CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5981 |
1.6033 |
0.0052 |
0.3% |
1.5919 |
| High |
1.6055 |
1.6098 |
0.0043 |
0.3% |
1.6073 |
| Low |
1.5959 |
1.5977 |
0.0018 |
0.1% |
1.5890 |
| Close |
1.6032 |
1.6016 |
-0.0016 |
-0.1% |
1.6032 |
| Range |
0.0096 |
0.0121 |
0.0025 |
26.0% |
0.0183 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.1% |
0.0000 |
| Volume |
75 |
44 |
-31 |
-41.3% |
151 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6393 |
1.6326 |
1.6083 |
|
| R3 |
1.6272 |
1.6205 |
1.6049 |
|
| R2 |
1.6151 |
1.6151 |
1.6038 |
|
| R1 |
1.6084 |
1.6084 |
1.6027 |
1.6057 |
| PP |
1.6030 |
1.6030 |
1.6030 |
1.6017 |
| S1 |
1.5963 |
1.5963 |
1.6005 |
1.5936 |
| S2 |
1.5909 |
1.5909 |
1.5994 |
|
| S3 |
1.5788 |
1.5842 |
1.5983 |
|
| S4 |
1.5667 |
1.5721 |
1.5949 |
|
|
| 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 |
1.6098 |
1.5890 |
0.0208 |
1.3% |
0.0092 |
0.6% |
61% |
True |
False |
35 |
| 10 |
1.6211 |
1.5890 |
0.0321 |
2.0% |
0.0069 |
0.4% |
39% |
False |
False |
24 |
| 20 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0057 |
0.4% |
24% |
False |
False |
21 |
| 40 |
1.6415 |
1.5890 |
0.0525 |
3.3% |
0.0030 |
0.2% |
24% |
False |
False |
13 |
| 60 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0023 |
0.1% |
16% |
False |
False |
9 |
| 80 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0018 |
0.1% |
16% |
False |
False |
7 |
| 100 |
1.6702 |
1.5890 |
0.0812 |
5.1% |
0.0014 |
0.1% |
16% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6612 |
|
2.618 |
1.6415 |
|
1.618 |
1.6294 |
|
1.000 |
1.6219 |
|
0.618 |
1.6173 |
|
HIGH |
1.6098 |
|
0.618 |
1.6052 |
|
0.500 |
1.6038 |
|
0.382 |
1.6023 |
|
LOW |
1.5977 |
|
0.618 |
1.5902 |
|
1.000 |
1.5856 |
|
1.618 |
1.5781 |
|
2.618 |
1.5660 |
|
4.250 |
1.5463 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6038 |
1.6029 |
| PP |
1.6030 |
1.6024 |
| S1 |
1.6023 |
1.6020 |
|