CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6133 |
1.6070 |
-0.0063 |
-0.4% |
1.5929 |
| High |
1.6133 |
1.6070 |
-0.0063 |
-0.4% |
1.6145 |
| Low |
1.6097 |
1.5996 |
-0.0101 |
-0.6% |
1.5802 |
| Close |
1.6095 |
1.6019 |
-0.0076 |
-0.5% |
1.6095 |
| Range |
0.0036 |
0.0074 |
0.0038 |
105.6% |
0.0343 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
25 |
5 |
-20 |
-80.0% |
250 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6250 |
1.6209 |
1.6060 |
|
| R3 |
1.6176 |
1.6135 |
1.6039 |
|
| R2 |
1.6102 |
1.6102 |
1.6033 |
|
| R1 |
1.6061 |
1.6061 |
1.6026 |
1.6045 |
| PP |
1.6028 |
1.6028 |
1.6028 |
1.6020 |
| S1 |
1.5987 |
1.5987 |
1.6012 |
1.5971 |
| S2 |
1.5954 |
1.5954 |
1.6005 |
|
| S3 |
1.5880 |
1.5913 |
1.5999 |
|
| S4 |
1.5806 |
1.5839 |
1.5978 |
|
|
| 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% |
0.0089 |
0.6% |
63% |
False |
False |
43 |
| 10 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0076 |
0.5% |
63% |
False |
False |
39 |
| 20 |
1.6211 |
1.5802 |
0.0409 |
2.6% |
0.0067 |
0.4% |
53% |
False |
False |
29 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0046 |
0.3% |
35% |
False |
False |
21 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0034 |
0.2% |
24% |
False |
False |
15 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0026 |
0.2% |
24% |
False |
False |
11 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0021 |
0.1% |
24% |
False |
False |
9 |
| 120 |
1.6702 |
1.5797 |
0.0905 |
5.6% |
0.0017 |
0.1% |
25% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6385 |
|
2.618 |
1.6264 |
|
1.618 |
1.6190 |
|
1.000 |
1.6144 |
|
0.618 |
1.6116 |
|
HIGH |
1.6070 |
|
0.618 |
1.6042 |
|
0.500 |
1.6033 |
|
0.382 |
1.6024 |
|
LOW |
1.5996 |
|
0.618 |
1.5950 |
|
1.000 |
1.5922 |
|
1.618 |
1.5876 |
|
2.618 |
1.5802 |
|
4.250 |
1.5682 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6033 |
1.6071 |
| PP |
1.6028 |
1.6053 |
| S1 |
1.6024 |
1.6036 |
|