CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6048 |
1.6029 |
-0.0019 |
-0.1% |
1.5951 |
| High |
1.6102 |
1.6081 |
-0.0021 |
-0.1% |
1.6102 |
| Low |
1.5957 |
1.5972 |
0.0015 |
0.1% |
1.5894 |
| Close |
1.6051 |
1.6049 |
-0.0002 |
0.0% |
1.6049 |
| Range |
0.0145 |
0.0109 |
-0.0036 |
-24.8% |
0.0208 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
126,094 |
100,899 |
-25,195 |
-20.0% |
561,145 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6361 |
1.6314 |
1.6109 |
|
| R3 |
1.6252 |
1.6205 |
1.6079 |
|
| R2 |
1.6143 |
1.6143 |
1.6069 |
|
| R1 |
1.6096 |
1.6096 |
1.6059 |
1.6120 |
| PP |
1.6034 |
1.6034 |
1.6034 |
1.6046 |
| S1 |
1.5987 |
1.5987 |
1.6039 |
1.6011 |
| S2 |
1.5925 |
1.5925 |
1.6029 |
|
| S3 |
1.5816 |
1.5878 |
1.6019 |
|
| S4 |
1.5707 |
1.5769 |
1.5989 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6639 |
1.6552 |
1.6163 |
|
| R3 |
1.6431 |
1.6344 |
1.6106 |
|
| R2 |
1.6223 |
1.6223 |
1.6087 |
|
| R1 |
1.6136 |
1.6136 |
1.6068 |
1.6180 |
| PP |
1.6015 |
1.6015 |
1.6015 |
1.6037 |
| S1 |
1.5928 |
1.5928 |
1.6030 |
1.5972 |
| S2 |
1.5807 |
1.5807 |
1.6011 |
|
| S3 |
1.5599 |
1.5720 |
1.5992 |
|
| S4 |
1.5391 |
1.5512 |
1.5935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6102 |
1.5894 |
0.0208 |
1.3% |
0.0119 |
0.7% |
75% |
False |
False |
112,229 |
| 10 |
1.6246 |
1.5894 |
0.0352 |
2.2% |
0.0125 |
0.8% |
44% |
False |
False |
107,151 |
| 20 |
1.6451 |
1.5894 |
0.0557 |
3.5% |
0.0131 |
0.8% |
28% |
False |
False |
94,222 |
| 40 |
1.6521 |
1.5894 |
0.0627 |
3.9% |
0.0127 |
0.8% |
25% |
False |
False |
47,242 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0110 |
0.7% |
19% |
False |
False |
31,522 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0098 |
0.6% |
19% |
False |
False |
23,648 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0079 |
0.5% |
19% |
False |
False |
18,919 |
| 120 |
1.6708 |
1.5551 |
0.1157 |
7.2% |
0.0069 |
0.4% |
43% |
False |
False |
15,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6544 |
|
2.618 |
1.6366 |
|
1.618 |
1.6257 |
|
1.000 |
1.6190 |
|
0.618 |
1.6148 |
|
HIGH |
1.6081 |
|
0.618 |
1.6039 |
|
0.500 |
1.6027 |
|
0.382 |
1.6014 |
|
LOW |
1.5972 |
|
0.618 |
1.5905 |
|
1.000 |
1.5863 |
|
1.618 |
1.5796 |
|
2.618 |
1.5687 |
|
4.250 |
1.5509 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6042 |
1.6042 |
| PP |
1.6034 |
1.6035 |
| S1 |
1.6027 |
1.6028 |
|