CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6268 |
1.6304 |
0.0036 |
0.2% |
1.6070 |
| High |
1.6280 |
1.6395 |
0.0115 |
0.7% |
1.6297 |
| Low |
1.6251 |
1.6304 |
0.0053 |
0.3% |
1.5996 |
| Close |
1.6269 |
1.6395 |
0.0126 |
0.8% |
1.6277 |
| Range |
0.0029 |
0.0091 |
0.0062 |
213.8% |
0.0301 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.2% |
0.0000 |
| Volume |
5 |
23 |
18 |
360.0% |
93 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6638 |
1.6607 |
1.6445 |
|
| R3 |
1.6547 |
1.6516 |
1.6420 |
|
| R2 |
1.6456 |
1.6456 |
1.6412 |
|
| R1 |
1.6425 |
1.6425 |
1.6403 |
1.6441 |
| PP |
1.6365 |
1.6365 |
1.6365 |
1.6372 |
| S1 |
1.6334 |
1.6334 |
1.6387 |
1.6350 |
| S2 |
1.6274 |
1.6274 |
1.6378 |
|
| S3 |
1.6183 |
1.6243 |
1.6370 |
|
| S4 |
1.6092 |
1.6152 |
1.6345 |
|
|
| 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 |
1.6395 |
1.6099 |
0.0296 |
1.8% |
0.0056 |
0.3% |
100% |
True |
False |
20 |
| 10 |
1.6395 |
1.5915 |
0.0480 |
2.9% |
0.0064 |
0.4% |
100% |
True |
False |
23 |
| 20 |
1.6395 |
1.5802 |
0.0593 |
3.6% |
0.0071 |
0.4% |
100% |
True |
False |
32 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.7% |
0.0054 |
0.3% |
97% |
False |
False |
22 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0037 |
0.2% |
66% |
False |
False |
16 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0029 |
0.2% |
66% |
False |
False |
12 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0024 |
0.1% |
66% |
False |
False |
10 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0020 |
0.1% |
66% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6782 |
|
2.618 |
1.6633 |
|
1.618 |
1.6542 |
|
1.000 |
1.6486 |
|
0.618 |
1.6451 |
|
HIGH |
1.6395 |
|
0.618 |
1.6360 |
|
0.500 |
1.6350 |
|
0.382 |
1.6339 |
|
LOW |
1.6304 |
|
0.618 |
1.6248 |
|
1.000 |
1.6213 |
|
1.618 |
1.6157 |
|
2.618 |
1.6066 |
|
4.250 |
1.5917 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6380 |
1.6371 |
| PP |
1.6365 |
1.6347 |
| S1 |
1.6350 |
1.6323 |
|