CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6041 |
1.6111 |
0.0070 |
0.4% |
1.6017 |
| High |
1.6168 |
1.6156 |
-0.0012 |
-0.1% |
1.6184 |
| Low |
1.6034 |
1.6057 |
0.0023 |
0.1% |
1.5768 |
| Close |
1.6107 |
1.6150 |
0.0043 |
0.3% |
1.6110 |
| Range |
0.0134 |
0.0099 |
-0.0035 |
-26.1% |
0.0416 |
| ATR |
0.0134 |
0.0131 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
105,253 |
96,294 |
-8,959 |
-8.5% |
591,934 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6383 |
1.6204 |
|
| R3 |
1.6319 |
1.6284 |
1.6177 |
|
| R2 |
1.6220 |
1.6220 |
1.6168 |
|
| R1 |
1.6185 |
1.6185 |
1.6159 |
1.6203 |
| PP |
1.6121 |
1.6121 |
1.6121 |
1.6130 |
| S1 |
1.6086 |
1.6086 |
1.6141 |
1.6104 |
| S2 |
1.6022 |
1.6022 |
1.6132 |
|
| S3 |
1.5923 |
1.5987 |
1.6123 |
|
| S4 |
1.5824 |
1.5888 |
1.6096 |
|
|
| 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 |
1.5993 |
0.0191 |
1.2% |
0.0113 |
0.7% |
82% |
False |
False |
98,600 |
| 10 |
1.6184 |
1.5768 |
0.0416 |
2.6% |
0.0134 |
0.8% |
92% |
False |
False |
112,405 |
| 20 |
1.6246 |
1.5768 |
0.0478 |
3.0% |
0.0133 |
0.8% |
80% |
False |
False |
112,608 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0133 |
0.8% |
51% |
False |
False |
80,569 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0125 |
0.8% |
41% |
False |
False |
53,754 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0108 |
0.7% |
41% |
False |
False |
40,330 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0095 |
0.6% |
41% |
False |
False |
32,268 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0081 |
0.5% |
41% |
False |
False |
26,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6577 |
|
2.618 |
1.6415 |
|
1.618 |
1.6316 |
|
1.000 |
1.6255 |
|
0.618 |
1.6217 |
|
HIGH |
1.6156 |
|
0.618 |
1.6118 |
|
0.500 |
1.6107 |
|
0.382 |
1.6095 |
|
LOW |
1.6057 |
|
0.618 |
1.5996 |
|
1.000 |
1.5958 |
|
1.618 |
1.5897 |
|
2.618 |
1.5798 |
|
4.250 |
1.5636 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6136 |
1.6127 |
| PP |
1.6121 |
1.6104 |
| S1 |
1.6107 |
1.6081 |
|