CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6362 |
1.6379 |
0.0017 |
0.1% |
1.6319 |
| High |
1.6464 |
1.6468 |
0.0004 |
0.0% |
1.6464 |
| Low |
1.6251 |
1.6229 |
-0.0022 |
-0.1% |
1.6251 |
| Close |
1.6423 |
1.6292 |
-0.0131 |
-0.8% |
1.6423 |
| Range |
0.0213 |
0.0239 |
0.0026 |
12.2% |
0.0213 |
| ATR |
0.0135 |
0.0143 |
0.0007 |
5.5% |
0.0000 |
| Volume |
113,084 |
116,101 |
3,017 |
2.7% |
435,744 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7047 |
1.6908 |
1.6423 |
|
| R3 |
1.6808 |
1.6669 |
1.6358 |
|
| R2 |
1.6569 |
1.6569 |
1.6336 |
|
| R1 |
1.6430 |
1.6430 |
1.6314 |
1.6380 |
| PP |
1.6330 |
1.6330 |
1.6330 |
1.6305 |
| S1 |
1.6191 |
1.6191 |
1.6270 |
1.6141 |
| S2 |
1.6091 |
1.6091 |
1.6248 |
|
| S3 |
1.5852 |
1.5952 |
1.6226 |
|
| S4 |
1.5613 |
1.5713 |
1.6161 |
|
|
| 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 |
1.6468 |
1.6229 |
0.0239 |
1.5% |
0.0172 |
1.1% |
26% |
True |
True |
98,075 |
| 10 |
1.6468 |
1.6034 |
0.0434 |
2.7% |
0.0145 |
0.9% |
59% |
True |
False |
94,735 |
| 20 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0142 |
0.9% |
75% |
True |
False |
104,036 |
| 40 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0137 |
0.8% |
75% |
True |
False |
99,129 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0132 |
0.8% |
70% |
False |
False |
66,174 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0118 |
0.7% |
56% |
False |
False |
49,651 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0107 |
0.7% |
56% |
False |
False |
39,726 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0090 |
0.6% |
56% |
False |
False |
33,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7484 |
|
2.618 |
1.7094 |
|
1.618 |
1.6855 |
|
1.000 |
1.6707 |
|
0.618 |
1.6616 |
|
HIGH |
1.6468 |
|
0.618 |
1.6377 |
|
0.500 |
1.6349 |
|
0.382 |
1.6320 |
|
LOW |
1.6229 |
|
0.618 |
1.6081 |
|
1.000 |
1.5990 |
|
1.618 |
1.5842 |
|
2.618 |
1.5603 |
|
4.250 |
1.5213 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6349 |
1.6349 |
| PP |
1.6330 |
1.6330 |
| S1 |
1.6311 |
1.6311 |
|