CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6534 |
1.6500 |
-0.0034 |
-0.2% |
1.6278 |
| High |
1.6550 |
1.6615 |
0.0065 |
0.4% |
1.6615 |
| Low |
1.6415 |
1.6440 |
0.0025 |
0.2% |
1.6251 |
| Close |
1.6498 |
1.6477 |
-0.0021 |
-0.1% |
1.6477 |
| Range |
0.0135 |
0.0175 |
0.0040 |
29.6% |
0.0364 |
| ATR |
0.0164 |
0.0165 |
0.0001 |
0.5% |
0.0000 |
| Volume |
92,863 |
101,745 |
8,882 |
9.6% |
455,844 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7036 |
1.6931 |
1.6573 |
|
| R3 |
1.6861 |
1.6756 |
1.6525 |
|
| R2 |
1.6686 |
1.6686 |
1.6509 |
|
| R1 |
1.6581 |
1.6581 |
1.6493 |
1.6546 |
| PP |
1.6511 |
1.6511 |
1.6511 |
1.6493 |
| S1 |
1.6406 |
1.6406 |
1.6461 |
1.6371 |
| S2 |
1.6336 |
1.6336 |
1.6445 |
|
| S3 |
1.6161 |
1.6231 |
1.6429 |
|
| S4 |
1.5986 |
1.6056 |
1.6381 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7540 |
1.7372 |
1.6677 |
|
| R3 |
1.7176 |
1.7008 |
1.6577 |
|
| R2 |
1.6812 |
1.6812 |
1.6544 |
|
| R1 |
1.6644 |
1.6644 |
1.6510 |
1.6728 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6490 |
| S1 |
1.6280 |
1.6280 |
1.6444 |
1.6364 |
| S2 |
1.6084 |
1.6084 |
1.6410 |
|
| S3 |
1.5720 |
1.5916 |
1.6377 |
|
| S4 |
1.5356 |
1.5552 |
1.6277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6615 |
1.6251 |
0.0364 |
2.2% |
0.0175 |
1.1% |
62% |
True |
False |
91,168 |
| 10 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0180 |
1.1% |
73% |
True |
False |
108,945 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0170 |
1.0% |
73% |
True |
False |
104,701 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.1% |
0.0150 |
0.9% |
84% |
True |
False |
106,884 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.1% |
0.0145 |
0.9% |
84% |
True |
False |
91,835 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0138 |
0.8% |
75% |
False |
False |
68,915 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0122 |
0.7% |
75% |
False |
False |
55,144 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0110 |
0.7% |
75% |
False |
False |
45,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7359 |
|
2.618 |
1.7073 |
|
1.618 |
1.6898 |
|
1.000 |
1.6790 |
|
0.618 |
1.6723 |
|
HIGH |
1.6615 |
|
0.618 |
1.6548 |
|
0.500 |
1.6528 |
|
0.382 |
1.6507 |
|
LOW |
1.6440 |
|
0.618 |
1.6332 |
|
1.000 |
1.6265 |
|
1.618 |
1.6157 |
|
2.618 |
1.5982 |
|
4.250 |
1.5696 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6528 |
1.6477 |
| PP |
1.6511 |
1.6477 |
| S1 |
1.6494 |
1.6477 |
|