CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6053 |
1.5992 |
-0.0061 |
-0.4% |
1.5951 |
| High |
1.6077 |
1.6005 |
-0.0072 |
-0.4% |
1.6102 |
| Low |
1.5932 |
1.5929 |
-0.0003 |
0.0% |
1.5894 |
| Close |
1.5966 |
1.5947 |
-0.0019 |
-0.1% |
1.6049 |
| Range |
0.0145 |
0.0076 |
-0.0069 |
-47.6% |
0.0208 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
107,823 |
94,015 |
-13,808 |
-12.8% |
561,145 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6188 |
1.6144 |
1.5989 |
|
| R3 |
1.6112 |
1.6068 |
1.5968 |
|
| R2 |
1.6036 |
1.6036 |
1.5961 |
|
| R1 |
1.5992 |
1.5992 |
1.5954 |
1.5976 |
| PP |
1.5960 |
1.5960 |
1.5960 |
1.5953 |
| S1 |
1.5916 |
1.5916 |
1.5940 |
1.5900 |
| S2 |
1.5884 |
1.5884 |
1.5933 |
|
| S3 |
1.5808 |
1.5840 |
1.5926 |
|
| S4 |
1.5732 |
1.5764 |
1.5905 |
|
|
| 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 |
1.5929 |
0.0196 |
1.2% |
0.0125 |
0.8% |
9% |
False |
True |
106,375 |
| 10 |
1.6125 |
1.5894 |
0.0231 |
1.4% |
0.0120 |
0.8% |
23% |
False |
False |
109,731 |
| 20 |
1.6448 |
1.5894 |
0.0554 |
3.5% |
0.0132 |
0.8% |
10% |
False |
False |
105,661 |
| 40 |
1.6521 |
1.5894 |
0.0627 |
3.9% |
0.0130 |
0.8% |
8% |
False |
False |
54,851 |
| 60 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0113 |
0.7% |
7% |
False |
False |
36,600 |
| 80 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0102 |
0.6% |
7% |
False |
False |
27,459 |
| 100 |
1.6708 |
1.5894 |
0.0814 |
5.1% |
0.0083 |
0.5% |
7% |
False |
False |
21,968 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
6.0% |
0.0072 |
0.4% |
21% |
False |
False |
18,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6328 |
|
2.618 |
1.6204 |
|
1.618 |
1.6128 |
|
1.000 |
1.6081 |
|
0.618 |
1.6052 |
|
HIGH |
1.6005 |
|
0.618 |
1.5976 |
|
0.500 |
1.5967 |
|
0.382 |
1.5958 |
|
LOW |
1.5929 |
|
0.618 |
1.5882 |
|
1.000 |
1.5853 |
|
1.618 |
1.5806 |
|
2.618 |
1.5730 |
|
4.250 |
1.5606 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5967 |
1.6027 |
| PP |
1.5960 |
1.6000 |
| S1 |
1.5954 |
1.5974 |
|