CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5920 |
1.6151 |
0.0231 |
1.5% |
1.6050 |
| High |
1.6110 |
1.6184 |
0.0074 |
0.5% |
1.6125 |
| Low |
1.5891 |
1.6084 |
0.0193 |
1.2% |
1.5917 |
| Close |
1.6093 |
1.6117 |
0.0024 |
0.1% |
1.6017 |
| Range |
0.0219 |
0.0100 |
-0.0119 |
-54.3% |
0.0208 |
| ATR |
0.0139 |
0.0137 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
146,749 |
103,599 |
-43,150 |
-29.4% |
436,331 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6428 |
1.6373 |
1.6172 |
|
| R3 |
1.6328 |
1.6273 |
1.6145 |
|
| R2 |
1.6228 |
1.6228 |
1.6135 |
|
| R1 |
1.6173 |
1.6173 |
1.6126 |
1.6151 |
| PP |
1.6128 |
1.6128 |
1.6128 |
1.6117 |
| S1 |
1.6073 |
1.6073 |
1.6108 |
1.6051 |
| S2 |
1.6028 |
1.6028 |
1.6099 |
|
| S3 |
1.5928 |
1.5973 |
1.6090 |
|
| S4 |
1.5828 |
1.5873 |
1.6062 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6644 |
1.6538 |
1.6131 |
|
| R3 |
1.6436 |
1.6330 |
1.6074 |
|
| R2 |
1.6228 |
1.6228 |
1.6055 |
|
| R1 |
1.6122 |
1.6122 |
1.6036 |
1.6071 |
| PP |
1.6020 |
1.6020 |
1.6020 |
1.5994 |
| S1 |
1.5914 |
1.5914 |
1.5998 |
1.5863 |
| S2 |
1.5812 |
1.5812 |
1.5979 |
|
| S3 |
1.5604 |
1.5706 |
1.5960 |
|
| S4 |
1.5396 |
1.5498 |
1.5903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0160 |
1.0% |
84% |
True |
False |
128,127 |
| 10 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0142 |
0.9% |
84% |
True |
False |
117,251 |
| 20 |
1.6246 |
1.5768 |
0.0478 |
3.0% |
0.0133 |
0.8% |
73% |
False |
False |
111,777 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0133 |
0.8% |
46% |
False |
False |
70,852 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0121 |
0.7% |
37% |
False |
False |
47,270 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0107 |
0.7% |
37% |
False |
False |
35,466 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0091 |
0.6% |
37% |
False |
False |
28,374 |
| 120 |
1.6708 |
1.5750 |
0.0958 |
5.9% |
0.0077 |
0.5% |
38% |
False |
False |
23,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6609 |
|
2.618 |
1.6446 |
|
1.618 |
1.6346 |
|
1.000 |
1.6284 |
|
0.618 |
1.6246 |
|
HIGH |
1.6184 |
|
0.618 |
1.6146 |
|
0.500 |
1.6134 |
|
0.382 |
1.6122 |
|
LOW |
1.6084 |
|
0.618 |
1.6022 |
|
1.000 |
1.5984 |
|
1.618 |
1.5922 |
|
2.618 |
1.5822 |
|
4.250 |
1.5659 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6134 |
1.6070 |
| PP |
1.6128 |
1.6023 |
| S1 |
1.6123 |
1.5976 |
|