CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5958 |
1.6017 |
0.0059 |
0.4% |
1.6050 |
| High |
1.6067 |
1.6028 |
-0.0039 |
-0.2% |
1.6125 |
| Low |
1.5917 |
1.5868 |
-0.0049 |
-0.3% |
1.5917 |
| Close |
1.6017 |
1.5894 |
-0.0123 |
-0.8% |
1.6017 |
| Range |
0.0150 |
0.0160 |
0.0010 |
6.7% |
0.0208 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.8% |
0.0000 |
| Volume |
131,445 |
113,842 |
-17,603 |
-13.4% |
436,331 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6312 |
1.5982 |
|
| R3 |
1.6250 |
1.6152 |
1.5938 |
|
| R2 |
1.6090 |
1.6090 |
1.5923 |
|
| R1 |
1.5992 |
1.5992 |
1.5909 |
1.5961 |
| PP |
1.5930 |
1.5930 |
1.5930 |
1.5915 |
| S1 |
1.5832 |
1.5832 |
1.5879 |
1.5801 |
| S2 |
1.5770 |
1.5770 |
1.5865 |
|
| S3 |
1.5610 |
1.5672 |
1.5850 |
|
| S4 |
1.5450 |
1.5512 |
1.5806 |
|
|
| 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 |
1.5868 |
0.0257 |
1.6% |
0.0136 |
0.9% |
10% |
False |
True |
110,034 |
| 10 |
1.6125 |
1.5868 |
0.0257 |
1.6% |
0.0127 |
0.8% |
10% |
False |
True |
111,131 |
| 20 |
1.6423 |
1.5868 |
0.0555 |
3.5% |
0.0133 |
0.8% |
5% |
False |
True |
108,430 |
| 40 |
1.6521 |
1.5868 |
0.0653 |
4.1% |
0.0130 |
0.8% |
4% |
False |
True |
60,980 |
| 60 |
1.6708 |
1.5868 |
0.0840 |
5.3% |
0.0116 |
0.7% |
3% |
False |
True |
40,685 |
| 80 |
1.6708 |
1.5868 |
0.0840 |
5.3% |
0.0104 |
0.7% |
3% |
False |
True |
30,525 |
| 100 |
1.6708 |
1.5868 |
0.0840 |
5.3% |
0.0086 |
0.5% |
3% |
False |
True |
24,421 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0073 |
0.5% |
15% |
False |
False |
20,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6708 |
|
2.618 |
1.6447 |
|
1.618 |
1.6287 |
|
1.000 |
1.6188 |
|
0.618 |
1.6127 |
|
HIGH |
1.6028 |
|
0.618 |
1.5967 |
|
0.500 |
1.5948 |
|
0.382 |
1.5929 |
|
LOW |
1.5868 |
|
0.618 |
1.5769 |
|
1.000 |
1.5708 |
|
1.618 |
1.5609 |
|
2.618 |
1.5449 |
|
4.250 |
1.5188 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5948 |
1.5968 |
| PP |
1.5930 |
1.5943 |
| S1 |
1.5912 |
1.5919 |
|