CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6099 |
1.6143 |
0.0044 |
0.3% |
1.5929 |
| High |
1.6099 |
1.6280 |
0.0181 |
1.1% |
1.6145 |
| Low |
1.6099 |
1.6130 |
0.0031 |
0.2% |
1.5802 |
| Close |
1.6134 |
1.6286 |
0.0152 |
0.9% |
1.6095 |
| Range |
0.0000 |
0.0150 |
0.0150 |
|
0.0343 |
| ATR |
0.0084 |
0.0088 |
0.0005 |
5.7% |
0.0000 |
| Volume |
45 |
6 |
-39 |
-86.7% |
250 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6682 |
1.6634 |
1.6369 |
|
| R3 |
1.6532 |
1.6484 |
1.6327 |
|
| R2 |
1.6382 |
1.6382 |
1.6314 |
|
| R1 |
1.6334 |
1.6334 |
1.6300 |
1.6358 |
| PP |
1.6232 |
1.6232 |
1.6232 |
1.6244 |
| S1 |
1.6184 |
1.6184 |
1.6272 |
1.6208 |
| S2 |
1.6082 |
1.6082 |
1.6259 |
|
| S3 |
1.5932 |
1.6034 |
1.6245 |
|
| S4 |
1.5782 |
1.5884 |
1.6204 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7043 |
1.6912 |
1.6284 |
|
| R3 |
1.6700 |
1.6569 |
1.6189 |
|
| R2 |
1.6357 |
1.6357 |
1.6158 |
|
| R1 |
1.6226 |
1.6226 |
1.6126 |
1.6292 |
| PP |
1.6014 |
1.6014 |
1.6014 |
1.6047 |
| S1 |
1.5883 |
1.5883 |
1.6064 |
1.5949 |
| S2 |
1.5671 |
1.5671 |
1.6032 |
|
| S3 |
1.5328 |
1.5540 |
1.6001 |
|
| S4 |
1.4985 |
1.5197 |
1.5906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6280 |
1.5996 |
0.0284 |
1.7% |
0.0059 |
0.4% |
102% |
True |
False |
18 |
| 10 |
1.6280 |
1.5802 |
0.0478 |
2.9% |
0.0079 |
0.5% |
101% |
True |
False |
32 |
| 20 |
1.6280 |
1.5802 |
0.0478 |
2.9% |
0.0076 |
0.5% |
101% |
True |
False |
31 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0051 |
0.3% |
79% |
False |
False |
22 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0036 |
0.2% |
54% |
False |
False |
16 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0028 |
0.2% |
54% |
False |
False |
12 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0023 |
0.1% |
54% |
False |
False |
10 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0019 |
0.1% |
54% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6918 |
|
2.618 |
1.6673 |
|
1.618 |
1.6523 |
|
1.000 |
1.6430 |
|
0.618 |
1.6373 |
|
HIGH |
1.6280 |
|
0.618 |
1.6223 |
|
0.500 |
1.6205 |
|
0.382 |
1.6187 |
|
LOW |
1.6130 |
|
0.618 |
1.6037 |
|
1.000 |
1.5980 |
|
1.618 |
1.5887 |
|
2.618 |
1.5737 |
|
4.250 |
1.5493 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6259 |
1.6254 |
| PP |
1.6232 |
1.6221 |
| S1 |
1.6205 |
1.6189 |
|