CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6114 |
1.6099 |
-0.0015 |
-0.1% |
1.5929 |
| High |
1.6131 |
1.6099 |
-0.0032 |
-0.2% |
1.6145 |
| Low |
1.6098 |
1.6099 |
0.0001 |
0.0% |
1.5802 |
| Close |
1.6092 |
1.6134 |
0.0042 |
0.3% |
1.6095 |
| Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0343 |
| ATR |
0.0090 |
0.0084 |
-0.0006 |
-6.6% |
0.0000 |
| Volume |
13 |
45 |
32 |
246.2% |
250 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6111 |
1.6122 |
1.6134 |
|
| R3 |
1.6111 |
1.6122 |
1.6134 |
|
| R2 |
1.6111 |
1.6111 |
1.6134 |
|
| R1 |
1.6122 |
1.6122 |
1.6134 |
1.6117 |
| PP |
1.6111 |
1.6111 |
1.6111 |
1.6108 |
| S1 |
1.6122 |
1.6122 |
1.6134 |
1.6117 |
| S2 |
1.6111 |
1.6111 |
1.6134 |
|
| S3 |
1.6111 |
1.6122 |
1.6134 |
|
| S4 |
1.6111 |
1.6122 |
1.6134 |
|
|
| 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 |
1.5996 |
0.0149 |
0.9% |
0.0038 |
0.2% |
93% |
False |
False |
27 |
| 10 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0064 |
0.4% |
97% |
False |
False |
33 |
| 20 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0068 |
0.4% |
97% |
False |
False |
31 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0047 |
0.3% |
54% |
False |
False |
22 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0034 |
0.2% |
37% |
False |
False |
15 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0026 |
0.2% |
37% |
False |
False |
12 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0021 |
0.1% |
37% |
False |
False |
10 |
| 120 |
1.6702 |
1.5797 |
0.0905 |
5.6% |
0.0018 |
0.1% |
37% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6099 |
|
2.618 |
1.6099 |
|
1.618 |
1.6099 |
|
1.000 |
1.6099 |
|
0.618 |
1.6099 |
|
HIGH |
1.6099 |
|
0.618 |
1.6099 |
|
0.500 |
1.6099 |
|
0.382 |
1.6099 |
|
LOW |
1.6099 |
|
0.618 |
1.6099 |
|
1.000 |
1.6099 |
|
1.618 |
1.6099 |
|
2.618 |
1.6099 |
|
4.250 |
1.6099 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6122 |
1.6111 |
| PP |
1.6111 |
1.6087 |
| S1 |
1.6099 |
1.6064 |
|