CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6010 |
1.6038 |
0.0028 |
0.2% |
1.6123 |
| High |
1.6038 |
1.6073 |
0.0035 |
0.2% |
1.6211 |
| Low |
1.6010 |
1.5970 |
-0.0040 |
-0.2% |
1.5915 |
| Close |
1.6021 |
1.6034 |
0.0013 |
0.1% |
1.5940 |
| Range |
0.0028 |
0.0103 |
0.0075 |
267.9% |
0.0296 |
| ATR |
0.0082 |
0.0083 |
0.0002 |
1.8% |
0.0000 |
| Volume |
7 |
30 |
23 |
328.6% |
50 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6335 |
1.6287 |
1.6091 |
|
| R3 |
1.6232 |
1.6184 |
1.6062 |
|
| R2 |
1.6129 |
1.6129 |
1.6053 |
|
| R1 |
1.6081 |
1.6081 |
1.6043 |
1.6054 |
| PP |
1.6026 |
1.6026 |
1.6026 |
1.6012 |
| S1 |
1.5978 |
1.5978 |
1.6025 |
1.5951 |
| S2 |
1.5923 |
1.5923 |
1.6015 |
|
| S3 |
1.5820 |
1.5875 |
1.6006 |
|
| S4 |
1.5717 |
1.5772 |
1.5977 |
|
|
| 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 |
1.6073 |
1.5890 |
0.0183 |
1.1% |
0.0077 |
0.5% |
79% |
True |
False |
16 |
| 10 |
1.6211 |
1.5890 |
0.0321 |
2.0% |
0.0052 |
0.3% |
45% |
False |
False |
14 |
| 20 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0047 |
0.3% |
27% |
False |
False |
16 |
| 40 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0025 |
0.2% |
27% |
False |
False |
10 |
| 60 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0019 |
0.1% |
18% |
False |
False |
7 |
| 80 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0015 |
0.1% |
18% |
False |
False |
6 |
| 100 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0012 |
0.1% |
18% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6511 |
|
2.618 |
1.6343 |
|
1.618 |
1.6240 |
|
1.000 |
1.6176 |
|
0.618 |
1.6137 |
|
HIGH |
1.6073 |
|
0.618 |
1.6034 |
|
0.500 |
1.6022 |
|
0.382 |
1.6009 |
|
LOW |
1.5970 |
|
0.618 |
1.5906 |
|
1.000 |
1.5867 |
|
1.618 |
1.5803 |
|
2.618 |
1.5700 |
|
4.250 |
1.5532 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6030 |
1.6017 |
| PP |
1.6026 |
1.5999 |
| S1 |
1.6022 |
1.5982 |
|