CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6130 |
1.6118 |
-0.0012 |
-0.1% |
1.6017 |
| High |
1.6164 |
1.6125 |
-0.0039 |
-0.2% |
1.6184 |
| Low |
1.6064 |
1.5993 |
-0.0071 |
-0.4% |
1.5768 |
| Close |
1.6110 |
1.6034 |
-0.0076 |
-0.5% |
1.6110 |
| Range |
0.0100 |
0.0132 |
0.0032 |
32.0% |
0.0416 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
82,742 |
105,114 |
22,372 |
27.0% |
591,934 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6447 |
1.6372 |
1.6107 |
|
| R3 |
1.6315 |
1.6240 |
1.6070 |
|
| R2 |
1.6183 |
1.6183 |
1.6058 |
|
| R1 |
1.6108 |
1.6108 |
1.6046 |
1.6080 |
| PP |
1.6051 |
1.6051 |
1.6051 |
1.6036 |
| S1 |
1.5976 |
1.5976 |
1.6022 |
1.5948 |
| S2 |
1.5919 |
1.5919 |
1.6010 |
|
| S3 |
1.5787 |
1.5844 |
1.5998 |
|
| S4 |
1.5655 |
1.5712 |
1.5961 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7269 |
1.7105 |
1.6339 |
|
| R3 |
1.6853 |
1.6689 |
1.6224 |
|
| R2 |
1.6437 |
1.6437 |
1.6186 |
|
| R1 |
1.6273 |
1.6273 |
1.6148 |
1.6355 |
| PP |
1.6021 |
1.6021 |
1.6021 |
1.6062 |
| S1 |
1.5857 |
1.5857 |
1.6072 |
1.5939 |
| S2 |
1.5605 |
1.5605 |
1.6034 |
|
| S3 |
1.5189 |
1.5441 |
1.5996 |
|
| S4 |
1.4773 |
1.5025 |
1.5881 |
|
|
| 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% |
0.0144 |
0.9% |
64% |
False |
False |
116,641 |
| 10 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0140 |
0.9% |
64% |
False |
False |
113,337 |
| 20 |
1.6246 |
1.5768 |
0.0478 |
3.0% |
0.0132 |
0.8% |
56% |
False |
False |
110,244 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0134 |
0.8% |
35% |
False |
False |
75,542 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0123 |
0.8% |
28% |
False |
False |
50,400 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0108 |
0.7% |
28% |
False |
False |
37,812 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0093 |
0.6% |
28% |
False |
False |
30,253 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0079 |
0.5% |
28% |
False |
False |
25,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6686 |
|
2.618 |
1.6471 |
|
1.618 |
1.6339 |
|
1.000 |
1.6257 |
|
0.618 |
1.6207 |
|
HIGH |
1.6125 |
|
0.618 |
1.6075 |
|
0.500 |
1.6059 |
|
0.382 |
1.6043 |
|
LOW |
1.5993 |
|
0.618 |
1.5911 |
|
1.000 |
1.5861 |
|
1.618 |
1.5779 |
|
2.618 |
1.5647 |
|
4.250 |
1.5432 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6059 |
1.6089 |
| PP |
1.6051 |
1.6070 |
| S1 |
1.6042 |
1.6052 |
|