CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5929 |
1.5869 |
-0.0060 |
-0.4% |
1.6033 |
| High |
1.5929 |
1.5925 |
-0.0004 |
0.0% |
1.6098 |
| Low |
1.5872 |
1.5802 |
-0.0070 |
-0.4% |
1.5912 |
| Close |
1.5879 |
1.5910 |
0.0031 |
0.2% |
1.6000 |
| Range |
0.0057 |
0.0123 |
0.0066 |
115.8% |
0.0186 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.3% |
0.0000 |
| Volume |
39 |
102 |
63 |
161.5% |
136 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6248 |
1.6202 |
1.5978 |
|
| R3 |
1.6125 |
1.6079 |
1.5944 |
|
| R2 |
1.6002 |
1.6002 |
1.5933 |
|
| R1 |
1.5956 |
1.5956 |
1.5921 |
1.5979 |
| PP |
1.5879 |
1.5879 |
1.5879 |
1.5891 |
| S1 |
1.5833 |
1.5833 |
1.5899 |
1.5856 |
| S2 |
1.5756 |
1.5756 |
1.5887 |
|
| S3 |
1.5633 |
1.5710 |
1.5876 |
|
| S4 |
1.5510 |
1.5587 |
1.5842 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6561 |
1.6467 |
1.6102 |
|
| R3 |
1.6375 |
1.6281 |
1.6051 |
|
| R2 |
1.6189 |
1.6189 |
1.6034 |
|
| R1 |
1.6095 |
1.6095 |
1.6017 |
1.6049 |
| PP |
1.6003 |
1.6003 |
1.6003 |
1.5981 |
| S1 |
1.5909 |
1.5909 |
1.5983 |
1.5863 |
| S2 |
1.5817 |
1.5817 |
1.5966 |
|
| S3 |
1.5631 |
1.5723 |
1.5949 |
|
| S4 |
1.5445 |
1.5537 |
1.5898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6020 |
1.5802 |
0.0218 |
1.4% |
0.0064 |
0.4% |
50% |
False |
True |
46 |
| 10 |
1.6098 |
1.5802 |
0.0296 |
1.9% |
0.0078 |
0.5% |
36% |
False |
True |
41 |
| 20 |
1.6358 |
1.5802 |
0.0556 |
3.5% |
0.0065 |
0.4% |
19% |
False |
True |
26 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.9% |
0.0038 |
0.2% |
18% |
False |
True |
18 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0028 |
0.2% |
12% |
False |
True |
13 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0022 |
0.1% |
12% |
False |
True |
10 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0017 |
0.1% |
12% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6448 |
|
2.618 |
1.6247 |
|
1.618 |
1.6124 |
|
1.000 |
1.6048 |
|
0.618 |
1.6001 |
|
HIGH |
1.5925 |
|
0.618 |
1.5878 |
|
0.500 |
1.5864 |
|
0.382 |
1.5849 |
|
LOW |
1.5802 |
|
0.618 |
1.5726 |
|
1.000 |
1.5679 |
|
1.618 |
1.5603 |
|
2.618 |
1.5480 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5895 |
1.5911 |
| PP |
1.5879 |
1.5911 |
| S1 |
1.5864 |
1.5910 |
|