0122 |
-0.7% |
1.6239 |
Close |
1.6322 |
1.6198 |
-0.0124 |
-0.8% |
1.6198 |
Range |
0.0006 |
0.0000 |
-0.0006 |
-100.0% |
0.0176 |
ATR |
0.0068 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
Volume |
3 |
128 |
125 |
4,166.7% |
150 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6225 |
1.6212 |
1.6198 |
|
R3 |
1.6225 |
1.6212 |
1.6198 |
|
R2 |
1.6225 |
1.6225 |
1.6198 |
|
R1 |
1.6212 |
1.6212 |
1.6198 |
1.6219 |
PP |
1.6225 |
1.6225 |
1.6225 |
1.6229 |
S1 |
1.6212 |
1.6212 |
1.6198 |
1.6219 |
S2 |
1.6225 |
1.6225 |
1.6198 |
|
S3 |
1.6225 |
1.6212 |
1.6198 |
|
S4 |
1.6225 |
1.6212 |
1.6198 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6812 |
1.6681 |
1.6295 |
|
R3 |
1.6636 |
1.6505 |
1.6246 |
|
R2 |
1.6460 |
1.6460 |
1.6230 |
|
R1 |
1.6329 |
1.6329 |
1.6214 |
1.6307 |
PP |
1.6284 |
1.6284 |
1.6284 |
1.6273 |
S1 |
1.6153 |
1.6153 |
1.6182 |
1.6131 |
S2 |
1.6108 |
1.6108 |
1.6166 |
|
S3 |
1.5932 |
1.5977 |
1.6150 |
|
S4 |
1.5756 |
1.5801 |
1.6101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6415 |
1.6239 |
0.0176 |
1.1% |
0.0021 |
0.1% |
-23% |
False |
True |
30 |
10 |
1.6415 |
1.6239 |
0.0176 |
1.1% |
0.0017 |
0.1% |
-23% |
False |
True |
16 |
20 |
1.6415 |
1.6071 |
0.0344 |
2.1% |
0.0009 |
0.1% |
37% |
False |
False |
11 |
40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0008 |
0.1% |
20% |
False |
False |
6 |
60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0006 |
0.0% |
35% |
False |
False |
4 |
80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0005 |
0.0% |
35% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6239 |
2.618 |
1.6239 |
1.618 |
1.6239 |
1.000 |
1.6239 |
0.618 |
1.6239 |
HIGH |
1.6239 |
0.618 |
1.6239 |
0.500 |
1.6239 |
0.382 |
1.6239 |
LOW |
1.6239 |
0.618 |
1.6239 |
1.000 |
1.6239 |
1.618 |
1.6239 |
2.618 |
1.6239 |
4.250 |
1.6239 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6239 |
1.6303 |
PP |
1.6225 |
1.6268 |
S1 |
1.6212 |
1.6233 |
|