CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6322 |
1.6153 |
-0.0169 |
-1.0% |
1.6311 |
| High |
1.6322 |
1.6153 |
-0.0169 |
-1.0% |
1.6415 |
| Low |
1.6167 |
1.6080 |
-0.0087 |
-0.5% |
1.6239 |
| Close |
1.6140 |
1.6069 |
-0.0071 |
-0.4% |
1.6198 |
| Range |
0.0155 |
0.0073 |
-0.0082 |
-52.9% |
0.0176 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0000 |
| Volume |
3 |
15 |
12 |
400.0% |
150 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6320 |
1.6267 |
1.6109 |
|
| R3 |
1.6247 |
1.6194 |
1.6089 |
|
| R2 |
1.6174 |
1.6174 |
1.6082 |
|
| R1 |
1.6121 |
1.6121 |
1.6076 |
1.6111 |
| PP |
1.6101 |
1.6101 |
1.6101 |
1.6096 |
| S1 |
1.6048 |
1.6048 |
1.6062 |
1.6038 |
| S2 |
1.6028 |
1.6028 |
1.6056 |
|
| S3 |
1.5955 |
1.5975 |
1.6049 |
|
| S4 |
1.5882 |
1.5902 |
1.6029 |
|
|
| 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 |
1.6358 |
1.6080 |
0.0278 |
1.7% |
0.0062 |
0.4% |
-4% |
False |
True |
31 |
| 10 |
1.6415 |
1.6080 |
0.0335 |
2.1% |
0.0043 |
0.3% |
-3% |
False |
True |
19 |
| 20 |
1.6415 |
1.6071 |
0.0344 |
2.1% |
0.0024 |
0.1% |
-1% |
False |
False |
12 |
| 40 |
1.6702 |
1.6071 |
0.0631 |
3.9% |
0.0016 |
0.1% |
0% |
False |
False |
7 |
| 60 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0011 |
0.1% |
19% |
False |
False |
5 |
| 80 |
1.6702 |
1.5923 |
0.0779 |
4.8% |
0.0009 |
0.1% |
19% |
False |
False |
4 |
| 100 |
1.6702 |
1.5727 |
0.0975 |
6.1% |
0.0007 |
0.0% |
35% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6463 |
|
2.618 |
1.6344 |
|
1.618 |
1.6271 |
|
1.000 |
1.6226 |
|
0.618 |
1.6198 |
|
HIGH |
1.6153 |
|
0.618 |
1.6125 |
|
0.500 |
1.6117 |
|
0.382 |
1.6108 |
|
LOW |
1.6080 |
|
0.618 |
1.6035 |
|
1.000 |
1.6007 |
|
1.618 |
1.5962 |
|
2.618 |
1.5889 |
|
4.250 |
1.5770 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6117 |
1.6219 |
| PP |
1.6101 |
1.6169 |
| S1 |
1.6085 |
1.6119 |
|