CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6485 |
1.6362 |
-0.0123 |
-0.7% |
1.6278 |
| High |
1.6532 |
1.6395 |
-0.0137 |
-0.8% |
1.6615 |
| Low |
1.6357 |
1.6241 |
-0.0116 |
-0.7% |
1.6251 |
| Close |
1.6367 |
1.6280 |
-0.0087 |
-0.5% |
1.6477 |
| Range |
0.0175 |
0.0154 |
-0.0021 |
-12.0% |
0.0364 |
| ATR |
0.0158 |
0.0157 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
85,250 |
85,610 |
360 |
0.4% |
455,844 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6767 |
1.6678 |
1.6365 |
|
| R3 |
1.6613 |
1.6524 |
1.6322 |
|
| R2 |
1.6459 |
1.6459 |
1.6308 |
|
| R1 |
1.6370 |
1.6370 |
1.6294 |
1.6338 |
| PP |
1.6305 |
1.6305 |
1.6305 |
1.6289 |
| S1 |
1.6216 |
1.6216 |
1.6266 |
1.6184 |
| S2 |
1.6151 |
1.6151 |
1.6252 |
|
| S3 |
1.5997 |
1.6062 |
1.6238 |
|
| S4 |
1.5843 |
1.5908 |
1.6195 |
|
|
| 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 |
1.6241 |
0.0374 |
2.3% |
0.0142 |
0.9% |
10% |
False |
True |
81,372 |
| 10 |
1.6615 |
1.6160 |
0.0455 |
2.8% |
0.0156 |
1.0% |
26% |
False |
False |
85,888 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0172 |
1.1% |
34% |
False |
False |
103,824 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0152 |
0.9% |
60% |
False |
False |
103,875 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0145 |
0.9% |
60% |
False |
False |
96,902 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0140 |
0.9% |
60% |
False |
False |
72,723 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0126 |
0.8% |
54% |
False |
False |
58,194 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0114 |
0.7% |
54% |
False |
False |
48,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7050 |
|
2.618 |
1.6798 |
|
1.618 |
1.6644 |
|
1.000 |
1.6549 |
|
0.618 |
1.6490 |
|
HIGH |
1.6395 |
|
0.618 |
1.6336 |
|
0.500 |
1.6318 |
|
0.382 |
1.6300 |
|
LOW |
1.6241 |
|
0.618 |
1.6146 |
|
1.000 |
1.6087 |
|
1.618 |
1.5992 |
|
2.618 |
1.5838 |
|
4.250 |
1.5587 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6318 |
1.6406 |
| PP |
1.6305 |
1.6364 |
| S1 |
1.6293 |
1.6322 |
|