CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5915 |
1.5929 |
0.0014 |
0.1% |
1.6033 |
| High |
1.6020 |
1.5929 |
-0.0091 |
-0.6% |
1.6098 |
| Low |
1.5912 |
1.5872 |
-0.0040 |
-0.3% |
1.5912 |
| Close |
1.6000 |
1.5879 |
-0.0121 |
-0.8% |
1.6000 |
| Range |
0.0108 |
0.0057 |
-0.0051 |
-47.2% |
0.0186 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
4.2% |
0.0000 |
| Volume |
1 |
39 |
38 |
3,800.0% |
136 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.6029 |
1.5910 |
|
| R3 |
1.6007 |
1.5972 |
1.5895 |
|
| R2 |
1.5950 |
1.5950 |
1.5889 |
|
| R1 |
1.5915 |
1.5915 |
1.5884 |
1.5904 |
| PP |
1.5893 |
1.5893 |
1.5893 |
1.5888 |
| S1 |
1.5858 |
1.5858 |
1.5874 |
1.5847 |
| S2 |
1.5836 |
1.5836 |
1.5869 |
|
| S3 |
1.5779 |
1.5801 |
1.5863 |
|
| S4 |
1.5722 |
1.5744 |
1.5848 |
|
|
| 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 |
1.5872 |
0.0226 |
1.4% |
0.0064 |
0.4% |
3% |
False |
True |
35 |
| 10 |
1.6098 |
1.5872 |
0.0226 |
1.4% |
0.0073 |
0.5% |
3% |
False |
True |
32 |
| 20 |
1.6358 |
1.5872 |
0.0486 |
3.1% |
0.0062 |
0.4% |
1% |
False |
True |
21 |
| 40 |
1.6415 |
1.5872 |
0.0543 |
3.4% |
0.0035 |
0.2% |
1% |
False |
True |
16 |
| 60 |
1.6702 |
1.5872 |
0.0830 |
5.2% |
0.0026 |
0.2% |
1% |
False |
True |
11 |
| 80 |
1.6702 |
1.5872 |
0.0830 |
5.2% |
0.0020 |
0.1% |
1% |
False |
True |
9 |
| 100 |
1.6702 |
1.5872 |
0.0830 |
5.2% |
0.0016 |
0.1% |
1% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6171 |
|
2.618 |
1.6078 |
|
1.618 |
1.6021 |
|
1.000 |
1.5986 |
|
0.618 |
1.5964 |
|
HIGH |
1.5929 |
|
0.618 |
1.5907 |
|
0.500 |
1.5901 |
|
0.382 |
1.5894 |
|
LOW |
1.5872 |
|
0.618 |
1.5837 |
|
1.000 |
1.5815 |
|
1.618 |
1.5780 |
|
2.618 |
1.5723 |
|
4.250 |
1.5630 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5901 |
1.5946 |
| PP |
1.5893 |
1.5924 |
| S1 |
1.5886 |
1.5901 |
|