CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6251 |
1.6181 |
-0.0070 |
-0.4% |
1.6341 |
| High |
1.6254 |
1.6252 |
-0.0002 |
0.0% |
1.6451 |
| Low |
1.6128 |
1.6169 |
0.0041 |
0.3% |
1.6128 |
| Close |
1.6174 |
1.6205 |
0.0031 |
0.2% |
1.6205 |
| Range |
0.0126 |
0.0083 |
-0.0043 |
-34.1% |
0.0323 |
| ATR |
0.0151 |
0.0146 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
87,188 |
70,141 |
-17,047 |
-19.6% |
361,211 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6458 |
1.6414 |
1.6251 |
|
| R3 |
1.6375 |
1.6331 |
1.6228 |
|
| R2 |
1.6292 |
1.6292 |
1.6220 |
|
| R1 |
1.6248 |
1.6248 |
1.6213 |
1.6270 |
| PP |
1.6209 |
1.6209 |
1.6209 |
1.6220 |
| S1 |
1.6165 |
1.6165 |
1.6197 |
1.6187 |
| S2 |
1.6126 |
1.6126 |
1.6190 |
|
| S3 |
1.6043 |
1.6082 |
1.6182 |
|
| S4 |
1.5960 |
1.5999 |
1.6159 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7230 |
1.7041 |
1.6383 |
|
| R3 |
1.6907 |
1.6718 |
1.6294 |
|
| R2 |
1.6584 |
1.6584 |
1.6264 |
|
| R1 |
1.6395 |
1.6395 |
1.6235 |
1.6328 |
| PP |
1.6261 |
1.6261 |
1.6261 |
1.6228 |
| S1 |
1.6072 |
1.6072 |
1.6175 |
1.6005 |
| S2 |
1.5938 |
1.5938 |
1.6146 |
|
| S3 |
1.5615 |
1.5749 |
1.6116 |
|
| S4 |
1.5292 |
1.5426 |
1.6027 |
|
|
| 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% |
0.0119 |
0.7% |
24% |
False |
False |
72,242 |
| 10 |
1.6570 |
1.6128 |
0.0442 |
2.7% |
0.0131 |
0.8% |
17% |
False |
False |
75,723 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0155 |
1.0% |
20% |
False |
False |
92,334 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0152 |
0.9% |
52% |
False |
False |
98,595 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0146 |
0.9% |
52% |
False |
False |
102,239 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0141 |
0.9% |
52% |
False |
False |
78,366 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0129 |
0.8% |
46% |
False |
False |
62,712 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0120 |
0.7% |
46% |
False |
False |
52,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6605 |
|
2.618 |
1.6469 |
|
1.618 |
1.6386 |
|
1.000 |
1.6335 |
|
0.618 |
1.6303 |
|
HIGH |
1.6252 |
|
0.618 |
1.6220 |
|
0.500 |
1.6211 |
|
0.382 |
1.6201 |
|
LOW |
1.6169 |
|
0.618 |
1.6118 |
|
1.000 |
1.6086 |
|
1.618 |
1.6035 |
|
2.618 |
1.5952 |
|
4.250 |
1.5816 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6211 |
1.6231 |
| PP |
1.6209 |
1.6222 |
| S1 |
1.6207 |
1.6214 |
|