CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6297 |
1.6268 |
-0.0029 |
-0.2% |
1.6070 |
| High |
1.6297 |
1.6280 |
-0.0017 |
-0.1% |
1.6297 |
| Low |
1.6285 |
1.6251 |
-0.0034 |
-0.2% |
1.5996 |
| Close |
1.6277 |
1.6269 |
-0.0008 |
0.0% |
1.6277 |
| Range |
0.0012 |
0.0029 |
0.0017 |
141.7% |
0.0301 |
| ATR |
0.0083 |
0.0079 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
24 |
5 |
-19 |
-79.2% |
93 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6354 |
1.6340 |
1.6285 |
|
| R3 |
1.6325 |
1.6311 |
1.6277 |
|
| R2 |
1.6296 |
1.6296 |
1.6274 |
|
| R1 |
1.6282 |
1.6282 |
1.6272 |
1.6289 |
| PP |
1.6267 |
1.6267 |
1.6267 |
1.6270 |
| S1 |
1.6253 |
1.6253 |
1.6266 |
1.6260 |
| S2 |
1.6238 |
1.6238 |
1.6264 |
|
| S3 |
1.6209 |
1.6224 |
1.6261 |
|
| S4 |
1.6180 |
1.6195 |
1.6253 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7093 |
1.6986 |
1.6443 |
|
| R3 |
1.6792 |
1.6685 |
1.6360 |
|
| R2 |
1.6491 |
1.6491 |
1.6332 |
|
| R1 |
1.6384 |
1.6384 |
1.6305 |
1.6438 |
| PP |
1.6190 |
1.6190 |
1.6190 |
1.6217 |
| S1 |
1.6083 |
1.6083 |
1.6249 |
1.6137 |
| S2 |
1.5889 |
1.5889 |
1.6222 |
|
| S3 |
1.5588 |
1.5782 |
1.6194 |
|
| S4 |
1.5287 |
1.5481 |
1.6111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6297 |
1.6098 |
0.0199 |
1.2% |
0.0045 |
0.3% |
86% |
False |
False |
18 |
| 10 |
1.6297 |
1.5802 |
0.0495 |
3.0% |
0.0067 |
0.4% |
94% |
False |
False |
30 |
| 20 |
1.6297 |
1.5802 |
0.0495 |
3.0% |
0.0070 |
0.4% |
94% |
False |
False |
31 |
| 40 |
1.6415 |
1.5802 |
0.0613 |
3.8% |
0.0052 |
0.3% |
76% |
False |
False |
22 |
| 60 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0036 |
0.2% |
52% |
False |
False |
16 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0028 |
0.2% |
52% |
False |
False |
12 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0023 |
0.1% |
52% |
False |
False |
10 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0019 |
0.1% |
52% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6403 |
|
2.618 |
1.6356 |
|
1.618 |
1.6327 |
|
1.000 |
1.6309 |
|
0.618 |
1.6298 |
|
HIGH |
1.6280 |
|
0.618 |
1.6269 |
|
0.500 |
1.6266 |
|
0.382 |
1.6262 |
|
LOW |
1.6251 |
|
0.618 |
1.6233 |
|
1.000 |
1.6222 |
|
1.618 |
1.6204 |
|
2.618 |
1.6175 |
|
4.250 |
1.6128 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6268 |
1.6251 |
| PP |
1.6267 |
1.6232 |
| S1 |
1.6266 |
1.6214 |
|