CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6297 |
1.6265 |
-0.0032 |
-0.2% |
1.6268 |
| High |
1.6297 |
1.6382 |
0.0085 |
0.5% |
1.6440 |
| Low |
1.6254 |
1.6265 |
0.0011 |
0.1% |
1.6251 |
| Close |
1.6274 |
1.6397 |
0.0123 |
0.8% |
1.6406 |
| Range |
0.0043 |
0.0117 |
0.0074 |
172.1% |
0.0189 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.1% |
0.0000 |
| Volume |
44 |
22 |
-22 |
-50.0% |
85 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6699 |
1.6665 |
1.6461 |
|
| R3 |
1.6582 |
1.6548 |
1.6429 |
|
| R2 |
1.6465 |
1.6465 |
1.6418 |
|
| R1 |
1.6431 |
1.6431 |
1.6408 |
1.6448 |
| PP |
1.6348 |
1.6348 |
1.6348 |
1.6357 |
| S1 |
1.6314 |
1.6314 |
1.6386 |
1.6331 |
| S2 |
1.6231 |
1.6231 |
1.6376 |
|
| S3 |
1.6114 |
1.6197 |
1.6365 |
|
| S4 |
1.5997 |
1.6080 |
1.6333 |
|
|
| 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 |
1.6456 |
1.6254 |
0.0202 |
1.2% |
0.0109 |
0.7% |
71% |
False |
False |
31 |
| 10 |
1.6456 |
1.6130 |
0.0326 |
2.0% |
0.0094 |
0.6% |
82% |
False |
False |
21 |
| 20 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0079 |
0.5% |
91% |
False |
False |
27 |
| 40 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0067 |
0.4% |
91% |
False |
False |
26 |
| 60 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0047 |
0.3% |
91% |
False |
False |
19 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0037 |
0.2% |
66% |
False |
False |
14 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0030 |
0.2% |
66% |
False |
False |
12 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0025 |
0.2% |
66% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6879 |
|
2.618 |
1.6688 |
|
1.618 |
1.6571 |
|
1.000 |
1.6499 |
|
0.618 |
1.6454 |
|
HIGH |
1.6382 |
|
0.618 |
1.6337 |
|
0.500 |
1.6324 |
|
0.382 |
1.6310 |
|
LOW |
1.6265 |
|
0.618 |
1.6193 |
|
1.000 |
1.6148 |
|
1.618 |
1.6076 |
|
2.618 |
1.5959 |
|
4.250 |
1.5768 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6373 |
1.6383 |
| PP |
1.6348 |
1.6369 |
| S1 |
1.6324 |
1.6355 |
|