CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6143 |
1.6297 |
0.0154 |
1.0% |
1.6070 |
| High |
1.6280 |
1.6297 |
0.0017 |
0.1% |
1.6297 |
| Low |
1.6130 |
1.6285 |
0.0155 |
1.0% |
1.5996 |
| Close |
1.6286 |
1.6277 |
-0.0009 |
-0.1% |
1.6277 |
| Range |
0.0150 |
0.0012 |
-0.0138 |
-92.0% |
0.0301 |
| ATR |
0.0088 |
0.0083 |
-0.0005 |
-6.2% |
0.0000 |
| Volume |
6 |
24 |
18 |
300.0% |
93 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6322 |
1.6312 |
1.6284 |
|
| R3 |
1.6310 |
1.6300 |
1.6280 |
|
| R2 |
1.6298 |
1.6298 |
1.6279 |
|
| R1 |
1.6288 |
1.6288 |
1.6278 |
1.6287 |
| PP |
1.6286 |
1.6286 |
1.6286 |
1.6286 |
| S1 |
1.6276 |
1.6276 |
1.6276 |
1.6275 |
| S2 |
1.6274 |
1.6274 |
1.6275 |
|
| S3 |
1.6262 |
1.6264 |
1.6274 |
|
| S4 |
1.6250 |
1.6252 |
1.6270 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7093 |
1.6986 |
1.6443 |
|
| R3 |
1.6792 |
1.6685 |
1.6360 |
|
| R2 |
1.6491 |
1.6491 |
1.6332 |
|
| R1 |
1.6384 |
1.6384 |
1.6305 |
1.6438 |
| PP |
1.6190 |
1.6190 |
1.6190 |
1.6217 |
| S1 |
1.6083 |
1.6083 |
1.6249 |
1.6137 |
| S2 |
1.5889 |
1.5889 |
1.6222 |
|
| S3 |
1.5588 |
1.5782 |
1.6194 |
|
| S4 |
1.5287 |
1.5481 |
1.6111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6297 |
1.5996 |
0.0301 |
1.8% |
0.0054 |
0.3% |
93% |
True |
False |
18 |
| 10 |
1.6297 |
1.5802 |
0.0495 |
3.0% |
0.0070 |
0.4% |
96% |
True |
False |
34 |
| 20 |
1.6297 |
1.5802 |
0.0495 |
3.0% |
0.0072 |
0.4% |
96% |
True |
False |
31 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0051 |
0.3% |
77% |
False |
False |
22 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0036 |
0.2% |
53% |
False |
False |
16 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0028 |
0.2% |
53% |
False |
False |
12 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0023 |
0.1% |
53% |
False |
False |
10 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0019 |
0.1% |
53% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6348 |
|
2.618 |
1.6328 |
|
1.618 |
1.6316 |
|
1.000 |
1.6309 |
|
0.618 |
1.6304 |
|
HIGH |
1.6297 |
|
0.618 |
1.6292 |
|
0.500 |
1.6291 |
|
0.382 |
1.6290 |
|
LOW |
1.6285 |
|
0.618 |
1.6278 |
|
1.000 |
1.6273 |
|
1.618 |
1.6266 |
|
2.618 |
1.6254 |
|
4.250 |
1.6234 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6291 |
1.6251 |
| PP |
1.6286 |
1.6224 |
| S1 |
1.6282 |
1.6198 |
|