CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6017 |
1.5901 |
-0.0116 |
-0.7% |
1.6050 |
| High |
1.6028 |
1.5938 |
-0.0090 |
-0.6% |
1.6125 |
| Low |
1.5868 |
1.5768 |
-0.0100 |
-0.6% |
1.5917 |
| Close |
1.5894 |
1.5924 |
0.0030 |
0.2% |
1.6017 |
| Range |
0.0160 |
0.0170 |
0.0010 |
6.3% |
0.0208 |
| ATR |
0.0130 |
0.0133 |
0.0003 |
2.2% |
0.0000 |
| Volume |
113,842 |
145,002 |
31,160 |
27.4% |
436,331 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6387 |
1.6325 |
1.6018 |
|
| R3 |
1.6217 |
1.6155 |
1.5971 |
|
| R2 |
1.6047 |
1.6047 |
1.5955 |
|
| R1 |
1.5985 |
1.5985 |
1.5940 |
1.6016 |
| PP |
1.5877 |
1.5877 |
1.5877 |
1.5892 |
| S1 |
1.5815 |
1.5815 |
1.5908 |
1.5846 |
| S2 |
1.5707 |
1.5707 |
1.5893 |
|
| S3 |
1.5537 |
1.5645 |
1.5877 |
|
| S4 |
1.5367 |
1.5475 |
1.5831 |
|
|
| 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 |
1.6077 |
1.5768 |
0.0309 |
1.9% |
0.0140 |
0.9% |
50% |
False |
True |
118,425 |
| 10 |
1.6125 |
1.5768 |
0.0357 |
2.2% |
0.0134 |
0.8% |
44% |
False |
True |
116,524 |
| 20 |
1.6423 |
1.5768 |
0.0655 |
4.1% |
0.0133 |
0.8% |
24% |
False |
True |
110,540 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0131 |
0.8% |
21% |
False |
True |
64,604 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0118 |
0.7% |
17% |
False |
True |
43,099 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0105 |
0.7% |
17% |
False |
True |
32,337 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0088 |
0.6% |
17% |
False |
True |
25,871 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0075 |
0.5% |
18% |
False |
False |
21,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6661 |
|
2.618 |
1.6383 |
|
1.618 |
1.6213 |
|
1.000 |
1.6108 |
|
0.618 |
1.6043 |
|
HIGH |
1.5938 |
|
0.618 |
1.5873 |
|
0.500 |
1.5853 |
|
0.382 |
1.5833 |
|
LOW |
1.5768 |
|
0.618 |
1.5663 |
|
1.000 |
1.5598 |
|
1.618 |
1.5493 |
|
2.618 |
1.5323 |
|
4.250 |
1.5046 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5900 |
1.5922 |
| PP |
1.5877 |
1.5920 |
| S1 |
1.5853 |
1.5918 |
|