CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6390 |
1.6241 |
-0.0149 |
-0.9% |
1.6362 |
| High |
1.6390 |
1.6371 |
-0.0019 |
-0.1% |
1.6456 |
| Low |
1.6233 |
1.6241 |
0.0008 |
0.0% |
1.6233 |
| Close |
1.6260 |
1.6339 |
0.0079 |
0.5% |
1.6339 |
| Range |
0.0157 |
0.0130 |
-0.0027 |
-17.2% |
0.0223 |
| ATR |
0.0097 |
0.0100 |
0.0002 |
2.4% |
0.0000 |
| Volume |
38 |
57 |
19 |
50.0% |
195 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6707 |
1.6653 |
1.6411 |
|
| R3 |
1.6577 |
1.6523 |
1.6375 |
|
| R2 |
1.6447 |
1.6447 |
1.6363 |
|
| R1 |
1.6393 |
1.6393 |
1.6351 |
1.6420 |
| PP |
1.6317 |
1.6317 |
1.6317 |
1.6331 |
| S1 |
1.6263 |
1.6263 |
1.6327 |
1.6290 |
| S2 |
1.6187 |
1.6187 |
1.6315 |
|
| S3 |
1.6057 |
1.6133 |
1.6303 |
|
| S4 |
1.5927 |
1.6003 |
1.6268 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7012 |
1.6898 |
1.6462 |
|
| R3 |
1.6789 |
1.6675 |
1.6400 |
|
| R2 |
1.6566 |
1.6566 |
1.6380 |
|
| R1 |
1.6452 |
1.6452 |
1.6359 |
1.6398 |
| PP |
1.6343 |
1.6343 |
1.6343 |
1.6315 |
| S1 |
1.6229 |
1.6229 |
1.6319 |
1.6175 |
| S2 |
1.6120 |
1.6120 |
1.6298 |
|
| S3 |
1.5897 |
1.6006 |
1.6278 |
|
| S4 |
1.5674 |
1.5783 |
1.6216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6456 |
1.6233 |
0.0223 |
1.4% |
0.0124 |
0.8% |
48% |
False |
False |
39 |
| 10 |
1.6456 |
1.6233 |
0.0223 |
1.4% |
0.0107 |
0.7% |
48% |
False |
False |
28 |
| 20 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0088 |
0.5% |
82% |
False |
False |
31 |
| 40 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0074 |
0.5% |
82% |
False |
False |
28 |
| 60 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0052 |
0.3% |
82% |
False |
False |
20 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0041 |
0.3% |
60% |
False |
False |
15 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0033 |
0.2% |
60% |
False |
False |
13 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0028 |
0.2% |
60% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6924 |
|
2.618 |
1.6711 |
|
1.618 |
1.6581 |
|
1.000 |
1.6501 |
|
0.618 |
1.6451 |
|
HIGH |
1.6371 |
|
0.618 |
1.6321 |
|
0.500 |
1.6306 |
|
0.382 |
1.6291 |
|
LOW |
1.6241 |
|
0.618 |
1.6161 |
|
1.000 |
1.6111 |
|
1.618 |
1.6031 |
|
2.618 |
1.5901 |
|
4.250 |
1.5689 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6328 |
1.6330 |
| PP |
1.6317 |
1.6321 |
| S1 |
1.6306 |
1.6312 |
|