CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6000 |
1.5988 |
-0.0012 |
-0.1% |
1.6123 |
| High |
1.6000 |
1.6000 |
0.0000 |
0.0% |
1.6211 |
| Low |
1.5915 |
1.5931 |
0.0016 |
0.1% |
1.5915 |
| Close |
1.5964 |
1.5940 |
-0.0024 |
-0.2% |
1.5940 |
| Range |
0.0085 |
0.0069 |
-0.0016 |
-18.8% |
0.0296 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
19 |
8 |
-11 |
-57.9% |
50 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6164 |
1.6121 |
1.5978 |
|
| R3 |
1.6095 |
1.6052 |
1.5959 |
|
| R2 |
1.6026 |
1.6026 |
1.5953 |
|
| R1 |
1.5983 |
1.5983 |
1.5946 |
1.5970 |
| PP |
1.5957 |
1.5957 |
1.5957 |
1.5951 |
| S1 |
1.5914 |
1.5914 |
1.5934 |
1.5901 |
| S2 |
1.5888 |
1.5888 |
1.5927 |
|
| S3 |
1.5819 |
1.5845 |
1.5921 |
|
| S4 |
1.5750 |
1.5776 |
1.5902 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6910 |
1.6721 |
1.6103 |
|
| R3 |
1.6614 |
1.6425 |
1.6021 |
|
| R2 |
1.6318 |
1.6318 |
1.5994 |
|
| R1 |
1.6129 |
1.6129 |
1.5967 |
1.6076 |
| PP |
1.6022 |
1.6022 |
1.6022 |
1.5995 |
| S1 |
1.5833 |
1.5833 |
1.5913 |
1.5780 |
| S2 |
1.5726 |
1.5726 |
1.5886 |
|
| S3 |
1.5430 |
1.5537 |
1.5859 |
|
| S4 |
1.5134 |
1.5241 |
1.5777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6211 |
1.5915 |
0.0296 |
1.9% |
0.0032 |
0.2% |
8% |
False |
False |
10 |
| 10 |
1.6358 |
1.5915 |
0.0443 |
2.8% |
0.0051 |
0.3% |
6% |
False |
False |
9 |
| 20 |
1.6415 |
1.5915 |
0.0500 |
3.1% |
0.0034 |
0.2% |
5% |
False |
False |
13 |
| 40 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0020 |
0.1% |
3% |
False |
False |
8 |
| 60 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0014 |
0.1% |
3% |
False |
False |
6 |
| 80 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0011 |
0.1% |
3% |
False |
False |
5 |
| 100 |
1.6702 |
1.5915 |
0.0787 |
4.9% |
0.0009 |
0.1% |
3% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6293 |
|
2.618 |
1.6181 |
|
1.618 |
1.6112 |
|
1.000 |
1.6069 |
|
0.618 |
1.6043 |
|
HIGH |
1.6000 |
|
0.618 |
1.5974 |
|
0.500 |
1.5966 |
|
0.382 |
1.5957 |
|
LOW |
1.5931 |
|
0.618 |
1.5888 |
|
1.000 |
1.5862 |
|
1.618 |
1.5819 |
|
2.618 |
1.5750 |
|
4.250 |
1.5638 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5966 |
1.5976 |
| PP |
1.5957 |
1.5964 |
| S1 |
1.5949 |
1.5952 |
|