CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6301 |
1.6251 |
-0.0050 |
-0.3% |
1.6480 |
| High |
1.6333 |
1.6254 |
-0.0079 |
-0.5% |
1.6570 |
| Low |
1.6229 |
1.6128 |
-0.0101 |
-0.6% |
1.6204 |
| Close |
1.6238 |
1.6174 |
-0.0064 |
-0.4% |
1.6332 |
| Range |
0.0104 |
0.0126 |
0.0022 |
21.2% |
0.0366 |
| ATR |
0.0153 |
0.0151 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
68,250 |
87,188 |
18,938 |
27.7% |
396,028 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6563 |
1.6495 |
1.6243 |
|
| R3 |
1.6437 |
1.6369 |
1.6209 |
|
| R2 |
1.6311 |
1.6311 |
1.6197 |
|
| R1 |
1.6243 |
1.6243 |
1.6186 |
1.6214 |
| PP |
1.6185 |
1.6185 |
1.6185 |
1.6171 |
| S1 |
1.6117 |
1.6117 |
1.6162 |
1.6088 |
| S2 |
1.6059 |
1.6059 |
1.6151 |
|
| S3 |
1.5933 |
1.5991 |
1.6139 |
|
| S4 |
1.5807 |
1.5865 |
1.6105 |
|
|
| 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 |
1.6128 |
0.0323 |
2.0% |
0.0137 |
0.8% |
14% |
False |
True |
76,396 |
| 10 |
1.6615 |
1.6128 |
0.0487 |
3.0% |
0.0140 |
0.9% |
9% |
False |
True |
78,884 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.2% |
0.0160 |
1.0% |
14% |
False |
False |
95,507 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0154 |
1.0% |
48% |
False |
False |
100,128 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0146 |
0.9% |
48% |
False |
False |
101,972 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0142 |
0.9% |
48% |
False |
False |
77,490 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0129 |
0.8% |
43% |
False |
False |
62,011 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0120 |
0.7% |
43% |
False |
False |
51,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6790 |
|
2.618 |
1.6584 |
|
1.618 |
1.6458 |
|
1.000 |
1.6380 |
|
0.618 |
1.6332 |
|
HIGH |
1.6254 |
|
0.618 |
1.6206 |
|
0.500 |
1.6191 |
|
0.382 |
1.6176 |
|
LOW |
1.6128 |
|
0.618 |
1.6050 |
|
1.000 |
1.6002 |
|
1.618 |
1.5924 |
|
2.618 |
1.5798 |
|
4.250 |
1.5593 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6191 |
1.6272 |
| PP |
1.6185 |
1.6239 |
| S1 |
1.6180 |
1.6207 |
|