CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6319 |
1.6273 |
-0.0046 |
-0.3% |
1.6118 |
| High |
1.6327 |
1.6420 |
0.0093 |
0.6% |
1.6323 |
| Low |
1.6251 |
1.6256 |
0.0005 |
0.0% |
1.5993 |
| Close |
1.6287 |
1.6413 |
0.0126 |
0.8% |
1.6296 |
| Range |
0.0076 |
0.0164 |
0.0088 |
115.8% |
0.0330 |
| ATR |
0.0128 |
0.0130 |
0.0003 |
2.0% |
0.0000 |
| Volume |
61,468 |
91,905 |
30,437 |
49.5% |
500,621 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6855 |
1.6798 |
1.6503 |
|
| R3 |
1.6691 |
1.6634 |
1.6458 |
|
| R2 |
1.6527 |
1.6527 |
1.6443 |
|
| R1 |
1.6470 |
1.6470 |
1.6428 |
1.6499 |
| PP |
1.6363 |
1.6363 |
1.6363 |
1.6377 |
| S1 |
1.6306 |
1.6306 |
1.6398 |
1.6335 |
| S2 |
1.6199 |
1.6199 |
1.6383 |
|
| S3 |
1.6035 |
1.6142 |
1.6368 |
|
| S4 |
1.5871 |
1.5978 |
1.6323 |
|
|
| 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 |
1.6420 |
1.6057 |
0.0363 |
2.2% |
0.0123 |
0.7% |
98% |
True |
False |
88,725 |
| 10 |
1.6420 |
1.5891 |
0.0529 |
3.2% |
0.0130 |
0.8% |
99% |
True |
False |
98,708 |
| 20 |
1.6420 |
1.5768 |
0.0652 |
4.0% |
0.0132 |
0.8% |
99% |
True |
False |
107,616 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0133 |
0.8% |
86% |
False |
False |
89,226 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0129 |
0.8% |
69% |
False |
False |
59,539 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0113 |
0.7% |
69% |
False |
False |
44,671 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0100 |
0.6% |
69% |
False |
False |
35,741 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0084 |
0.5% |
69% |
False |
False |
29,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7117 |
|
2.618 |
1.6849 |
|
1.618 |
1.6685 |
|
1.000 |
1.6584 |
|
0.618 |
1.6521 |
|
HIGH |
1.6420 |
|
0.618 |
1.6357 |
|
0.500 |
1.6338 |
|
0.382 |
1.6319 |
|
LOW |
1.6256 |
|
0.618 |
1.6155 |
|
1.000 |
1.6092 |
|
1.618 |
1.5991 |
|
2.618 |
1.5827 |
|
4.250 |
1.5559 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6388 |
1.6387 |
| PP |
1.6363 |
1.6361 |
| S1 |
1.6338 |
1.6336 |
|