CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6273 |
1.6412 |
0.0139 |
0.9% |
1.6118 |
| High |
1.6420 |
1.6460 |
0.0040 |
0.2% |
1.6323 |
| Low |
1.6256 |
1.6303 |
0.0047 |
0.3% |
1.5993 |
| Close |
1.6413 |
1.6317 |
-0.0096 |
-0.6% |
1.6296 |
| Range |
0.0164 |
0.0157 |
-0.0007 |
-4.3% |
0.0330 |
| ATR |
0.0130 |
0.0132 |
0.0002 |
1.5% |
0.0000 |
| Volume |
91,905 |
96,442 |
4,537 |
4.9% |
500,621 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6831 |
1.6731 |
1.6403 |
|
| R3 |
1.6674 |
1.6574 |
1.6360 |
|
| R2 |
1.6517 |
1.6517 |
1.6346 |
|
| R1 |
1.6417 |
1.6417 |
1.6331 |
1.6389 |
| PP |
1.6360 |
1.6360 |
1.6360 |
1.6346 |
| S1 |
1.6260 |
1.6260 |
1.6303 |
1.6232 |
| S2 |
1.6203 |
1.6203 |
1.6288 |
|
| S3 |
1.6046 |
1.6103 |
1.6274 |
|
| S4 |
1.5889 |
1.5946 |
1.6231 |
|
|
| 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 |
1.6460 |
1.6111 |
0.0349 |
2.1% |
0.0135 |
0.8% |
59% |
True |
False |
88,755 |
| 10 |
1.6460 |
1.5993 |
0.0467 |
2.9% |
0.0124 |
0.8% |
69% |
True |
False |
93,677 |
| 20 |
1.6460 |
1.5768 |
0.0692 |
4.2% |
0.0133 |
0.8% |
79% |
True |
False |
105,984 |
| 40 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0134 |
0.8% |
78% |
False |
False |
91,631 |
| 60 |
1.6607 |
1.5768 |
0.0839 |
5.1% |
0.0130 |
0.8% |
65% |
False |
False |
61,146 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0113 |
0.7% |
58% |
False |
False |
45,876 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0102 |
0.6% |
58% |
False |
False |
36,705 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0085 |
0.5% |
58% |
False |
False |
30,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7127 |
|
2.618 |
1.6871 |
|
1.618 |
1.6714 |
|
1.000 |
1.6617 |
|
0.618 |
1.6557 |
|
HIGH |
1.6460 |
|
0.618 |
1.6400 |
|
0.500 |
1.6382 |
|
0.382 |
1.6363 |
|
LOW |
1.6303 |
|
0.618 |
1.6206 |
|
1.000 |
1.6146 |
|
1.618 |
1.6049 |
|
2.618 |
1.5892 |
|
4.250 |
1.5636 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6382 |
1.6356 |
| PP |
1.6360 |
1.6343 |
| S1 |
1.6339 |
1.6330 |
|