CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6322 |
1.6126 |
-0.0196 |
-1.2% |
1.6379 |
| High |
1.6327 |
1.6238 |
-0.0089 |
-0.5% |
1.6468 |
| Low |
1.6116 |
1.6105 |
-0.0011 |
-0.1% |
1.6218 |
| Close |
1.6154 |
1.6208 |
0.0054 |
0.3% |
1.6356 |
| Range |
0.0211 |
0.0133 |
-0.0078 |
-37.0% |
0.0250 |
| ATR |
0.0162 |
0.0160 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
135,443 |
107,832 |
-27,611 |
-20.4% |
568,843 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6583 |
1.6528 |
1.6281 |
|
| R3 |
1.6450 |
1.6395 |
1.6245 |
|
| R2 |
1.6317 |
1.6317 |
1.6232 |
|
| R1 |
1.6262 |
1.6262 |
1.6220 |
1.6290 |
| PP |
1.6184 |
1.6184 |
1.6184 |
1.6197 |
| S1 |
1.6129 |
1.6129 |
1.6196 |
1.6157 |
| S2 |
1.6051 |
1.6051 |
1.6184 |
|
| S3 |
1.5918 |
1.5996 |
1.6171 |
|
| S4 |
1.5785 |
1.5863 |
1.6135 |
|
|
| 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 |
1.6105 |
0.0381 |
2.4% |
0.0190 |
1.2% |
27% |
False |
True |
133,857 |
| 10 |
1.6486 |
1.6105 |
0.0381 |
2.4% |
0.0189 |
1.2% |
27% |
False |
True |
121,760 |
| 20 |
1.6486 |
1.5993 |
0.0493 |
3.0% |
0.0156 |
1.0% |
44% |
False |
False |
106,181 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0145 |
0.9% |
61% |
False |
False |
108,979 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0141 |
0.9% |
58% |
False |
False |
82,628 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0129 |
0.8% |
47% |
False |
False |
61,998 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0116 |
0.7% |
47% |
False |
False |
49,609 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0102 |
0.6% |
47% |
False |
False |
41,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6803 |
|
2.618 |
1.6586 |
|
1.618 |
1.6453 |
|
1.000 |
1.6371 |
|
0.618 |
1.6320 |
|
HIGH |
1.6238 |
|
0.618 |
1.6187 |
|
0.500 |
1.6172 |
|
0.382 |
1.6156 |
|
LOW |
1.6105 |
|
0.618 |
1.6023 |
|
1.000 |
1.5972 |
|
1.618 |
1.5890 |
|
2.618 |
1.5757 |
|
4.250 |
1.5540 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6196 |
1.6256 |
| PP |
1.6184 |
1.6240 |
| S1 |
1.6172 |
1.6224 |
|