CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6412 |
1.6296 |
-0.0116 |
-0.7% |
1.6070 |
| High |
1.6425 |
1.6349 |
-0.0076 |
-0.5% |
1.6297 |
| Low |
1.6307 |
1.6277 |
-0.0030 |
-0.2% |
1.5996 |
| Close |
1.6300 |
1.6319 |
0.0019 |
0.1% |
1.6277 |
| Range |
0.0118 |
0.0072 |
-0.0046 |
-39.0% |
0.0301 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2 |
37 |
35 |
1,750.0% |
93 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6531 |
1.6497 |
1.6359 |
|
| R3 |
1.6459 |
1.6425 |
1.6339 |
|
| R2 |
1.6387 |
1.6387 |
1.6332 |
|
| R1 |
1.6353 |
1.6353 |
1.6326 |
1.6370 |
| PP |
1.6315 |
1.6315 |
1.6315 |
1.6324 |
| S1 |
1.6281 |
1.6281 |
1.6312 |
1.6298 |
| S2 |
1.6243 |
1.6243 |
1.6306 |
|
| S3 |
1.6171 |
1.6209 |
1.6299 |
|
| S4 |
1.6099 |
1.6137 |
1.6279 |
|
|
| 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 |
1.6251 |
0.0174 |
1.1% |
0.0064 |
0.4% |
39% |
False |
False |
18 |
| 10 |
1.6425 |
1.5996 |
0.0429 |
2.6% |
0.0062 |
0.4% |
75% |
False |
False |
18 |
| 20 |
1.6425 |
1.5802 |
0.0623 |
3.8% |
0.0073 |
0.4% |
83% |
False |
False |
32 |
| 40 |
1.6425 |
1.5802 |
0.0623 |
3.8% |
0.0059 |
0.4% |
83% |
False |
False |
23 |
| 60 |
1.6425 |
1.5802 |
0.0623 |
3.8% |
0.0040 |
0.2% |
83% |
False |
False |
17 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0032 |
0.2% |
57% |
False |
False |
13 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0026 |
0.2% |
57% |
False |
False |
11 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0021 |
0.1% |
57% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6655 |
|
2.618 |
1.6537 |
|
1.618 |
1.6465 |
|
1.000 |
1.6421 |
|
0.618 |
1.6393 |
|
HIGH |
1.6349 |
|
0.618 |
1.6321 |
|
0.500 |
1.6313 |
|
0.382 |
1.6305 |
|
LOW |
1.6277 |
|
0.618 |
1.6233 |
|
1.000 |
1.6205 |
|
1.618 |
1.6161 |
|
2.618 |
1.6089 |
|
4.250 |
1.5971 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6317 |
1.6351 |
| PP |
1.6315 |
1.6340 |
| S1 |
1.6313 |
1.6330 |
|