CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6033 |
1.5969 |
-0.0064 |
-0.4% |
1.5919 |
| High |
1.6098 |
1.5995 |
-0.0103 |
-0.6% |
1.6073 |
| Low |
1.5977 |
1.5961 |
-0.0016 |
-0.1% |
1.5890 |
| Close |
1.6016 |
1.5950 |
-0.0066 |
-0.4% |
1.6032 |
| Range |
0.0121 |
0.0034 |
-0.0087 |
-71.9% |
0.0183 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
44 |
74 |
30 |
68.2% |
151 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6071 |
1.6044 |
1.5969 |
|
| R3 |
1.6037 |
1.6010 |
1.5959 |
|
| R2 |
1.6003 |
1.6003 |
1.5956 |
|
| R1 |
1.5976 |
1.5976 |
1.5953 |
1.5973 |
| PP |
1.5969 |
1.5969 |
1.5969 |
1.5967 |
| S1 |
1.5942 |
1.5942 |
1.5947 |
1.5939 |
| S2 |
1.5935 |
1.5935 |
1.5944 |
|
| S3 |
1.5901 |
1.5908 |
1.5941 |
|
| S4 |
1.5867 |
1.5874 |
1.5931 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6547 |
1.6473 |
1.6133 |
|
| R3 |
1.6364 |
1.6290 |
1.6082 |
|
| R2 |
1.6181 |
1.6181 |
1.6066 |
|
| R1 |
1.6107 |
1.6107 |
1.6049 |
1.6144 |
| PP |
1.5998 |
1.5998 |
1.5998 |
1.6017 |
| S1 |
1.5924 |
1.5924 |
1.6015 |
1.5961 |
| S2 |
1.5815 |
1.5815 |
1.5998 |
|
| S3 |
1.5632 |
1.5741 |
1.5982 |
|
| S4 |
1.5449 |
1.5558 |
1.5931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6098 |
1.5959 |
0.0139 |
0.9% |
0.0076 |
0.5% |
-6% |
False |
False |
46 |
| 10 |
1.6098 |
1.5890 |
0.0208 |
1.3% |
0.0072 |
0.5% |
29% |
False |
False |
30 |
| 20 |
1.6367 |
1.5890 |
0.0477 |
3.0% |
0.0054 |
0.3% |
13% |
False |
False |
25 |
| 40 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0031 |
0.2% |
11% |
False |
False |
15 |
| 60 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0024 |
0.1% |
7% |
False |
False |
10 |
| 80 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0018 |
0.1% |
7% |
False |
False |
8 |
| 100 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0015 |
0.1% |
7% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6140 |
|
2.618 |
1.6084 |
|
1.618 |
1.6050 |
|
1.000 |
1.6029 |
|
0.618 |
1.6016 |
|
HIGH |
1.5995 |
|
0.618 |
1.5982 |
|
0.500 |
1.5978 |
|
0.382 |
1.5974 |
|
LOW |
1.5961 |
|
0.618 |
1.5940 |
|
1.000 |
1.5927 |
|
1.618 |
1.5906 |
|
2.618 |
1.5872 |
|
4.250 |
1.5817 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5978 |
1.6029 |
| PP |
1.5969 |
1.6002 |
| S1 |
1.5959 |
1.5976 |
|