CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6431 |
1.6250 |
-0.0181 |
-1.1% |
1.6379 |
| High |
1.6435 |
1.6394 |
-0.0041 |
-0.2% |
1.6468 |
| Low |
1.6235 |
1.6222 |
-0.0013 |
-0.1% |
1.6218 |
| Close |
1.6277 |
1.6356 |
0.0079 |
0.5% |
1.6356 |
| Range |
0.0200 |
0.0172 |
-0.0028 |
-14.0% |
0.0250 |
| ATR |
0.0147 |
0.0149 |
0.0002 |
1.2% |
0.0000 |
| Volume |
129,431 |
133,609 |
4,178 |
3.2% |
568,843 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6840 |
1.6770 |
1.6451 |
|
| R3 |
1.6668 |
1.6598 |
1.6403 |
|
| R2 |
1.6496 |
1.6496 |
1.6388 |
|
| R1 |
1.6426 |
1.6426 |
1.6372 |
1.6461 |
| PP |
1.6324 |
1.6324 |
1.6324 |
1.6342 |
| S1 |
1.6254 |
1.6254 |
1.6340 |
1.6289 |
| S2 |
1.6152 |
1.6152 |
1.6324 |
|
| S3 |
1.5980 |
1.6082 |
1.6309 |
|
| S4 |
1.5808 |
1.5910 |
1.6261 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7097 |
1.6977 |
1.6494 |
|
| R3 |
1.6847 |
1.6727 |
1.6425 |
|
| R2 |
1.6597 |
1.6597 |
1.6402 |
|
| R1 |
1.6477 |
1.6477 |
1.6379 |
1.6412 |
| PP |
1.6347 |
1.6347 |
1.6347 |
1.6315 |
| S1 |
1.6227 |
1.6227 |
1.6333 |
1.6162 |
| S2 |
1.6097 |
1.6097 |
1.6310 |
|
| S3 |
1.5847 |
1.5977 |
1.6287 |
|
| S4 |
1.5597 |
1.5727 |
1.6219 |
|
|
| 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% |
0.0179 |
1.1% |
55% |
False |
False |
113,768 |
| 10 |
1.6468 |
1.6218 |
0.0250 |
1.5% |
0.0159 |
1.0% |
55% |
False |
False |
100,458 |
| 20 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0149 |
0.9% |
84% |
False |
False |
104,857 |
| 40 |
1.6468 |
1.5768 |
0.0700 |
4.3% |
0.0141 |
0.9% |
84% |
False |
False |
107,192 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0136 |
0.8% |
78% |
False |
False |
73,710 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0123 |
0.8% |
63% |
False |
False |
55,306 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0112 |
0.7% |
63% |
False |
False |
44,253 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0095 |
0.6% |
63% |
False |
False |
36,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7125 |
|
2.618 |
1.6844 |
|
1.618 |
1.6672 |
|
1.000 |
1.6566 |
|
0.618 |
1.6500 |
|
HIGH |
1.6394 |
|
0.618 |
1.6328 |
|
0.500 |
1.6308 |
|
0.382 |
1.6288 |
|
LOW |
1.6222 |
|
0.618 |
1.6116 |
|
1.000 |
1.6050 |
|
1.618 |
1.5944 |
|
2.618 |
1.5772 |
|
4.250 |
1.5491 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6340 |
1.6347 |
| PP |
1.6324 |
1.6338 |
| S1 |
1.6308 |
1.6329 |
|