CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6446 |
1.6534 |
0.0088 |
0.5% |
1.6441 |
| High |
1.6590 |
1.6550 |
-0.0040 |
-0.2% |
1.6486 |
| Low |
1.6339 |
1.6415 |
0.0076 |
0.5% |
1.6105 |
| Close |
1.6562 |
1.6498 |
-0.0064 |
-0.4% |
1.6274 |
| Range |
0.0251 |
0.0135 |
-0.0116 |
-46.2% |
0.0381 |
| ATR |
0.0165 |
0.0164 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
107,262 |
92,863 |
-14,399 |
-13.4% |
633,606 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6893 |
1.6830 |
1.6572 |
|
| R3 |
1.6758 |
1.6695 |
1.6535 |
|
| R2 |
1.6623 |
1.6623 |
1.6523 |
|
| R1 |
1.6560 |
1.6560 |
1.6510 |
1.6524 |
| PP |
1.6488 |
1.6488 |
1.6488 |
1.6470 |
| S1 |
1.6425 |
1.6425 |
1.6486 |
1.6389 |
| S2 |
1.6353 |
1.6353 |
1.6473 |
|
| S3 |
1.6218 |
1.6290 |
1.6461 |
|
| S4 |
1.6083 |
1.6155 |
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 |
1.6160 |
0.0430 |
2.6% |
0.0169 |
1.0% |
79% |
False |
False |
90,405 |
| 10 |
1.6590 |
1.6105 |
0.0485 |
2.9% |
0.0180 |
1.1% |
81% |
False |
False |
112,131 |
| 20 |
1.6590 |
1.6105 |
0.0485 |
2.9% |
0.0164 |
1.0% |
81% |
False |
False |
103,280 |
| 40 |
1.6590 |
1.5768 |
0.0822 |
5.0% |
0.0149 |
0.9% |
89% |
False |
False |
107,840 |
| 60 |
1.6590 |
1.5768 |
0.0822 |
5.0% |
0.0145 |
0.9% |
89% |
False |
False |
90,142 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0137 |
0.8% |
78% |
False |
False |
67,644 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0121 |
0.7% |
78% |
False |
False |
54,126 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0109 |
0.7% |
78% |
False |
False |
45,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7124 |
|
2.618 |
1.6903 |
|
1.618 |
1.6768 |
|
1.000 |
1.6685 |
|
0.618 |
1.6633 |
|
HIGH |
1.6550 |
|
0.618 |
1.6498 |
|
0.500 |
1.6483 |
|
0.382 |
1.6467 |
|
LOW |
1.6415 |
|
0.618 |
1.6332 |
|
1.000 |
1.6280 |
|
1.618 |
1.6197 |
|
2.618 |
1.6062 |
|
4.250 |
1.5841 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6493 |
1.6483 |
| PP |
1.6488 |
1.6468 |
| S1 |
1.6483 |
1.6454 |
|