CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6406 |
1.6301 |
-0.0105 |
-0.6% |
1.6480 |
| High |
1.6416 |
1.6333 |
-0.0083 |
-0.5% |
1.6570 |
| Low |
1.6252 |
1.6229 |
-0.0023 |
-0.1% |
1.6204 |
| Close |
1.6305 |
1.6238 |
-0.0067 |
-0.4% |
1.6332 |
| Range |
0.0164 |
0.0104 |
-0.0060 |
-36.6% |
0.0366 |
| ATR |
0.0156 |
0.0153 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
83,444 |
68,250 |
-15,194 |
-18.2% |
396,028 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6579 |
1.6512 |
1.6295 |
|
| R3 |
1.6475 |
1.6408 |
1.6267 |
|
| R2 |
1.6371 |
1.6371 |
1.6257 |
|
| R1 |
1.6304 |
1.6304 |
1.6248 |
1.6286 |
| PP |
1.6267 |
1.6267 |
1.6267 |
1.6257 |
| S1 |
1.6200 |
1.6200 |
1.6228 |
1.6182 |
| S2 |
1.6163 |
1.6163 |
1.6219 |
|
| S3 |
1.6059 |
1.6096 |
1.6209 |
|
| S4 |
1.5955 |
1.5992 |
1.6181 |
|
|
| 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 |
1.6451 |
1.6204 |
0.0247 |
1.5% |
0.0143 |
0.9% |
14% |
False |
False |
76,080 |
| 10 |
1.6615 |
1.6204 |
0.0411 |
2.5% |
0.0141 |
0.9% |
8% |
False |
False |
79,451 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0163 |
1.0% |
26% |
False |
False |
97,620 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0153 |
0.9% |
55% |
False |
False |
100,299 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0146 |
0.9% |
55% |
False |
False |
101,078 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0141 |
0.9% |
55% |
False |
False |
76,401 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0129 |
0.8% |
50% |
False |
False |
61,140 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0118 |
0.7% |
50% |
False |
False |
50,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6775 |
|
2.618 |
1.6605 |
|
1.618 |
1.6501 |
|
1.000 |
1.6437 |
|
0.618 |
1.6397 |
|
HIGH |
1.6333 |
|
0.618 |
1.6293 |
|
0.500 |
1.6281 |
|
0.382 |
1.6269 |
|
LOW |
1.6229 |
|
0.618 |
1.6165 |
|
1.000 |
1.6125 |
|
1.618 |
1.6061 |
|
2.618 |
1.5957 |
|
4.250 |
1.5787 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6281 |
1.6340 |
| PP |
1.6267 |
1.6306 |
| S1 |
1.6252 |
1.6272 |
|