CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6279 |
1.6431 |
0.0152 |
0.9% |
1.6319 |
| High |
1.6425 |
1.6435 |
0.0010 |
0.1% |
1.6464 |
| Low |
1.6245 |
1.6235 |
-0.0010 |
-0.1% |
1.6251 |
| Close |
1.6413 |
1.6277 |
-0.0136 |
-0.8% |
1.6423 |
| Range |
0.0180 |
0.0200 |
0.0020 |
11.1% |
0.0213 |
| ATR |
0.0143 |
0.0147 |
0.0004 |
2.9% |
0.0000 |
| Volume |
103,389 |
129,431 |
26,042 |
25.2% |
435,744 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6916 |
1.6796 |
1.6387 |
|
| R3 |
1.6716 |
1.6596 |
1.6332 |
|
| R2 |
1.6516 |
1.6516 |
1.6314 |
|
| R1 |
1.6396 |
1.6396 |
1.6295 |
1.6356 |
| PP |
1.6316 |
1.6316 |
1.6316 |
1.6296 |
| S1 |
1.6196 |
1.6196 |
1.6259 |
1.6156 |
| S2 |
1.6116 |
1.6116 |
1.6240 |
|
| S3 |
1.5916 |
1.5996 |
1.6222 |
|
| S4 |
1.5716 |
1.5796 |
1.6167 |
|
|
| 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% |
0.0187 |
1.1% |
24% |
False |
False |
109,663 |
| 10 |
1.6468 |
1.6218 |
0.0250 |
1.5% |
0.0148 |
0.9% |
24% |
False |
False |
94,429 |
| 20 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0148 |
0.9% |
73% |
False |
False |
104,748 |
| 40 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0140 |
0.9% |
73% |
False |
False |
105,205 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0136 |
0.8% |
68% |
False |
False |
71,484 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0122 |
0.7% |
54% |
False |
False |
53,637 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0112 |
0.7% |
54% |
False |
False |
42,917 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0094 |
0.6% |
54% |
False |
False |
35,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7285 |
|
2.618 |
1.6959 |
|
1.618 |
1.6759 |
|
1.000 |
1.6635 |
|
0.618 |
1.6559 |
|
HIGH |
1.6435 |
|
0.618 |
1.6359 |
|
0.500 |
1.6335 |
|
0.382 |
1.6311 |
|
LOW |
1.6235 |
|
0.618 |
1.6111 |
|
1.000 |
1.6035 |
|
1.618 |
1.5911 |
|
2.618 |
1.5711 |
|
4.250 |
1.5385 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6335 |
1.6327 |
| PP |
1.6316 |
1.6310 |
| S1 |
1.6296 |
1.6294 |
|