CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6304 |
1.6412 |
0.0108 |
0.7% |
1.6070 |
| High |
1.6395 |
1.6425 |
0.0030 |
0.2% |
1.6297 |
| Low |
1.6304 |
1.6307 |
0.0003 |
0.0% |
1.5996 |
| Close |
1.6395 |
1.6300 |
-0.0095 |
-0.6% |
1.6277 |
| Range |
0.0091 |
0.0118 |
0.0027 |
29.7% |
0.0301 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.1% |
0.0000 |
| Volume |
23 |
2 |
-21 |
-91.3% |
93 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6698 |
1.6617 |
1.6365 |
|
| R3 |
1.6580 |
1.6499 |
1.6332 |
|
| R2 |
1.6462 |
1.6462 |
1.6322 |
|
| R1 |
1.6381 |
1.6381 |
1.6311 |
1.6363 |
| PP |
1.6344 |
1.6344 |
1.6344 |
1.6335 |
| S1 |
1.6263 |
1.6263 |
1.6289 |
1.6245 |
| S2 |
1.6226 |
1.6226 |
1.6278 |
|
| S3 |
1.6108 |
1.6145 |
1.6268 |
|
| S4 |
1.5990 |
1.6027 |
1.6235 |
|
|
| 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 |
1.6425 |
1.6130 |
0.0295 |
1.8% |
0.0080 |
0.5% |
58% |
True |
False |
12 |
| 10 |
1.6425 |
1.5996 |
0.0429 |
2.6% |
0.0059 |
0.4% |
71% |
True |
False |
19 |
| 20 |
1.6425 |
1.5802 |
0.0623 |
3.8% |
0.0071 |
0.4% |
80% |
True |
False |
31 |
| 40 |
1.6425 |
1.5802 |
0.0623 |
3.8% |
0.0057 |
0.4% |
80% |
True |
False |
23 |
| 60 |
1.6425 |
1.5802 |
0.0623 |
3.8% |
0.0039 |
0.2% |
80% |
True |
False |
16 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0031 |
0.2% |
55% |
False |
False |
12 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0025 |
0.2% |
55% |
False |
False |
10 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0021 |
0.1% |
55% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6927 |
|
2.618 |
1.6734 |
|
1.618 |
1.6616 |
|
1.000 |
1.6543 |
|
0.618 |
1.6498 |
|
HIGH |
1.6425 |
|
0.618 |
1.6380 |
|
0.500 |
1.6366 |
|
0.382 |
1.6352 |
|
LOW |
1.6307 |
|
0.618 |
1.6234 |
|
1.000 |
1.6189 |
|
1.618 |
1.6116 |
|
2.618 |
1.5998 |
|
4.250 |
1.5806 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6366 |
1.6338 |
| PP |
1.6344 |
1.6325 |
| S1 |
1.6322 |
1.6313 |
|