CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6298 |
1.6279 |
-0.0019 |
-0.1% |
1.6319 |
| High |
1.6321 |
1.6425 |
0.0104 |
0.6% |
1.6464 |
| Low |
1.6218 |
1.6245 |
0.0027 |
0.2% |
1.6251 |
| Close |
1.6289 |
1.6413 |
0.0124 |
0.8% |
1.6423 |
| Range |
0.0103 |
0.0180 |
0.0077 |
74.8% |
0.0213 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.1% |
0.0000 |
| Volume |
86,313 |
103,389 |
17,076 |
19.8% |
435,744 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6901 |
1.6837 |
1.6512 |
|
| R3 |
1.6721 |
1.6657 |
1.6463 |
|
| R2 |
1.6541 |
1.6541 |
1.6446 |
|
| R1 |
1.6477 |
1.6477 |
1.6430 |
1.6509 |
| PP |
1.6361 |
1.6361 |
1.6361 |
1.6377 |
| S1 |
1.6297 |
1.6297 |
1.6397 |
1.6329 |
| S2 |
1.6181 |
1.6181 |
1.6380 |
|
| S3 |
1.6001 |
1.6117 |
1.6364 |
|
| S4 |
1.5821 |
1.5937 |
1.6314 |
|
|
| 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 |
1.6218 |
0.0250 |
1.5% |
0.0165 |
1.0% |
78% |
False |
False |
98,346 |
| 10 |
1.6468 |
1.6111 |
0.0357 |
2.2% |
0.0150 |
0.9% |
85% |
False |
False |
93,550 |
| 20 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0142 |
0.9% |
92% |
False |
False |
102,978 |
| 40 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0137 |
0.8% |
92% |
False |
False |
102,808 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0134 |
0.8% |
86% |
False |
False |
69,328 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0120 |
0.7% |
69% |
False |
False |
52,020 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0110 |
0.7% |
69% |
False |
False |
41,623 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0092 |
0.6% |
69% |
False |
False |
34,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7190 |
|
2.618 |
1.6896 |
|
1.618 |
1.6716 |
|
1.000 |
1.6605 |
|
0.618 |
1.6536 |
|
HIGH |
1.6425 |
|
0.618 |
1.6356 |
|
0.500 |
1.6335 |
|
0.382 |
1.6314 |
|
LOW |
1.6245 |
|
0.618 |
1.6134 |
|
1.000 |
1.6065 |
|
1.618 |
1.5954 |
|
2.618 |
1.5774 |
|
4.250 |
1.5480 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6387 |
1.6390 |
| PP |
1.6361 |
1.6366 |
| S1 |
1.6335 |
1.6343 |
|