CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6259 |
1.6382 |
0.0123 |
0.8% |
1.6252 |
| High |
1.6259 |
1.6382 |
0.0123 |
0.8% |
1.6391 |
| Low |
1.6259 |
1.6382 |
0.0123 |
0.8% |
1.6252 |
| Close |
1.6259 |
1.6382 |
0.0123 |
0.8% |
1.6391 |
| Range |
|
|
|
|
|
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6382 |
1.6382 |
1.6382 |
|
| R3 |
1.6382 |
1.6382 |
1.6382 |
|
| R2 |
1.6382 |
1.6382 |
1.6382 |
|
| R1 |
1.6382 |
1.6382 |
1.6382 |
1.6382 |
| PP |
1.6382 |
1.6382 |
1.6382 |
1.6382 |
| S1 |
1.6382 |
1.6382 |
1.6382 |
1.6382 |
| S2 |
1.6382 |
1.6382 |
1.6382 |
|
| S3 |
1.6382 |
1.6382 |
1.6382 |
|
| S4 |
1.6382 |
1.6382 |
1.6382 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6762 |
1.6715 |
1.6467 |
|
| R3 |
1.6623 |
1.6576 |
1.6429 |
|
| R2 |
1.6484 |
1.6484 |
1.6416 |
|
| R1 |
1.6437 |
1.6437 |
1.6404 |
1.6461 |
| PP |
1.6345 |
1.6345 |
1.6345 |
1.6356 |
| S1 |
1.6298 |
1.6298 |
1.6378 |
1.6322 |
| S2 |
1.6206 |
1.6206 |
1.6366 |
|
| S3 |
1.6067 |
1.6159 |
1.6353 |
|
| S4 |
1.5928 |
1.6020 |
1.6315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6391 |
1.6259 |
0.0132 |
0.8% |
0.0000 |
0.0% |
93% |
False |
False |
1 |
| 10 |
1.6391 |
1.6252 |
0.0139 |
0.8% |
0.0000 |
0.0% |
94% |
False |
False |
1 |
| 20 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0000 |
0.0% |
98% |
False |
False |
1 |
| 40 |
1.6391 |
1.5863 |
0.0528 |
3.2% |
0.0000 |
0.0% |
98% |
False |
False |
1 |
| 60 |
1.6419 |
1.5863 |
0.0556 |
3.4% |
0.0000 |
0.0% |
93% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6382 |
|
2.618 |
1.6382 |
|
1.618 |
1.6382 |
|
1.000 |
1.6382 |
|
0.618 |
1.6382 |
|
HIGH |
1.6382 |
|
0.618 |
1.6382 |
|
0.500 |
1.6382 |
|
0.382 |
1.6382 |
|
LOW |
1.6382 |
|
0.618 |
1.6382 |
|
1.000 |
1.6382 |
|
1.618 |
1.6382 |
|
2.618 |
1.6382 |
|
4.250 |
1.6382 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6382 |
1.6362 |
| PP |
1.6382 |
1.6341 |
| S1 |
1.6382 |
1.6321 |
|