CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6151 |
1.6130 |
-0.0021 |
-0.1% |
1.6017 |
| High |
1.6184 |
1.6164 |
-0.0020 |
-0.1% |
1.6184 |
| Low |
1.6084 |
1.6064 |
-0.0020 |
-0.1% |
1.5768 |
| Close |
1.6117 |
1.6110 |
-0.0007 |
0.0% |
1.6110 |
| Range |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0416 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
103,599 |
82,742 |
-20,857 |
-20.1% |
591,934 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6413 |
1.6361 |
1.6165 |
|
| R3 |
1.6313 |
1.6261 |
1.6138 |
|
| R2 |
1.6213 |
1.6213 |
1.6128 |
|
| R1 |
1.6161 |
1.6161 |
1.6119 |
1.6137 |
| PP |
1.6113 |
1.6113 |
1.6113 |
1.6101 |
| S1 |
1.6061 |
1.6061 |
1.6101 |
1.6037 |
| S2 |
1.6013 |
1.6013 |
1.6092 |
|
| S3 |
1.5913 |
1.5961 |
1.6083 |
|
| S4 |
1.5813 |
1.5861 |
1.6055 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7269 |
1.7105 |
1.6339 |
|
| R3 |
1.6853 |
1.6689 |
1.6224 |
|
| R2 |
1.6437 |
1.6437 |
1.6186 |
|
| R1 |
1.6273 |
1.6273 |
1.6148 |
1.6355 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6062 |
| S1 |
1.5857 |
1.5857 |
1.6072 |
1.5939 |
| S2 |
1.5605 |
1.5605 |
1.6034 |
|
| S3 |
1.5189 |
1.5441 |
1.5996 |
|
| S4 |
1.4773 |
1.5025 |
1.5881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0150 |
0.9% |
82% |
False |
False |
118,386 |
| 10 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0138 |
0.9% |
82% |
False |
False |
112,916 |
| 20 |
1.6246 |
1.5768 |
0.0478 |
3.0% |
0.0131 |
0.8% |
72% |
False |
False |
109,280 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0133 |
0.8% |
45% |
False |
False |
72,919 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0122 |
0.8% |
36% |
False |
False |
48,648 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0107 |
0.7% |
36% |
False |
False |
36,500 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0092 |
0.6% |
36% |
False |
False |
29,201 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0078 |
0.5% |
38% |
False |
False |
24,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6589 |
|
2.618 |
1.6426 |
|
1.618 |
1.6326 |
|
1.000 |
1.6264 |
|
0.618 |
1.6226 |
|
HIGH |
1.6164 |
|
0.618 |
1.6126 |
|
0.500 |
1.6114 |
|
0.382 |
1.6102 |
|
LOW |
1.6064 |
|
0.618 |
1.6002 |
|
1.000 |
1.5964 |
|
1.618 |
1.5902 |
|
2.618 |
1.5802 |
|
4.250 |
1.5639 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6114 |
1.6086 |
| PP |
1.6113 |
1.6062 |
| S1 |
1.6111 |
1.6038 |
|