CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6143 |
1.6310 |
0.0167 |
1.0% |
1.6118 |
| High |
1.6323 |
1.6317 |
-0.0006 |
0.0% |
1.6323 |
| Low |
1.6111 |
1.6253 |
0.0142 |
0.9% |
1.5993 |
| Close |
1.6304 |
1.6296 |
-0.0008 |
0.0% |
1.6296 |
| Range |
0.0212 |
0.0064 |
-0.0148 |
-69.8% |
0.0330 |
| ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
120,639 |
73,321 |
-47,318 |
-39.2% |
500,621 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6481 |
1.6452 |
1.6331 |
|
| R3 |
1.6417 |
1.6388 |
1.6314 |
|
| R2 |
1.6353 |
1.6353 |
1.6308 |
|
| R1 |
1.6324 |
1.6324 |
1.6302 |
1.6307 |
| PP |
1.6289 |
1.6289 |
1.6289 |
1.6280 |
| S1 |
1.6260 |
1.6260 |
1.6290 |
1.6243 |
| S2 |
1.6225 |
1.6225 |
1.6284 |
|
| S3 |
1.6161 |
1.6196 |
1.6278 |
|
| S4 |
1.6097 |
1.6132 |
1.6261 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7194 |
1.7075 |
1.6478 |
|
| R3 |
1.6864 |
1.6745 |
1.6387 |
|
| R2 |
1.6534 |
1.6534 |
1.6357 |
|
| R1 |
1.6415 |
1.6415 |
1.6326 |
1.6475 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6234 |
| S1 |
1.6085 |
1.6085 |
1.6266 |
1.6145 |
| S2 |
1.5874 |
1.5874 |
1.6236 |
|
| S3 |
1.5544 |
1.5755 |
1.6205 |
|
| S4 |
1.5214 |
1.5425 |
1.6115 |
|
|
| 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% |
0.0128 |
0.8% |
92% |
False |
False |
100,124 |
| 10 |
1.6323 |
1.5768 |
0.0555 |
3.4% |
0.0139 |
0.9% |
95% |
False |
False |
109,255 |
| 20 |
1.6323 |
1.5768 |
0.0555 |
3.4% |
0.0130 |
0.8% |
95% |
False |
False |
109,066 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0133 |
0.8% |
70% |
False |
False |
85,403 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0127 |
0.8% |
56% |
False |
False |
56,986 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0111 |
0.7% |
56% |
False |
False |
42,754 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0098 |
0.6% |
56% |
False |
False |
34,207 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0083 |
0.5% |
56% |
False |
False |
28,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6589 |
|
2.618 |
1.6485 |
|
1.618 |
1.6421 |
|
1.000 |
1.6381 |
|
0.618 |
1.6357 |
|
HIGH |
1.6317 |
|
0.618 |
1.6293 |
|
0.500 |
1.6285 |
|
0.382 |
1.6277 |
|
LOW |
1.6253 |
|
0.618 |
1.6213 |
|
1.000 |
1.6189 |
|
1.618 |
1.6149 |
|
2.618 |
1.6085 |
|
4.250 |
1.5981 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6292 |
1.6261 |
| PP |
1.6289 |
1.6225 |
| S1 |
1.6285 |
1.6190 |
|