CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6310 |
1.6319 |
0.0009 |
0.1% |
1.6118 |
| High |
1.6317 |
1.6327 |
0.0010 |
0.1% |
1.6323 |
| Low |
1.6253 |
1.6251 |
-0.0002 |
0.0% |
1.5993 |
| Close |
1.6296 |
1.6287 |
-0.0009 |
-0.1% |
1.6296 |
| Range |
0.0064 |
0.0076 |
0.0012 |
18.8% |
0.0330 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
73,321 |
61,468 |
-11,853 |
-16.2% |
500,621 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6516 |
1.6478 |
1.6329 |
|
| R3 |
1.6440 |
1.6402 |
1.6308 |
|
| R2 |
1.6364 |
1.6364 |
1.6301 |
|
| R1 |
1.6326 |
1.6326 |
1.6294 |
1.6307 |
| PP |
1.6288 |
1.6288 |
1.6288 |
1.6279 |
| S1 |
1.6250 |
1.6250 |
1.6280 |
1.6231 |
| S2 |
1.6212 |
1.6212 |
1.6273 |
|
| S3 |
1.6136 |
1.6174 |
1.6266 |
|
| S4 |
1.6060 |
1.6098 |
1.6245 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7194 |
1.7075 |
1.6478 |
|
| R3 |
1.6864 |
1.6745 |
1.6387 |
|
| R2 |
1.6534 |
1.6534 |
1.6357 |
|
| R1 |
1.6415 |
1.6415 |
1.6326 |
1.6475 |
| PP |
1.6204 |
1.6204 |
1.6204 |
1.6234 |
| S1 |
1.6085 |
1.6085 |
1.6266 |
1.6145 |
| S2 |
1.5874 |
1.5874 |
1.6236 |
|
| S3 |
1.5544 |
1.5755 |
1.6205 |
|
| S4 |
1.5214 |
1.5425 |
1.6115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6327 |
1.6034 |
0.0293 |
1.8% |
0.0117 |
0.7% |
86% |
True |
False |
91,395 |
| 10 |
1.6327 |
1.5768 |
0.0559 |
3.4% |
0.0131 |
0.8% |
93% |
True |
False |
104,018 |
| 20 |
1.6327 |
1.5768 |
0.0559 |
3.4% |
0.0129 |
0.8% |
93% |
True |
False |
107,574 |
| 40 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0132 |
0.8% |
69% |
False |
False |
86,934 |
| 60 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0127 |
0.8% |
55% |
False |
False |
58,009 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0111 |
0.7% |
55% |
False |
False |
43,522 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0099 |
0.6% |
55% |
False |
False |
34,822 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0083 |
0.5% |
55% |
False |
False |
29,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6650 |
|
2.618 |
1.6526 |
|
1.618 |
1.6450 |
|
1.000 |
1.6403 |
|
0.618 |
1.6374 |
|
HIGH |
1.6327 |
|
0.618 |
1.6298 |
|
0.500 |
1.6289 |
|
0.382 |
1.6280 |
|
LOW |
1.6251 |
|
0.618 |
1.6204 |
|
1.000 |
1.6175 |
|
1.618 |
1.6128 |
|
2.618 |
1.6052 |
|
4.250 |
1.5928 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6289 |
1.6264 |
| PP |
1.6288 |
1.6242 |
| S1 |
1.6288 |
1.6219 |
|