CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6111 |
1.6143 |
0.0032 |
0.2% |
1.6017 |
| High |
1.6156 |
1.6323 |
0.0167 |
1.0% |
1.6184 |
| Low |
1.6057 |
1.6111 |
0.0054 |
0.3% |
1.5768 |
| Close |
1.6150 |
1.6304 |
0.0154 |
1.0% |
1.6110 |
| Range |
0.0099 |
0.0212 |
0.0113 |
114.1% |
0.0416 |
| ATR |
0.0131 |
0.0137 |
0.0006 |
4.4% |
0.0000 |
| Volume |
96,294 |
120,639 |
24,345 |
25.3% |
591,934 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6882 |
1.6805 |
1.6421 |
|
| R3 |
1.6670 |
1.6593 |
1.6362 |
|
| R2 |
1.6458 |
1.6458 |
1.6343 |
|
| R1 |
1.6381 |
1.6381 |
1.6323 |
1.6420 |
| PP |
1.6246 |
1.6246 |
1.6246 |
1.6265 |
| S1 |
1.6169 |
1.6169 |
1.6285 |
1.6208 |
| S2 |
1.6034 |
1.6034 |
1.6265 |
|
| S3 |
1.5822 |
1.5957 |
1.6246 |
|
| S4 |
1.5610 |
1.5745 |
1.6187 |
|
|
| 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 |
1.6323 |
1.5993 |
0.0330 |
2.0% |
0.0135 |
0.8% |
94% |
True |
False |
102,008 |
| 10 |
1.6323 |
1.5768 |
0.0555 |
3.4% |
0.0148 |
0.9% |
97% |
True |
False |
115,067 |
| 20 |
1.6323 |
1.5768 |
0.0555 |
3.4% |
0.0134 |
0.8% |
97% |
True |
False |
112,399 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0135 |
0.8% |
71% |
False |
False |
83,573 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0128 |
0.8% |
57% |
False |
False |
55,765 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0110 |
0.7% |
57% |
False |
False |
41,838 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0097 |
0.6% |
57% |
False |
False |
33,474 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0083 |
0.5% |
57% |
False |
False |
27,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7224 |
|
2.618 |
1.6878 |
|
1.618 |
1.6666 |
|
1.000 |
1.6535 |
|
0.618 |
1.6454 |
|
HIGH |
1.6323 |
|
0.618 |
1.6242 |
|
0.500 |
1.6217 |
|
0.382 |
1.6192 |
|
LOW |
1.6111 |
|
0.618 |
1.5980 |
|
1.000 |
1.5899 |
|
1.618 |
1.5768 |
|
2.618 |
1.5556 |
|
4.250 |
1.5210 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6275 |
1.6262 |
| PP |
1.6246 |
1.6220 |
| S1 |
1.6217 |
1.6179 |
|