CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6228 |
1.6278 |
0.0050 |
0.3% |
1.6441 |
| High |
1.6308 |
1.6406 |
0.0098 |
0.6% |
1.6486 |
| Low |
1.6160 |
1.6251 |
0.0091 |
0.6% |
1.6105 |
| Close |
1.6274 |
1.6381 |
0.0107 |
0.7% |
1.6274 |
| Range |
0.0148 |
0.0155 |
0.0007 |
4.7% |
0.0381 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,928 |
69,039 |
-28,889 |
-29.5% |
633,606 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6811 |
1.6751 |
1.6466 |
|
| R3 |
1.6656 |
1.6596 |
1.6424 |
|
| R2 |
1.6501 |
1.6501 |
1.6409 |
|
| R1 |
1.6441 |
1.6441 |
1.6395 |
1.6471 |
| PP |
1.6346 |
1.6346 |
1.6346 |
1.6361 |
| S1 |
1.6286 |
1.6286 |
1.6367 |
1.6316 |
| S2 |
1.6191 |
1.6191 |
1.6353 |
|
| S3 |
1.6036 |
1.6131 |
1.6338 |
|
| S4 |
1.5881 |
1.5976 |
1.6296 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7431 |
1.7234 |
1.6484 |
|
| R3 |
1.7050 |
1.6853 |
1.6379 |
|
| R2 |
1.6669 |
1.6669 |
1.6344 |
|
| R1 |
1.6472 |
1.6472 |
1.6309 |
1.6380 |
| PP |
1.6288 |
1.6288 |
1.6288 |
1.6243 |
| S1 |
1.6091 |
1.6091 |
1.6239 |
1.5999 |
| S2 |
1.5907 |
1.5907 |
1.6204 |
|
| S3 |
1.5526 |
1.5710 |
1.6169 |
|
| S4 |
1.5145 |
1.5329 |
1.6064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6406 |
1.6105 |
0.0301 |
1.8% |
0.0177 |
1.1% |
92% |
True |
False |
113,998 |
| 10 |
1.6486 |
1.6105 |
0.0381 |
2.3% |
0.0174 |
1.1% |
72% |
False |
False |
115,538 |
| 20 |
1.6486 |
1.6034 |
0.0452 |
2.8% |
0.0159 |
1.0% |
77% |
False |
False |
105,136 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0146 |
0.9% |
85% |
False |
False |
107,690 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0142 |
0.9% |
81% |
False |
False |
85,407 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0132 |
0.8% |
65% |
False |
False |
64,084 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0118 |
0.7% |
65% |
False |
False |
51,277 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0104 |
0.6% |
65% |
False |
False |
42,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7065 |
|
2.618 |
1.6812 |
|
1.618 |
1.6657 |
|
1.000 |
1.6561 |
|
0.618 |
1.6502 |
|
HIGH |
1.6406 |
|
0.618 |
1.6347 |
|
0.500 |
1.6329 |
|
0.382 |
1.6310 |
|
LOW |
1.6251 |
|
0.618 |
1.6155 |
|
1.000 |
1.6096 |
|
1.618 |
1.6000 |
|
2.618 |
1.5845 |
|
4.250 |
1.5592 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6364 |
1.6339 |
| PP |
1.6346 |
1.6297 |
| S1 |
1.6329 |
1.6256 |
|