CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5915 |
1.6097 |
0.0182 |
1.1% |
1.6033 |
| High |
1.6078 |
1.6145 |
0.0067 |
0.4% |
1.6098 |
| Low |
1.5915 |
1.6097 |
0.0182 |
1.1% |
1.5912 |
| Close |
1.6078 |
1.6101 |
0.0023 |
0.1% |
1.6000 |
| Range |
0.0163 |
0.0048 |
-0.0115 |
-70.6% |
0.0186 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
34 |
50 |
16 |
47.1% |
136 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6258 |
1.6228 |
1.6127 |
|
| R3 |
1.6210 |
1.6180 |
1.6114 |
|
| R2 |
1.6162 |
1.6162 |
1.6110 |
|
| R1 |
1.6132 |
1.6132 |
1.6105 |
1.6147 |
| PP |
1.6114 |
1.6114 |
1.6114 |
1.6122 |
| S1 |
1.6084 |
1.6084 |
1.6097 |
1.6099 |
| S2 |
1.6066 |
1.6066 |
1.6092 |
|
| S3 |
1.6018 |
1.6036 |
1.6088 |
|
| S4 |
1.5970 |
1.5988 |
1.6075 |
|
|
| 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 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0100 |
0.6% |
87% |
True |
False |
45 |
| 10 |
1.6145 |
1.5802 |
0.0343 |
2.1% |
0.0085 |
0.5% |
87% |
True |
False |
46 |
| 20 |
1.6211 |
1.5802 |
0.0409 |
2.5% |
0.0067 |
0.4% |
73% |
False |
False |
29 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0044 |
0.3% |
49% |
False |
False |
20 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0032 |
0.2% |
33% |
False |
False |
14 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0024 |
0.2% |
33% |
False |
False |
11 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0020 |
0.1% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6349 |
|
2.618 |
1.6271 |
|
1.618 |
1.6223 |
|
1.000 |
1.6193 |
|
0.618 |
1.6175 |
|
HIGH |
1.6145 |
|
0.618 |
1.6127 |
|
0.500 |
1.6121 |
|
0.382 |
1.6115 |
|
LOW |
1.6097 |
|
0.618 |
1.6067 |
|
1.000 |
1.6049 |
|
1.618 |
1.6019 |
|
2.618 |
1.5971 |
|
4.250 |
1.5893 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6121 |
1.6059 |
| PP |
1.6114 |
1.6016 |
| S1 |
1.6108 |
1.5974 |
|