CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6118 |
1.6041 |
-0.0077 |
-0.5% |
1.6017 |
| High |
1.6125 |
1.6168 |
0.0043 |
0.3% |
1.6184 |
| Low |
1.5993 |
1.6034 |
0.0041 |
0.3% |
1.5768 |
| Close |
1.6034 |
1.6107 |
0.0073 |
0.5% |
1.6110 |
| Range |
0.0132 |
0.0134 |
0.0002 |
1.5% |
0.0416 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.0% |
0.0000 |
| Volume |
105,114 |
105,253 |
139 |
0.1% |
591,934 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6505 |
1.6440 |
1.6181 |
|
| R3 |
1.6371 |
1.6306 |
1.6144 |
|
| R2 |
1.6237 |
1.6237 |
1.6132 |
|
| R1 |
1.6172 |
1.6172 |
1.6119 |
1.6205 |
| PP |
1.6103 |
1.6103 |
1.6103 |
1.6119 |
| S1 |
1.6038 |
1.6038 |
1.6095 |
1.6071 |
| S2 |
1.5969 |
1.5969 |
1.6082 |
|
| S3 |
1.5835 |
1.5904 |
1.6070 |
|
| S4 |
1.5701 |
1.5770 |
1.6033 |
|
|
| 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 |
1.5891 |
0.0293 |
1.8% |
0.0137 |
0.9% |
74% |
False |
False |
108,691 |
| 10 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0139 |
0.9% |
81% |
False |
False |
113,558 |
| 20 |
1.6246 |
1.5768 |
0.0478 |
3.0% |
0.0133 |
0.8% |
71% |
False |
False |
111,521 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0134 |
0.8% |
45% |
False |
False |
78,168 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0124 |
0.8% |
36% |
False |
False |
52,151 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0107 |
0.7% |
36% |
False |
False |
39,127 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0094 |
0.6% |
36% |
False |
False |
31,305 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0080 |
0.5% |
36% |
False |
False |
26,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6738 |
|
2.618 |
1.6519 |
|
1.618 |
1.6385 |
|
1.000 |
1.6302 |
|
0.618 |
1.6251 |
|
HIGH |
1.6168 |
|
0.618 |
1.6117 |
|
0.500 |
1.6101 |
|
0.382 |
1.6085 |
|
LOW |
1.6034 |
|
0.618 |
1.5951 |
|
1.000 |
1.5900 |
|
1.618 |
1.5817 |
|
2.618 |
1.5683 |
|
4.250 |
1.5465 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6105 |
1.6098 |
| PP |
1.6103 |
1.6089 |
| S1 |
1.6101 |
1.6081 |
|