CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6265 |
1.6390 |
0.0125 |
0.8% |
1.6268 |
| High |
1.6382 |
1.6390 |
0.0008 |
0.0% |
1.6440 |
| Low |
1.6265 |
1.6233 |
-0.0032 |
-0.2% |
1.6251 |
| Close |
1.6397 |
1.6260 |
-0.0137 |
-0.8% |
1.6406 |
| Range |
0.0117 |
0.0157 |
0.0040 |
34.2% |
0.0189 |
| ATR |
0.0092 |
0.0097 |
0.0005 |
5.5% |
0.0000 |
| Volume |
22 |
38 |
16 |
72.7% |
85 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6765 |
1.6670 |
1.6346 |
|
| R3 |
1.6608 |
1.6513 |
1.6303 |
|
| R2 |
1.6451 |
1.6451 |
1.6289 |
|
| R1 |
1.6356 |
1.6356 |
1.6274 |
1.6325 |
| PP |
1.6294 |
1.6294 |
1.6294 |
1.6279 |
| S1 |
1.6199 |
1.6199 |
1.6246 |
1.6168 |
| S2 |
1.6137 |
1.6137 |
1.6231 |
|
| S3 |
1.5980 |
1.6042 |
1.6217 |
|
| S4 |
1.5823 |
1.5885 |
1.6174 |
|
|
| 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 |
1.6233 |
0.0223 |
1.4% |
0.0126 |
0.8% |
12% |
False |
True |
31 |
| 10 |
1.6456 |
1.6233 |
0.0223 |
1.4% |
0.0095 |
0.6% |
12% |
False |
True |
24 |
| 20 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0087 |
0.5% |
70% |
False |
False |
28 |
| 40 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0071 |
0.4% |
70% |
False |
False |
27 |
| 60 |
1.6456 |
1.5802 |
0.0654 |
4.0% |
0.0050 |
0.3% |
70% |
False |
False |
19 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0039 |
0.2% |
51% |
False |
False |
15 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0032 |
0.2% |
51% |
False |
False |
12 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0027 |
0.2% |
51% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7057 |
|
2.618 |
1.6801 |
|
1.618 |
1.6644 |
|
1.000 |
1.6547 |
|
0.618 |
1.6487 |
|
HIGH |
1.6390 |
|
0.618 |
1.6330 |
|
0.500 |
1.6312 |
|
0.382 |
1.6293 |
|
LOW |
1.6233 |
|
0.618 |
1.6136 |
|
1.000 |
1.6076 |
|
1.618 |
1.5979 |
|
2.618 |
1.5822 |
|
4.250 |
1.5566 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6312 |
1.6312 |
| PP |
1.6294 |
1.6294 |
| S1 |
1.6277 |
1.6277 |
|