CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6300 |
1.6362 |
0.0062 |
0.4% |
1.6268 |
| High |
1.6440 |
1.6456 |
0.0016 |
0.1% |
1.6440 |
| Low |
1.6300 |
1.6284 |
-0.0016 |
-0.1% |
1.6251 |
| Close |
1.6406 |
1.6276 |
-0.0130 |
-0.8% |
1.6406 |
| Range |
0.0140 |
0.0172 |
0.0032 |
22.9% |
0.0189 |
| ATR |
0.0088 |
0.0094 |
0.0006 |
6.8% |
0.0000 |
| Volume |
18 |
34 |
16 |
88.9% |
85 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6855 |
1.6737 |
1.6371 |
|
| R3 |
1.6683 |
1.6565 |
1.6323 |
|
| R2 |
1.6511 |
1.6511 |
1.6308 |
|
| R1 |
1.6393 |
1.6393 |
1.6292 |
1.6366 |
| PP |
1.6339 |
1.6339 |
1.6339 |
1.6325 |
| S1 |
1.6221 |
1.6221 |
1.6260 |
1.6194 |
| S2 |
1.6167 |
1.6167 |
1.6244 |
|
| S3 |
1.5995 |
1.6049 |
1.6229 |
|
| S4 |
1.5823 |
1.5877 |
1.6181 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6933 |
1.6858 |
1.6510 |
|
| R3 |
1.6744 |
1.6669 |
1.6458 |
|
| R2 |
1.6555 |
1.6555 |
1.6441 |
|
| R1 |
1.6480 |
1.6480 |
1.6423 |
1.6518 |
| PP |
1.6366 |
1.6366 |
1.6366 |
1.6384 |
| S1 |
1.6291 |
1.6291 |
1.6389 |
1.6329 |
| S2 |
1.6177 |
1.6177 |
1.6371 |
|
| S3 |
1.5988 |
1.6102 |
1.6354 |
|
| S4 |
1.5799 |
1.5913 |
1.6302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6456 |
1.6277 |
0.0179 |
1.1% |
0.0119 |
0.7% |
-1% |
True |
False |
22 |
| 10 |
1.6456 |
1.6098 |
0.0358 |
2.2% |
0.0082 |
0.5% |
50% |
True |
False |
20 |
| 20 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0079 |
0.5% |
72% |
True |
False |
29 |
| 40 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0065 |
0.4% |
72% |
True |
False |
24 |
| 60 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0045 |
0.3% |
72% |
True |
False |
18 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0035 |
0.2% |
53% |
False |
False |
14 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0029 |
0.2% |
53% |
False |
False |
11 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0024 |
0.1% |
53% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7187 |
|
2.618 |
1.6906 |
|
1.618 |
1.6734 |
|
1.000 |
1.6628 |
|
0.618 |
1.6562 |
|
HIGH |
1.6456 |
|
0.618 |
1.6390 |
|
0.500 |
1.6370 |
|
0.382 |
1.6350 |
|
LOW |
1.6284 |
|
0.618 |
1.6178 |
|
1.000 |
1.6112 |
|
1.618 |
1.6006 |
|
2.618 |
1.5834 |
|
4.250 |
1.5553 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6370 |
1.6367 |
| PP |
1.6339 |
1.6336 |
| S1 |
1.6307 |
1.6306 |
|