CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6377 |
1.6446 |
0.0069 |
0.4% |
1.6441 |
| High |
1.6474 |
1.6590 |
0.0116 |
0.7% |
1.6486 |
| Low |
1.6317 |
1.6339 |
0.0022 |
0.1% |
1.6105 |
| Close |
1.6451 |
1.6562 |
0.0111 |
0.7% |
1.6274 |
| Range |
0.0157 |
0.0251 |
0.0094 |
59.9% |
0.0381 |
| ATR |
0.0159 |
0.0165 |
0.0007 |
4.2% |
0.0000 |
| Volume |
84,935 |
107,262 |
22,327 |
26.3% |
633,606 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7250 |
1.7157 |
1.6700 |
|
| R3 |
1.6999 |
1.6906 |
1.6631 |
|
| R2 |
1.6748 |
1.6748 |
1.6608 |
|
| R1 |
1.6655 |
1.6655 |
1.6585 |
1.6702 |
| PP |
1.6497 |
1.6497 |
1.6497 |
1.6520 |
| S1 |
1.6404 |
1.6404 |
1.6539 |
1.6451 |
| S2 |
1.6246 |
1.6246 |
1.6516 |
|
| S3 |
1.5995 |
1.6153 |
1.6493 |
|
| S4 |
1.5744 |
1.5902 |
1.6424 |
|
|
| 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 |
1.6590 |
1.6105 |
0.0485 |
2.9% |
0.0169 |
1.0% |
94% |
True |
False |
93,399 |
| 10 |
1.6590 |
1.6105 |
0.0485 |
2.9% |
0.0186 |
1.1% |
94% |
True |
False |
115,788 |
| 20 |
1.6590 |
1.6105 |
0.0485 |
2.9% |
0.0168 |
1.0% |
94% |
True |
False |
104,669 |
| 40 |
1.6590 |
1.5768 |
0.0822 |
5.0% |
0.0151 |
0.9% |
97% |
True |
False |
108,639 |
| 60 |
1.6590 |
1.5768 |
0.0822 |
5.0% |
0.0145 |
0.9% |
97% |
True |
False |
88,602 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0136 |
0.8% |
84% |
False |
False |
66,483 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0120 |
0.7% |
84% |
False |
False |
53,198 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0107 |
0.6% |
84% |
False |
False |
44,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7657 |
|
2.618 |
1.7247 |
|
1.618 |
1.6996 |
|
1.000 |
1.6841 |
|
0.618 |
1.6745 |
|
HIGH |
1.6590 |
|
0.618 |
1.6494 |
|
0.500 |
1.6465 |
|
0.382 |
1.6435 |
|
LOW |
1.6339 |
|
0.618 |
1.6184 |
|
1.000 |
1.6088 |
|
1.618 |
1.5933 |
|
2.618 |
1.5682 |
|
4.250 |
1.5272 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6530 |
1.6515 |
| PP |
1.6497 |
1.6468 |
| S1 |
1.6465 |
1.6421 |
|