CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5901 |
1.5920 |
0.0019 |
0.1% |
1.6050 |
| High |
1.5938 |
1.6110 |
0.0172 |
1.1% |
1.6125 |
| Low |
1.5768 |
1.5891 |
0.0123 |
0.8% |
1.5917 |
| Close |
1.5924 |
1.6093 |
0.0169 |
1.1% |
1.6017 |
| Range |
0.0170 |
0.0219 |
0.0049 |
28.8% |
0.0208 |
| ATR |
0.0133 |
0.0139 |
0.0006 |
4.6% |
0.0000 |
| Volume |
145,002 |
146,749 |
1,747 |
1.2% |
436,331 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6688 |
1.6610 |
1.6213 |
|
| R3 |
1.6469 |
1.6391 |
1.6153 |
|
| R2 |
1.6250 |
1.6250 |
1.6133 |
|
| R1 |
1.6172 |
1.6172 |
1.6113 |
1.6211 |
| PP |
1.6031 |
1.6031 |
1.6031 |
1.6051 |
| S1 |
1.5953 |
1.5953 |
1.6073 |
1.5992 |
| S2 |
1.5812 |
1.5812 |
1.6053 |
|
| S3 |
1.5593 |
1.5734 |
1.6033 |
|
| S4 |
1.5374 |
1.5515 |
1.5973 |
|
|
| 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 |
1.6110 |
1.5768 |
0.0342 |
2.1% |
0.0155 |
1.0% |
95% |
True |
False |
126,210 |
| 10 |
1.6125 |
1.5768 |
0.0357 |
2.2% |
0.0143 |
0.9% |
91% |
False |
False |
118,291 |
| 20 |
1.6364 |
1.5768 |
0.0596 |
3.7% |
0.0139 |
0.9% |
55% |
False |
False |
113,336 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0134 |
0.8% |
43% |
False |
False |
68,270 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0121 |
0.7% |
35% |
False |
False |
45,544 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0107 |
0.7% |
35% |
False |
False |
34,171 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0090 |
0.6% |
35% |
False |
False |
27,338 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0077 |
0.5% |
36% |
False |
False |
22,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7041 |
|
2.618 |
1.6683 |
|
1.618 |
1.6464 |
|
1.000 |
1.6329 |
|
0.618 |
1.6245 |
|
HIGH |
1.6110 |
|
0.618 |
1.6026 |
|
0.500 |
1.6001 |
|
0.382 |
1.5975 |
|
LOW |
1.5891 |
|
0.618 |
1.5756 |
|
1.000 |
1.5672 |
|
1.618 |
1.5537 |
|
2.618 |
1.5318 |
|
4.250 |
1.4960 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6062 |
1.6042 |
| PP |
1.6031 |
1.5990 |
| S1 |
1.6001 |
1.5939 |
|