CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5953 |
1.5915 |
-0.0038 |
-0.2% |
1.6033 |
| High |
1.5953 |
1.6020 |
0.0067 |
0.4% |
1.6098 |
| Low |
1.5953 |
1.5912 |
-0.0041 |
-0.3% |
1.5912 |
| Close |
1.5930 |
1.6000 |
0.0070 |
0.4% |
1.6000 |
| Range |
0.0000 |
0.0108 |
0.0108 |
|
0.0186 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
17 |
1 |
-16 |
-94.1% |
136 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6301 |
1.6259 |
1.6059 |
|
| R3 |
1.6193 |
1.6151 |
1.6030 |
|
| R2 |
1.6085 |
1.6085 |
1.6020 |
|
| R1 |
1.6043 |
1.6043 |
1.6010 |
1.6064 |
| PP |
1.5977 |
1.5977 |
1.5977 |
1.5988 |
| S1 |
1.5935 |
1.5935 |
1.5990 |
1.5956 |
| S2 |
1.5869 |
1.5869 |
1.5980 |
|
| S3 |
1.5761 |
1.5827 |
1.5970 |
|
| S4 |
1.5653 |
1.5719 |
1.5941 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6561 |
1.6467 |
1.6102 |
|
| R3 |
1.6375 |
1.6281 |
1.6051 |
|
| R2 |
1.6189 |
1.6189 |
1.6034 |
|
| R1 |
1.6095 |
1.6095 |
1.6017 |
1.6049 |
| PP |
1.6003 |
1.6003 |
1.6003 |
1.5981 |
| S1 |
1.5909 |
1.5909 |
1.5983 |
1.5863 |
| S2 |
1.5817 |
1.5817 |
1.5966 |
|
| S3 |
1.5631 |
1.5723 |
1.5949 |
|
| S4 |
1.5445 |
1.5537 |
1.5898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6098 |
1.5912 |
0.0186 |
1.2% |
0.0072 |
0.4% |
47% |
False |
True |
42 |
| 10 |
1.6098 |
1.5890 |
0.0208 |
1.3% |
0.0074 |
0.5% |
53% |
False |
False |
29 |
| 20 |
1.6358 |
1.5890 |
0.0468 |
2.9% |
0.0059 |
0.4% |
24% |
False |
False |
25 |
| 40 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0034 |
0.2% |
21% |
False |
False |
15 |
| 60 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0025 |
0.2% |
14% |
False |
False |
10 |
| 80 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0019 |
0.1% |
14% |
False |
False |
8 |
| 100 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0016 |
0.1% |
14% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6479 |
|
2.618 |
1.6303 |
|
1.618 |
1.6195 |
|
1.000 |
1.6128 |
|
0.618 |
1.6087 |
|
HIGH |
1.6020 |
|
0.618 |
1.5979 |
|
0.500 |
1.5966 |
|
0.382 |
1.5953 |
|
LOW |
1.5912 |
|
0.618 |
1.5845 |
|
1.000 |
1.5804 |
|
1.618 |
1.5737 |
|
2.618 |
1.5629 |
|
4.250 |
1.5453 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5989 |
1.5989 |
| PP |
1.5977 |
1.5977 |
| S1 |
1.5966 |
1.5966 |
|