CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6038 |
1.5981 |
-0.0057 |
-0.4% |
1.5919 |
| High |
1.6073 |
1.6055 |
-0.0018 |
-0.1% |
1.6073 |
| Low |
1.5970 |
1.5959 |
-0.0011 |
-0.1% |
1.5890 |
| Close |
1.6034 |
1.6032 |
-0.0002 |
0.0% |
1.6032 |
| Range |
0.0103 |
0.0096 |
-0.0007 |
-6.8% |
0.0183 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
30 |
75 |
45 |
150.0% |
151 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6303 |
1.6264 |
1.6085 |
|
| R3 |
1.6207 |
1.6168 |
1.6058 |
|
| R2 |
1.6111 |
1.6111 |
1.6050 |
|
| R1 |
1.6072 |
1.6072 |
1.6041 |
1.6092 |
| PP |
1.6015 |
1.6015 |
1.6015 |
1.6025 |
| S1 |
1.5976 |
1.5976 |
1.6023 |
1.5996 |
| S2 |
1.5919 |
1.5919 |
1.6014 |
|
| S3 |
1.5823 |
1.5880 |
1.6006 |
|
| S4 |
1.5727 |
1.5784 |
1.5979 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6547 |
1.6473 |
1.6133 |
|
| R3 |
1.6364 |
1.6290 |
1.6082 |
|
| R2 |
1.6181 |
1.6181 |
1.6066 |
|
| R1 |
1.6107 |
1.6107 |
1.6049 |
1.6144 |
| PP |
1.5998 |
1.5998 |
1.5998 |
1.6017 |
| S1 |
1.5924 |
1.5924 |
1.6015 |
1.5961 |
| S2 |
1.5815 |
1.5815 |
1.5998 |
|
| S3 |
1.5632 |
1.5741 |
1.5982 |
|
| S4 |
1.5449 |
1.5558 |
1.5931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6073 |
1.5890 |
0.0183 |
1.1% |
0.0082 |
0.5% |
78% |
False |
False |
30 |
| 10 |
1.6211 |
1.5890 |
0.0321 |
2.0% |
0.0057 |
0.4% |
44% |
False |
False |
20 |
| 20 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0051 |
0.3% |
27% |
False |
False |
19 |
| 40 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0027 |
0.2% |
27% |
False |
False |
12 |
| 60 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0021 |
0.1% |
17% |
False |
False |
8 |
| 80 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0016 |
0.1% |
17% |
False |
False |
6 |
| 100 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0013 |
0.1% |
17% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6463 |
|
2.618 |
1.6306 |
|
1.618 |
1.6210 |
|
1.000 |
1.6151 |
|
0.618 |
1.6114 |
|
HIGH |
1.6055 |
|
0.618 |
1.6018 |
|
0.500 |
1.6007 |
|
0.382 |
1.5996 |
|
LOW |
1.5959 |
|
0.618 |
1.5900 |
|
1.000 |
1.5863 |
|
1.618 |
1.5804 |
|
2.618 |
1.5708 |
|
4.250 |
1.5551 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6024 |
1.6027 |
| PP |
1.6015 |
1.6021 |
| S1 |
1.6007 |
1.6016 |
|