CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6250 |
1.6441 |
0.0191 |
1.2% |
1.6379 |
| High |
1.6394 |
1.6486 |
0.0092 |
0.6% |
1.6468 |
| Low |
1.6222 |
1.6290 |
0.0068 |
0.4% |
1.6218 |
| Close |
1.6356 |
1.6348 |
-0.0008 |
0.0% |
1.6356 |
| Range |
0.0172 |
0.0196 |
0.0024 |
14.0% |
0.0250 |
| ATR |
0.0149 |
0.0152 |
0.0003 |
2.3% |
0.0000 |
| Volume |
133,609 |
132,651 |
-958 |
-0.7% |
568,843 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6963 |
1.6851 |
1.6456 |
|
| R3 |
1.6767 |
1.6655 |
1.6402 |
|
| R2 |
1.6571 |
1.6571 |
1.6384 |
|
| R1 |
1.6459 |
1.6459 |
1.6366 |
1.6417 |
| PP |
1.6375 |
1.6375 |
1.6375 |
1.6354 |
| S1 |
1.6263 |
1.6263 |
1.6330 |
1.6221 |
| S2 |
1.6179 |
1.6179 |
1.6312 |
|
| S3 |
1.5983 |
1.6067 |
1.6294 |
|
| S4 |
1.5787 |
1.5871 |
1.6240 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7097 |
1.6977 |
1.6494 |
|
| R3 |
1.6847 |
1.6727 |
1.6425 |
|
| R2 |
1.6597 |
1.6597 |
1.6402 |
|
| R1 |
1.6477 |
1.6477 |
1.6379 |
1.6412 |
| PP |
1.6347 |
1.6347 |
1.6347 |
1.6315 |
| S1 |
1.6227 |
1.6227 |
1.6333 |
1.6162 |
| S2 |
1.6097 |
1.6097 |
1.6310 |
|
| S3 |
1.5847 |
1.5977 |
1.6287 |
|
| S4 |
1.5597 |
1.5727 |
1.6219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6486 |
1.6218 |
0.0268 |
1.6% |
0.0170 |
1.0% |
49% |
True |
False |
117,078 |
| 10 |
1.6486 |
1.6218 |
0.0268 |
1.6% |
0.0171 |
1.0% |
49% |
True |
False |
107,577 |
| 20 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0151 |
0.9% |
81% |
True |
False |
105,797 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0142 |
0.9% |
81% |
True |
False |
107,113 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0137 |
0.8% |
77% |
False |
False |
75,919 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0125 |
0.8% |
62% |
False |
False |
56,963 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0113 |
0.7% |
62% |
False |
False |
45,579 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0097 |
0.6% |
62% |
False |
False |
37,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7319 |
|
2.618 |
1.6999 |
|
1.618 |
1.6803 |
|
1.000 |
1.6682 |
|
0.618 |
1.6607 |
|
HIGH |
1.6486 |
|
0.618 |
1.6411 |
|
0.500 |
1.6388 |
|
0.382 |
1.6365 |
|
LOW |
1.6290 |
|
0.618 |
1.6169 |
|
1.000 |
1.6094 |
|
1.618 |
1.5973 |
|
2.618 |
1.5777 |
|
4.250 |
1.5457 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6388 |
1.6354 |
| PP |
1.6375 |
1.6352 |
| S1 |
1.6361 |
1.6350 |
|