CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6362 |
1.6297 |
-0.0065 |
-0.4% |
1.6268 |
| High |
1.6456 |
1.6297 |
-0.0159 |
-1.0% |
1.6440 |
| Low |
1.6284 |
1.6254 |
-0.0030 |
-0.2% |
1.6251 |
| Close |
1.6276 |
1.6274 |
-0.0002 |
0.0% |
1.6406 |
| Range |
0.0172 |
0.0043 |
-0.0129 |
-75.0% |
0.0189 |
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
34 |
44 |
10 |
29.4% |
85 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6404 |
1.6382 |
1.6298 |
|
| R3 |
1.6361 |
1.6339 |
1.6286 |
|
| R2 |
1.6318 |
1.6318 |
1.6282 |
|
| R1 |
1.6296 |
1.6296 |
1.6278 |
1.6286 |
| PP |
1.6275 |
1.6275 |
1.6275 |
1.6270 |
| S1 |
1.6253 |
1.6253 |
1.6270 |
1.6243 |
| S2 |
1.6232 |
1.6232 |
1.6266 |
|
| S3 |
1.6189 |
1.6210 |
1.6262 |
|
| S4 |
1.6146 |
1.6167 |
1.6250 |
|
|
| 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 |
1.6254 |
0.0202 |
1.2% |
0.0109 |
0.7% |
10% |
False |
True |
27 |
| 10 |
1.6456 |
1.6099 |
0.0357 |
2.2% |
0.0083 |
0.5% |
49% |
False |
False |
23 |
| 20 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0075 |
0.5% |
72% |
False |
False |
29 |
| 40 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0066 |
0.4% |
72% |
False |
False |
25 |
| 60 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0045 |
0.3% |
72% |
False |
False |
18 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0036 |
0.2% |
52% |
False |
False |
14 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0029 |
0.2% |
52% |
False |
False |
11 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0024 |
0.1% |
52% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6480 |
|
2.618 |
1.6410 |
|
1.618 |
1.6367 |
|
1.000 |
1.6340 |
|
0.618 |
1.6324 |
|
HIGH |
1.6297 |
|
0.618 |
1.6281 |
|
0.500 |
1.6276 |
|
0.382 |
1.6270 |
|
LOW |
1.6254 |
|
0.618 |
1.6227 |
|
1.000 |
1.6211 |
|
1.618 |
1.6184 |
|
2.618 |
1.6141 |
|
4.250 |
1.6071 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6276 |
1.6355 |
| PP |
1.6275 |
1.6328 |
| S1 |
1.6275 |
1.6301 |
|