CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.6097 |
1.6133 |
0.0036 |
0.2% |
1.5929 |
High |
1.6145 |
1.6133 |
-0.0012 |
-0.1% |
1.6145 |
Low |
1.6097 |
1.6097 |
0.0000 |
0.0% |
1.5802 |
Close |
1.6101 |
1.6095 |
-0.0006 |
0.0% |
1.6095 |
Range |
0.0048 |
0.0036 |
-0.0012 |
-25.0% |
0.0343 |
ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.3% |
0.0000 |
Volume |
50 |
25 |
-25 |
-50.0% |
250 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6216 |
1.6192 |
1.6115 |
|
R3 |
1.6180 |
1.6156 |
1.6105 |
|
R2 |
1.6144 |
1.6144 |
1.6102 |
|
R1 |
1.6120 |
1.6120 |
1.6098 |
1.6114 |
PP |
1.6108 |
1.6108 |
1.6108 |
1.6106 |
S1 |
1.6084 |
1.6084 |
1.6092 |
1.6078 |
S2 |
1.6072 |
1.6072 |
1.6088 |
|
S3 |
1.6036 |
1.6048 |
1.6085 |
|
S4 |
1.6000 |
1.6012 |
1.6075 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7043 |
1.6912 |
1.6284 |
|
R3 |
1.6700 |
1.6569 |
1.6189 |
|
R2 |
1.6357 |
1.6357 |
1.6158 |
|
R1 |
1.6226 |
1.6226 |
1.6126 |
1.6292 |
PP |
1.6014 |
1.6014 |
1.6014 |
1.6047 |
S1 |
1.5883 |
1.5883 |
1.6064 |
1.5949 |
S2 |
1.5671 |
1.5671 |
1.6032 |
|
S3 |
1.5328 |
1.5540 |
1.6001 |
|
S4 |
1.4985 |
1.5197 |
1.5906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0085 |
0.5% |
85% |
False |
False |
50 |
10 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0079 |
0.5% |
85% |
False |
False |
46 |
20 |
1.6211 |
1.5802 |
0.0409 |
2.5% |
0.0065 |
0.4% |
72% |
False |
False |
30 |
40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0045 |
0.3% |
48% |
False |
False |
21 |
60 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0032 |
0.2% |
33% |
False |
False |
14 |
80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0025 |
0.2% |
33% |
False |
False |
11 |
100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0020 |
0.1% |
33% |
False |
False |
9 |
120 |
1.6702 |
1.5727 |
0.0975 |
6.1% |
0.0017 |
0.1% |
38% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6286 |
2.618 |
1.6227 |
1.618 |
1.6191 |
1.000 |
1.6169 |
0.618 |
1.6155 |
HIGH |
1.6133 |
0.618 |
1.6119 |
0.500 |
1.6115 |
0.382 |
1.6111 |
LOW |
1.6097 |
0.618 |
1.6075 |
1.000 |
1.6061 |
1.618 |
1.6039 |
2.618 |
1.6003 |
4.250 |
1.5944 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6115 |
1.6073 |
PP |
1.6108 |
1.6052 |
S1 |
1.6102 |
1.6030 |
|