CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6319 |
1.6362 |
0.0043 |
0.3% |
1.6319 |
| High |
1.6372 |
1.6464 |
0.0092 |
0.6% |
1.6464 |
| Low |
1.6284 |
1.6251 |
-0.0033 |
-0.2% |
1.6251 |
| Close |
1.6336 |
1.6423 |
0.0087 |
0.5% |
1.6423 |
| Range |
0.0088 |
0.0213 |
0.0125 |
142.0% |
0.0213 |
| ATR |
0.0129 |
0.0135 |
0.0006 |
4.6% |
0.0000 |
| Volume |
72,845 |
113,084 |
40,239 |
55.2% |
435,744 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7018 |
1.6934 |
1.6540 |
|
| R3 |
1.6805 |
1.6721 |
1.6482 |
|
| R2 |
1.6592 |
1.6592 |
1.6462 |
|
| R1 |
1.6508 |
1.6508 |
1.6443 |
1.6550 |
| PP |
1.6379 |
1.6379 |
1.6379 |
1.6401 |
| S1 |
1.6295 |
1.6295 |
1.6403 |
1.6337 |
| S2 |
1.6166 |
1.6166 |
1.6384 |
|
| S3 |
1.5953 |
1.6082 |
1.6364 |
|
| S4 |
1.5740 |
1.5869 |
1.6306 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7018 |
1.6934 |
1.6540 |
|
| R3 |
1.6805 |
1.6721 |
1.6482 |
|
| R2 |
1.6592 |
1.6592 |
1.6462 |
|
| R1 |
1.6508 |
1.6508 |
1.6443 |
1.6550 |
| PP |
1.6379 |
1.6379 |
1.6379 |
1.6401 |
| S1 |
1.6295 |
1.6295 |
1.6403 |
1.6337 |
| S2 |
1.6166 |
1.6166 |
1.6384 |
|
| S3 |
1.5953 |
1.6082 |
1.6364 |
|
| S4 |
1.5740 |
1.5869 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6464 |
1.6251 |
0.0213 |
1.3% |
0.0140 |
0.9% |
81% |
True |
True |
87,148 |
| 10 |
1.6464 |
1.5993 |
0.0471 |
2.9% |
0.0134 |
0.8% |
91% |
True |
False |
93,636 |
| 20 |
1.6464 |
1.5768 |
0.0696 |
4.2% |
0.0136 |
0.8% |
94% |
True |
False |
103,276 |
| 40 |
1.6464 |
1.5768 |
0.0696 |
4.2% |
0.0135 |
0.8% |
94% |
True |
False |
96,252 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0131 |
0.8% |
87% |
False |
False |
64,240 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0116 |
0.7% |
70% |
False |
False |
48,200 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0105 |
0.6% |
70% |
False |
False |
38,565 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0088 |
0.5% |
70% |
False |
False |
32,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7369 |
|
2.618 |
1.7022 |
|
1.618 |
1.6809 |
|
1.000 |
1.6677 |
|
0.618 |
1.6596 |
|
HIGH |
1.6464 |
|
0.618 |
1.6383 |
|
0.500 |
1.6358 |
|
0.382 |
1.6332 |
|
LOW |
1.6251 |
|
0.618 |
1.6119 |
|
1.000 |
1.6038 |
|
1.618 |
1.5906 |
|
2.618 |
1.5693 |
|
4.250 |
1.5346 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6401 |
1.6401 |
| PP |
1.6379 |
1.6379 |
| S1 |
1.6358 |
1.6358 |
|