CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6050 |
1.6053 |
0.0003 |
0.0% |
1.5951 |
| High |
1.6125 |
1.6077 |
-0.0048 |
-0.3% |
1.6102 |
| Low |
1.5975 |
1.5932 |
-0.0043 |
-0.3% |
1.5894 |
| Close |
1.6033 |
1.5966 |
-0.0067 |
-0.4% |
1.6049 |
| Range |
0.0150 |
0.0145 |
-0.0005 |
-3.3% |
0.0208 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.9% |
0.0000 |
| Volume |
103,048 |
107,823 |
4,775 |
4.6% |
561,145 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6427 |
1.6341 |
1.6046 |
|
| R3 |
1.6282 |
1.6196 |
1.6006 |
|
| R2 |
1.6137 |
1.6137 |
1.5993 |
|
| R1 |
1.6051 |
1.6051 |
1.5979 |
1.6022 |
| PP |
1.5992 |
1.5992 |
1.5992 |
1.5977 |
| S1 |
1.5906 |
1.5906 |
1.5953 |
1.5877 |
| S2 |
1.5847 |
1.5847 |
1.5939 |
|
| S3 |
1.5702 |
1.5761 |
1.5926 |
|
| S4 |
1.5557 |
1.5616 |
1.5886 |
|
|
| 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 |
1.6125 |
1.5932 |
0.0193 |
1.2% |
0.0131 |
0.8% |
18% |
False |
True |
110,372 |
| 10 |
1.6246 |
1.5894 |
0.0352 |
2.2% |
0.0133 |
0.8% |
20% |
False |
False |
112,811 |
| 20 |
1.6448 |
1.5894 |
0.0554 |
3.5% |
0.0133 |
0.8% |
13% |
False |
False |
102,638 |
| 40 |
1.6521 |
1.5894 |
0.0627 |
3.9% |
0.0130 |
0.8% |
11% |
False |
False |
52,504 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0113 |
0.7% |
9% |
False |
False |
35,034 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0101 |
0.6% |
9% |
False |
False |
26,284 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0082 |
0.5% |
9% |
False |
False |
21,028 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0071 |
0.4% |
23% |
False |
False |
17,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6693 |
|
2.618 |
1.6457 |
|
1.618 |
1.6312 |
|
1.000 |
1.6222 |
|
0.618 |
1.6167 |
|
HIGH |
1.6077 |
|
0.618 |
1.6022 |
|
0.500 |
1.6005 |
|
0.382 |
1.5987 |
|
LOW |
1.5932 |
|
0.618 |
1.5842 |
|
1.000 |
1.5787 |
|
1.618 |
1.5697 |
|
2.618 |
1.5552 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6005 |
1.6029 |
| PP |
1.5992 |
1.6008 |
| S1 |
1.5979 |
1.5987 |
|