CME British Pound Future December 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 |
1.5988 |
1.5919 |
-0.0069 |
-0.4% |
1.6123 |
| High |
1.6000 |
1.5975 |
-0.0025 |
-0.2% |
1.6211 |
| Low |
1.5931 |
1.5900 |
-0.0031 |
-0.2% |
1.5915 |
| Close |
1.5940 |
1.5945 |
0.0005 |
0.0% |
1.5940 |
| Range |
0.0069 |
0.0075 |
0.0006 |
8.7% |
0.0296 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
8 |
17 |
9 |
112.5% |
50 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6165 |
1.6130 |
1.5986 |
|
| R3 |
1.6090 |
1.6055 |
1.5966 |
|
| R2 |
1.6015 |
1.6015 |
1.5959 |
|
| R1 |
1.5980 |
1.5980 |
1.5952 |
1.5998 |
| PP |
1.5940 |
1.5940 |
1.5940 |
1.5949 |
| S1 |
1.5905 |
1.5905 |
1.5938 |
1.5923 |
| S2 |
1.5865 |
1.5865 |
1.5931 |
|
| S3 |
1.5790 |
1.5830 |
1.5924 |
|
| S4 |
1.5715 |
1.5755 |
1.5904 |
|
|
| 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 |
1.5900 |
0.0311 |
2.0% |
0.0046 |
0.3% |
14% |
False |
True |
12 |
| 10 |
1.6358 |
1.5900 |
0.0458 |
2.9% |
0.0053 |
0.3% |
10% |
False |
True |
11 |
| 20 |
1.6415 |
1.5900 |
0.0515 |
3.2% |
0.0038 |
0.2% |
9% |
False |
True |
13 |
| 40 |
1.6702 |
1.5900 |
0.0802 |
5.0% |
0.0019 |
0.1% |
6% |
False |
True |
9 |
| 60 |
1.6702 |
1.5900 |
0.0802 |
5.0% |
0.0015 |
0.1% |
6% |
False |
True |
6 |
| 80 |
1.6702 |
1.5900 |
0.0802 |
5.0% |
0.0012 |
0.1% |
6% |
False |
True |
5 |
| 100 |
1.6702 |
1.5900 |
0.0802 |
5.0% |
0.0010 |
0.1% |
6% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6294 |
|
2.618 |
1.6171 |
|
1.618 |
1.6096 |
|
1.000 |
1.6050 |
|
0.618 |
1.6021 |
|
HIGH |
1.5975 |
|
0.618 |
1.5946 |
|
0.500 |
1.5938 |
|
0.382 |
1.5929 |
|
LOW |
1.5900 |
|
0.618 |
1.5854 |
|
1.000 |
1.5825 |
|
1.618 |
1.5779 |
|
2.618 |
1.5704 |
|
4.250 |
1.5581 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5943 |
1.5950 |
| PP |
1.5940 |
1.5948 |
| S1 |
1.5938 |
1.5947 |
|