CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5992 |
1.5958 |
-0.0034 |
-0.2% |
1.6050 |
| High |
1.6005 |
1.6067 |
0.0062 |
0.4% |
1.6125 |
| Low |
1.5929 |
1.5917 |
-0.0012 |
-0.1% |
1.5917 |
| Close |
1.5947 |
1.6017 |
0.0070 |
0.4% |
1.6017 |
| Range |
0.0076 |
0.0150 |
0.0074 |
97.4% |
0.0208 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.3% |
0.0000 |
| Volume |
94,015 |
131,445 |
37,430 |
39.8% |
436,331 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6450 |
1.6384 |
1.6100 |
|
| R3 |
1.6300 |
1.6234 |
1.6058 |
|
| R2 |
1.6150 |
1.6150 |
1.6045 |
|
| R1 |
1.6084 |
1.6084 |
1.6031 |
1.6117 |
| PP |
1.6000 |
1.6000 |
1.6000 |
1.6017 |
| S1 |
1.5934 |
1.5934 |
1.6003 |
1.5967 |
| S2 |
1.5850 |
1.5850 |
1.5990 |
|
| S3 |
1.5700 |
1.5784 |
1.5976 |
|
| S4 |
1.5550 |
1.5634 |
1.5935 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6644 |
1.6538 |
1.6131 |
|
| R3 |
1.6436 |
1.6330 |
1.6074 |
|
| R2 |
1.6228 |
1.6228 |
1.6055 |
|
| R1 |
1.6122 |
1.6122 |
1.6036 |
1.6071 |
| PP |
1.6020 |
1.6020 |
1.6020 |
1.5994 |
| S1 |
1.5914 |
1.5914 |
1.5998 |
1.5863 |
| S2 |
1.5812 |
1.5812 |
1.5979 |
|
| S3 |
1.5604 |
1.5706 |
1.5960 |
|
| S4 |
1.5396 |
1.5498 |
1.5903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6125 |
1.5917 |
0.0208 |
1.3% |
0.0126 |
0.8% |
48% |
False |
True |
107,446 |
| 10 |
1.6125 |
1.5894 |
0.0231 |
1.4% |
0.0121 |
0.8% |
53% |
False |
False |
108,877 |
| 20 |
1.6423 |
1.5894 |
0.0529 |
3.3% |
0.0134 |
0.8% |
23% |
False |
False |
109,527 |
| 40 |
1.6521 |
1.5894 |
0.0627 |
3.9% |
0.0129 |
0.8% |
20% |
False |
False |
58,136 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0114 |
0.7% |
15% |
False |
False |
38,789 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0103 |
0.6% |
15% |
False |
False |
29,102 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0085 |
0.5% |
15% |
False |
False |
23,282 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0073 |
0.5% |
28% |
False |
False |
19,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6705 |
|
2.618 |
1.6460 |
|
1.618 |
1.6310 |
|
1.000 |
1.6217 |
|
0.618 |
1.6160 |
|
HIGH |
1.6067 |
|
0.618 |
1.6010 |
|
0.500 |
1.5992 |
|
0.382 |
1.5974 |
|
LOW |
1.5917 |
|
0.618 |
1.5824 |
|
1.000 |
1.5767 |
|
1.618 |
1.5674 |
|
2.618 |
1.5524 |
|
4.250 |
1.5280 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6009 |
1.6010 |
| PP |
1.6000 |
1.6004 |
| S1 |
1.5992 |
1.5997 |
|