CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6029 |
1.6050 |
0.0021 |
0.1% |
1.5951 |
| High |
1.6081 |
1.6125 |
0.0044 |
0.3% |
1.6102 |
| Low |
1.5972 |
1.5975 |
0.0003 |
0.0% |
1.5894 |
| Close |
1.6049 |
1.6033 |
-0.0016 |
-0.1% |
1.6049 |
| Range |
0.0109 |
0.0150 |
0.0041 |
37.6% |
0.0208 |
| ATR |
0.0128 |
0.0129 |
0.0002 |
1.3% |
0.0000 |
| Volume |
100,899 |
103,048 |
2,149 |
2.1% |
561,145 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6494 |
1.6414 |
1.6116 |
|
| R3 |
1.6344 |
1.6264 |
1.6074 |
|
| R2 |
1.6194 |
1.6194 |
1.6061 |
|
| R1 |
1.6114 |
1.6114 |
1.6047 |
1.6079 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6027 |
| S1 |
1.5964 |
1.5964 |
1.6019 |
1.5929 |
| S2 |
1.5894 |
1.5894 |
1.6006 |
|
| S3 |
1.5744 |
1.5814 |
1.5992 |
|
| S4 |
1.5594 |
1.5664 |
1.5951 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6639 |
1.6552 |
1.6163 |
|
| R3 |
1.6431 |
1.6344 |
1.6106 |
|
| R2 |
1.6223 |
1.6223 |
1.6087 |
|
| R1 |
1.6136 |
1.6136 |
1.6068 |
1.6180 |
| PP |
1.6015 |
1.6015 |
1.6015 |
1.6037 |
| S1 |
1.5928 |
1.5928 |
1.6030 |
1.5972 |
| S2 |
1.5807 |
1.5807 |
1.6011 |
|
| S3 |
1.5599 |
1.5720 |
1.5992 |
|
| S4 |
1.5391 |
1.5512 |
1.5935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6125 |
1.5894 |
0.0231 |
1.4% |
0.0129 |
0.8% |
60% |
True |
False |
114,622 |
| 10 |
1.6246 |
1.5894 |
0.0352 |
2.2% |
0.0127 |
0.8% |
39% |
False |
False |
109,483 |
| 20 |
1.6451 |
1.5894 |
0.0557 |
3.5% |
0.0133 |
0.8% |
25% |
False |
False |
98,739 |
| 40 |
1.6521 |
1.5894 |
0.0627 |
3.9% |
0.0129 |
0.8% |
22% |
False |
False |
49,811 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0112 |
0.7% |
17% |
False |
False |
33,239 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0100 |
0.6% |
17% |
False |
False |
24,936 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0081 |
0.5% |
17% |
False |
False |
19,950 |
| 120 |
1.6708 |
1.5713 |
0.0995 |
6.2% |
0.0070 |
0.4% |
32% |
False |
False |
16,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6763 |
|
2.618 |
1.6518 |
|
1.618 |
1.6368 |
|
1.000 |
1.6275 |
|
0.618 |
1.6218 |
|
HIGH |
1.6125 |
|
0.618 |
1.6068 |
|
0.500 |
1.6050 |
|
0.382 |
1.6032 |
|
LOW |
1.5975 |
|
0.618 |
1.5882 |
|
1.000 |
1.5825 |
|
1.618 |
1.5732 |
|
2.618 |
1.5582 |
|
4.250 |
1.5338 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6050 |
1.6041 |
| PP |
1.6044 |
1.6038 |
| S1 |
1.6039 |
1.6036 |
|