CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6500 |
1.6480 |
-0.0020 |
-0.1% |
1.6278 |
| High |
1.6615 |
1.6517 |
-0.0098 |
-0.6% |
1.6615 |
| Low |
1.6440 |
1.6431 |
-0.0009 |
-0.1% |
1.6251 |
| Close |
1.6477 |
1.6480 |
0.0003 |
0.0% |
1.6477 |
| Range |
0.0175 |
0.0086 |
-0.0089 |
-50.9% |
0.0364 |
| ATR |
0.0165 |
0.0159 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
101,745 |
61,893 |
-39,852 |
-39.2% |
455,844 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6734 |
1.6693 |
1.6527 |
|
| R3 |
1.6648 |
1.6607 |
1.6504 |
|
| R2 |
1.6562 |
1.6562 |
1.6496 |
|
| R1 |
1.6521 |
1.6521 |
1.6488 |
1.6523 |
| PP |
1.6476 |
1.6476 |
1.6476 |
1.6477 |
| S1 |
1.6435 |
1.6435 |
1.6472 |
1.6437 |
| S2 |
1.6390 |
1.6390 |
1.6464 |
|
| S3 |
1.6304 |
1.6349 |
1.6456 |
|
| S4 |
1.6218 |
1.6263 |
1.6433 |
|
|
| 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 |
1.6317 |
0.0298 |
1.8% |
0.0161 |
1.0% |
55% |
False |
False |
89,739 |
| 10 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0169 |
1.0% |
74% |
False |
False |
101,869 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0170 |
1.0% |
74% |
False |
False |
104,723 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.1% |
0.0150 |
0.9% |
84% |
False |
False |
106,149 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.1% |
0.0144 |
0.9% |
84% |
False |
False |
92,864 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0138 |
0.8% |
76% |
False |
False |
69,687 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0123 |
0.7% |
76% |
False |
False |
55,762 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0111 |
0.7% |
76% |
False |
False |
46,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6883 |
|
2.618 |
1.6742 |
|
1.618 |
1.6656 |
|
1.000 |
1.6603 |
|
0.618 |
1.6570 |
|
HIGH |
1.6517 |
|
0.618 |
1.6484 |
|
0.500 |
1.6474 |
|
0.382 |
1.6464 |
|
LOW |
1.6431 |
|
0.618 |
1.6378 |
|
1.000 |
1.6345 |
|
1.618 |
1.6292 |
|
2.618 |
1.6206 |
|
4.250 |
1.6066 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6478 |
1.6515 |
| PP |
1.6476 |
1.6503 |
| S1 |
1.6474 |
1.6492 |
|