CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6379 |
1.6298 |
-0.0081 |
-0.5% |
1.6319 |
| High |
1.6468 |
1.6321 |
-0.0147 |
-0.9% |
1.6464 |
| Low |
1.6229 |
1.6218 |
-0.0011 |
-0.1% |
1.6251 |
| Close |
1.6292 |
1.6289 |
-0.0003 |
0.0% |
1.6423 |
| Range |
0.0239 |
0.0103 |
-0.0136 |
-56.9% |
0.0213 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
116,101 |
86,313 |
-29,788 |
-25.7% |
435,744 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6585 |
1.6540 |
1.6346 |
|
| R3 |
1.6482 |
1.6437 |
1.6317 |
|
| R2 |
1.6379 |
1.6379 |
1.6308 |
|
| R1 |
1.6334 |
1.6334 |
1.6298 |
1.6305 |
| PP |
1.6276 |
1.6276 |
1.6276 |
1.6262 |
| S1 |
1.6231 |
1.6231 |
1.6280 |
1.6202 |
| S2 |
1.6173 |
1.6173 |
1.6270 |
|
| S3 |
1.6070 |
1.6128 |
1.6261 |
|
| S4 |
1.5967 |
1.6025 |
1.6232 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7018 |
1.6934 |
1.6540 |
|
| R3 |
1.6805 |
1.6721 |
1.6482 |
|
| R2 |
1.6592 |
1.6592 |
1.6462 |
|
| R1 |
1.6508 |
1.6508 |
1.6443 |
1.6550 |
| PP |
1.6379 |
1.6379 |
1.6379 |
1.6401 |
| S1 |
1.6295 |
1.6295 |
1.6403 |
1.6337 |
| S2 |
1.6166 |
1.6166 |
1.6384 |
|
| S3 |
1.5953 |
1.6082 |
1.6364 |
|
| S4 |
1.5740 |
1.5869 |
1.6306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6468 |
1.6218 |
0.0250 |
1.5% |
0.0160 |
1.0% |
28% |
False |
True |
96,957 |
| 10 |
1.6468 |
1.6057 |
0.0411 |
2.5% |
0.0142 |
0.9% |
56% |
False |
False |
92,841 |
| 20 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0140 |
0.9% |
74% |
False |
False |
103,199 |
| 40 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0136 |
0.8% |
74% |
False |
False |
100,969 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0133 |
0.8% |
69% |
False |
False |
67,607 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0119 |
0.7% |
55% |
False |
False |
50,729 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0108 |
0.7% |
55% |
False |
False |
40,589 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0091 |
0.6% |
55% |
False |
False |
33,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6759 |
|
2.618 |
1.6591 |
|
1.618 |
1.6488 |
|
1.000 |
1.6424 |
|
0.618 |
1.6385 |
|
HIGH |
1.6321 |
|
0.618 |
1.6282 |
|
0.500 |
1.6270 |
|
0.382 |
1.6257 |
|
LOW |
1.6218 |
|
0.618 |
1.6154 |
|
1.000 |
1.6115 |
|
1.618 |
1.6051 |
|
2.618 |
1.5948 |
|
4.250 |
1.5780 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6283 |
1.6343 |
| PP |
1.6276 |
1.6325 |
| S1 |
1.6270 |
1.6307 |
|