CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6458 |
1.6485 |
0.0027 |
0.2% |
1.6278 |
| High |
1.6570 |
1.6532 |
-0.0038 |
-0.2% |
1.6615 |
| Low |
1.6449 |
1.6357 |
-0.0092 |
-0.6% |
1.6251 |
| Close |
1.6497 |
1.6367 |
-0.0130 |
-0.8% |
1.6477 |
| Range |
0.0121 |
0.0175 |
0.0054 |
44.6% |
0.0364 |
| ATR |
0.0156 |
0.0158 |
0.0001 |
0.9% |
0.0000 |
| Volume |
72,363 |
85,250 |
12,887 |
17.8% |
455,844 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6944 |
1.6830 |
1.6463 |
|
| R3 |
1.6769 |
1.6655 |
1.6415 |
|
| R2 |
1.6594 |
1.6594 |
1.6399 |
|
| R1 |
1.6480 |
1.6480 |
1.6383 |
1.6450 |
| PP |
1.6419 |
1.6419 |
1.6419 |
1.6403 |
| S1 |
1.6305 |
1.6305 |
1.6351 |
1.6275 |
| S2 |
1.6244 |
1.6244 |
1.6335 |
|
| S3 |
1.6069 |
1.6130 |
1.6319 |
|
| S4 |
1.5894 |
1.5955 |
1.6271 |
|
|
| 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 |
1.6357 |
0.0258 |
1.6% |
0.0138 |
0.8% |
4% |
False |
True |
82,822 |
| 10 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0154 |
0.9% |
51% |
False |
False |
88,111 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0169 |
1.0% |
51% |
False |
False |
103,186 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0151 |
0.9% |
71% |
False |
False |
104,585 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0145 |
0.9% |
71% |
False |
False |
95,483 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0140 |
0.9% |
71% |
False |
False |
71,656 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0124 |
0.8% |
64% |
False |
False |
57,338 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0113 |
0.7% |
64% |
False |
False |
47,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7276 |
|
2.618 |
1.6990 |
|
1.618 |
1.6815 |
|
1.000 |
1.6707 |
|
0.618 |
1.6640 |
|
HIGH |
1.6532 |
|
0.618 |
1.6465 |
|
0.500 |
1.6445 |
|
0.382 |
1.6424 |
|
LOW |
1.6357 |
|
0.618 |
1.6249 |
|
1.000 |
1.6182 |
|
1.618 |
1.6074 |
|
2.618 |
1.5899 |
|
4.250 |
1.5613 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6445 |
1.6464 |
| PP |
1.6419 |
1.6431 |
| S1 |
1.6393 |
1.6399 |
|