CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6441 |
1.6306 |
-0.0135 |
-0.8% |
1.6379 |
| High |
1.6486 |
1.6406 |
-0.0080 |
-0.5% |
1.6468 |
| Low |
1.6290 |
1.6168 |
-0.0122 |
-0.7% |
1.6218 |
| Close |
1.6348 |
1.6208 |
-0.0140 |
-0.9% |
1.6356 |
| Range |
0.0196 |
0.0238 |
0.0042 |
21.4% |
0.0250 |
| ATR |
0.0152 |
0.0158 |
0.0006 |
4.0% |
0.0000 |
| Volume |
132,651 |
159,752 |
27,101 |
20.4% |
568,843 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6975 |
1.6829 |
1.6339 |
|
| R3 |
1.6737 |
1.6591 |
1.6273 |
|
| R2 |
1.6499 |
1.6499 |
1.6252 |
|
| R1 |
1.6353 |
1.6353 |
1.6230 |
1.6307 |
| PP |
1.6261 |
1.6261 |
1.6261 |
1.6238 |
| S1 |
1.6115 |
1.6115 |
1.6186 |
1.6069 |
| S2 |
1.6023 |
1.6023 |
1.6164 |
|
| S3 |
1.5785 |
1.5877 |
1.6143 |
|
| S4 |
1.5547 |
1.5639 |
1.6077 |
|
|
| 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 |
1.6168 |
0.0318 |
2.0% |
0.0197 |
1.2% |
13% |
False |
True |
131,766 |
| 10 |
1.6486 |
1.6168 |
0.0318 |
2.0% |
0.0179 |
1.1% |
13% |
False |
True |
114,361 |
| 20 |
1.6486 |
1.5891 |
0.0595 |
3.7% |
0.0154 |
1.0% |
53% |
False |
False |
106,535 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0144 |
0.9% |
61% |
False |
False |
108,537 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0138 |
0.9% |
58% |
False |
False |
78,581 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0127 |
0.8% |
47% |
False |
False |
58,958 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0115 |
0.7% |
47% |
False |
False |
47,177 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0099 |
0.6% |
47% |
False |
False |
39,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7418 |
|
2.618 |
1.7029 |
|
1.618 |
1.6791 |
|
1.000 |
1.6644 |
|
0.618 |
1.6553 |
|
HIGH |
1.6406 |
|
0.618 |
1.6315 |
|
0.500 |
1.6287 |
|
0.382 |
1.6259 |
|
LOW |
1.6168 |
|
0.618 |
1.6021 |
|
1.000 |
1.5930 |
|
1.618 |
1.5783 |
|
2.618 |
1.5545 |
|
4.250 |
1.5157 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6287 |
1.6327 |
| PP |
1.6261 |
1.6287 |
| S1 |
1.6234 |
1.6248 |
|