CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5869 |
1.5915 |
0.0046 |
0.3% |
1.6033 |
| High |
1.5925 |
1.6078 |
0.0153 |
1.0% |
1.6098 |
| Low |
1.5802 |
1.5915 |
0.0113 |
0.7% |
1.5912 |
| Close |
1.5910 |
1.6078 |
0.0168 |
1.1% |
1.6000 |
| Range |
0.0123 |
0.0163 |
0.0040 |
32.5% |
0.0186 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
6.6% |
0.0000 |
| Volume |
102 |
34 |
-68 |
-66.7% |
136 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6513 |
1.6458 |
1.6168 |
|
| R3 |
1.6350 |
1.6295 |
1.6123 |
|
| R2 |
1.6187 |
1.6187 |
1.6108 |
|
| R1 |
1.6132 |
1.6132 |
1.6093 |
1.6160 |
| PP |
1.6024 |
1.6024 |
1.6024 |
1.6037 |
| S1 |
1.5969 |
1.5969 |
1.6063 |
1.5997 |
| S2 |
1.5861 |
1.5861 |
1.6048 |
|
| S3 |
1.5698 |
1.5806 |
1.6033 |
|
| S4 |
1.5535 |
1.5643 |
1.5988 |
|
|
| 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 |
1.6078 |
1.5802 |
0.0276 |
1.7% |
0.0090 |
0.6% |
100% |
True |
False |
38 |
| 10 |
1.6098 |
1.5802 |
0.0296 |
1.8% |
0.0083 |
0.5% |
93% |
False |
False |
42 |
| 20 |
1.6322 |
1.5802 |
0.0520 |
3.2% |
0.0072 |
0.4% |
53% |
False |
False |
27 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0042 |
0.3% |
45% |
False |
False |
19 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0031 |
0.2% |
31% |
False |
False |
13 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0024 |
0.1% |
31% |
False |
False |
10 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0019 |
0.1% |
31% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6771 |
|
2.618 |
1.6505 |
|
1.618 |
1.6342 |
|
1.000 |
1.6241 |
|
0.618 |
1.6179 |
|
HIGH |
1.6078 |
|
0.618 |
1.6016 |
|
0.500 |
1.5997 |
|
0.382 |
1.5977 |
|
LOW |
1.5915 |
|
0.618 |
1.5814 |
|
1.000 |
1.5752 |
|
1.618 |
1.5651 |
|
2.618 |
1.5488 |
|
4.250 |
1.5222 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6051 |
1.6032 |
| PP |
1.6024 |
1.5986 |
| S1 |
1.5997 |
1.5940 |
|