CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6362 |
1.6284 |
-0.0078 |
-0.5% |
1.6480 |
| High |
1.6395 |
1.6378 |
-0.0017 |
-0.1% |
1.6570 |
| Low |
1.6241 |
1.6204 |
-0.0037 |
-0.2% |
1.6204 |
| Close |
1.6280 |
1.6332 |
0.0052 |
0.3% |
1.6332 |
| Range |
0.0154 |
0.0174 |
0.0020 |
13.0% |
0.0366 |
| ATR |
0.0157 |
0.0159 |
0.0001 |
0.8% |
0.0000 |
| Volume |
85,610 |
90,912 |
5,302 |
6.2% |
396,028 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6827 |
1.6753 |
1.6428 |
|
| R3 |
1.6653 |
1.6579 |
1.6380 |
|
| R2 |
1.6479 |
1.6479 |
1.6364 |
|
| R1 |
1.6405 |
1.6405 |
1.6348 |
1.6442 |
| PP |
1.6305 |
1.6305 |
1.6305 |
1.6323 |
| S1 |
1.6231 |
1.6231 |
1.6316 |
1.6268 |
| S2 |
1.6131 |
1.6131 |
1.6300 |
|
| S3 |
1.5957 |
1.6057 |
1.6284 |
|
| S4 |
1.5783 |
1.5883 |
1.6236 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7467 |
1.7265 |
1.6533 |
|
| R3 |
1.7101 |
1.6899 |
1.6433 |
|
| R2 |
1.6735 |
1.6735 |
1.6399 |
|
| R1 |
1.6533 |
1.6533 |
1.6366 |
1.6451 |
| PP |
1.6369 |
1.6369 |
1.6369 |
1.6328 |
| S1 |
1.6167 |
1.6167 |
1.6298 |
1.6085 |
| S2 |
1.6003 |
1.6003 |
1.6265 |
|
| S3 |
1.5637 |
1.5801 |
1.6231 |
|
| S4 |
1.5271 |
1.5435 |
1.6131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6570 |
1.6204 |
0.0366 |
2.2% |
0.0142 |
0.9% |
35% |
False |
True |
79,205 |
| 10 |
1.6615 |
1.6204 |
0.0411 |
2.5% |
0.0158 |
1.0% |
31% |
False |
True |
85,187 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0170 |
1.0% |
45% |
False |
False |
102,716 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0153 |
0.9% |
67% |
False |
False |
102,996 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0147 |
0.9% |
67% |
False |
False |
98,407 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0141 |
0.9% |
67% |
False |
False |
73,859 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0127 |
0.8% |
60% |
False |
False |
59,103 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0115 |
0.7% |
60% |
False |
False |
49,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7118 |
|
2.618 |
1.6834 |
|
1.618 |
1.6660 |
|
1.000 |
1.6552 |
|
0.618 |
1.6486 |
|
HIGH |
1.6378 |
|
0.618 |
1.6312 |
|
0.500 |
1.6291 |
|
0.382 |
1.6270 |
|
LOW |
1.6204 |
|
0.618 |
1.6096 |
|
1.000 |
1.6030 |
|
1.618 |
1.5922 |
|
2.618 |
1.5748 |
|
4.250 |
1.5465 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6318 |
1.6368 |
| PP |
1.6305 |
1.6356 |
| S1 |
1.6291 |
1.6344 |
|