CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6306 |
1.6322 |
0.0016 |
0.1% |
1.6379 |
| High |
1.6406 |
1.6327 |
-0.0079 |
-0.5% |
1.6468 |
| Low |
1.6168 |
1.6116 |
-0.0052 |
-0.3% |
1.6218 |
| Close |
1.6208 |
1.6154 |
-0.0054 |
-0.3% |
1.6356 |
| Range |
0.0238 |
0.0211 |
-0.0027 |
-11.3% |
0.0250 |
| ATR |
0.0158 |
0.0162 |
0.0004 |
2.4% |
0.0000 |
| Volume |
159,752 |
135,443 |
-24,309 |
-15.2% |
568,843 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6832 |
1.6704 |
1.6270 |
|
| R3 |
1.6621 |
1.6493 |
1.6212 |
|
| R2 |
1.6410 |
1.6410 |
1.6193 |
|
| R1 |
1.6282 |
1.6282 |
1.6173 |
1.6241 |
| PP |
1.6199 |
1.6199 |
1.6199 |
1.6178 |
| S1 |
1.6071 |
1.6071 |
1.6135 |
1.6030 |
| S2 |
1.5988 |
1.5988 |
1.6115 |
|
| S3 |
1.5777 |
1.5860 |
1.6096 |
|
| S4 |
1.5566 |
1.5649 |
1.6038 |
|
|
| 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 |
1.6116 |
0.0370 |
2.3% |
0.0203 |
1.3% |
10% |
False |
True |
138,177 |
| 10 |
1.6486 |
1.6116 |
0.0370 |
2.3% |
0.0184 |
1.1% |
10% |
False |
True |
118,261 |
| 20 |
1.6486 |
1.5993 |
0.0493 |
3.1% |
0.0154 |
1.0% |
33% |
False |
False |
105,969 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0147 |
0.9% |
54% |
False |
False |
109,653 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.7% |
0.0141 |
0.9% |
51% |
False |
False |
80,836 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0129 |
0.8% |
41% |
False |
False |
60,650 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0116 |
0.7% |
41% |
False |
False |
48,531 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0101 |
0.6% |
41% |
False |
False |
40,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7224 |
|
2.618 |
1.6879 |
|
1.618 |
1.6668 |
|
1.000 |
1.6538 |
|
0.618 |
1.6457 |
|
HIGH |
1.6327 |
|
0.618 |
1.6246 |
|
0.500 |
1.6222 |
|
0.382 |
1.6197 |
|
LOW |
1.6116 |
|
0.618 |
1.5986 |
|
1.000 |
1.5905 |
|
1.618 |
1.5775 |
|
2.618 |
1.5564 |
|
4.250 |
1.5219 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6222 |
1.6301 |
| PP |
1.6199 |
1.6252 |
| S1 |
1.6177 |
1.6203 |
|