CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6296 |
1.6300 |
0.0004 |
0.0% |
1.6268 |
| High |
1.6349 |
1.6440 |
0.0091 |
0.6% |
1.6440 |
| Low |
1.6277 |
1.6300 |
0.0023 |
0.1% |
1.6251 |
| Close |
1.6319 |
1.6406 |
0.0087 |
0.5% |
1.6406 |
| Range |
0.0072 |
0.0140 |
0.0068 |
94.4% |
0.0189 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.8% |
0.0000 |
| Volume |
37 |
18 |
-19 |
-51.4% |
85 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6802 |
1.6744 |
1.6483 |
|
| R3 |
1.6662 |
1.6604 |
1.6445 |
|
| R2 |
1.6522 |
1.6522 |
1.6432 |
|
| R1 |
1.6464 |
1.6464 |
1.6419 |
1.6493 |
| PP |
1.6382 |
1.6382 |
1.6382 |
1.6397 |
| S1 |
1.6324 |
1.6324 |
1.6393 |
1.6353 |
| S2 |
1.6242 |
1.6242 |
1.6380 |
|
| S3 |
1.6102 |
1.6184 |
1.6368 |
|
| S4 |
1.5962 |
1.6044 |
1.6329 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6933 |
1.6858 |
1.6510 |
|
| R3 |
1.6744 |
1.6669 |
1.6458 |
|
| R2 |
1.6555 |
1.6555 |
1.6441 |
|
| R1 |
1.6480 |
1.6480 |
1.6423 |
1.6518 |
| PP |
1.6366 |
1.6366 |
1.6366 |
1.6384 |
| S1 |
1.6291 |
1.6291 |
1.6389 |
1.6329 |
| S2 |
1.6177 |
1.6177 |
1.6371 |
|
| S3 |
1.5988 |
1.6102 |
1.6354 |
|
| S4 |
1.5799 |
1.5913 |
1.6302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6440 |
1.6251 |
0.0189 |
1.2% |
0.0090 |
0.5% |
82% |
True |
False |
17 |
| 10 |
1.6440 |
1.5996 |
0.0444 |
2.7% |
0.0072 |
0.4% |
92% |
True |
False |
17 |
| 20 |
1.6440 |
1.5802 |
0.0638 |
3.9% |
0.0075 |
0.5% |
95% |
True |
False |
31 |
| 40 |
1.6440 |
1.5802 |
0.0638 |
3.9% |
0.0061 |
0.4% |
95% |
True |
False |
24 |
| 60 |
1.6440 |
1.5802 |
0.0638 |
3.9% |
0.0042 |
0.3% |
95% |
True |
False |
17 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0033 |
0.2% |
67% |
False |
False |
13 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0027 |
0.2% |
67% |
False |
False |
11 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0023 |
0.1% |
67% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7035 |
|
2.618 |
1.6807 |
|
1.618 |
1.6667 |
|
1.000 |
1.6580 |
|
0.618 |
1.6527 |
|
HIGH |
1.6440 |
|
0.618 |
1.6387 |
|
0.500 |
1.6370 |
|
0.382 |
1.6353 |
|
LOW |
1.6300 |
|
0.618 |
1.6213 |
|
1.000 |
1.6160 |
|
1.618 |
1.6073 |
|
2.618 |
1.5933 |
|
4.250 |
1.5705 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6394 |
1.6390 |
| PP |
1.6382 |
1.6374 |
| S1 |
1.6370 |
1.6359 |
|