CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5984 |
1.5956 |
-0.0028 |
-0.2% |
1.6155 |
| High |
1.6082 |
1.5989 |
-0.0093 |
-0.6% |
1.6205 |
| Low |
1.5911 |
1.5842 |
-0.0069 |
-0.4% |
1.5842 |
| Close |
1.5965 |
1.5862 |
-0.0103 |
-0.6% |
1.5862 |
| Range |
0.0171 |
0.0147 |
-0.0024 |
-14.0% |
0.0363 |
| ATR |
0.0155 |
0.0154 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
115,413 |
119,563 |
4,150 |
3.6% |
498,301 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6339 |
1.6247 |
1.5943 |
|
| R3 |
1.6192 |
1.6100 |
1.5902 |
|
| R2 |
1.6045 |
1.6045 |
1.5889 |
|
| R1 |
1.5953 |
1.5953 |
1.5875 |
1.5926 |
| PP |
1.5898 |
1.5898 |
1.5898 |
1.5884 |
| S1 |
1.5806 |
1.5806 |
1.5849 |
1.5779 |
| S2 |
1.5751 |
1.5751 |
1.5835 |
|
| S3 |
1.5604 |
1.5659 |
1.5822 |
|
| S4 |
1.5457 |
1.5512 |
1.5781 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7059 |
1.6823 |
1.6062 |
|
| R3 |
1.6696 |
1.6460 |
1.5962 |
|
| R2 |
1.6333 |
1.6333 |
1.5929 |
|
| R1 |
1.6097 |
1.6097 |
1.5895 |
1.6034 |
| PP |
1.5970 |
1.5970 |
1.5970 |
1.5938 |
| S1 |
1.5734 |
1.5734 |
1.5829 |
1.5671 |
| S2 |
1.5607 |
1.5607 |
1.5795 |
|
| S3 |
1.5244 |
1.5371 |
1.5762 |
|
| S4 |
1.4881 |
1.5008 |
1.5662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6252 |
1.5842 |
0.0410 |
2.6% |
0.0162 |
1.0% |
5% |
False |
True |
113,688 |
| 10 |
1.6451 |
1.5842 |
0.0609 |
3.8% |
0.0150 |
0.9% |
3% |
False |
True |
95,042 |
| 20 |
1.6615 |
1.5842 |
0.0773 |
4.9% |
0.0153 |
1.0% |
3% |
False |
True |
90,465 |
| 40 |
1.6615 |
1.5842 |
0.0773 |
4.9% |
0.0154 |
1.0% |
3% |
False |
True |
98,323 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0147 |
0.9% |
11% |
False |
False |
102,808 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0144 |
0.9% |
11% |
False |
False |
84,587 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0134 |
0.8% |
10% |
False |
False |
67,691 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0122 |
0.8% |
10% |
False |
False |
56,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6614 |
|
2.618 |
1.6374 |
|
1.618 |
1.6227 |
|
1.000 |
1.6136 |
|
0.618 |
1.6080 |
|
HIGH |
1.5989 |
|
0.618 |
1.5933 |
|
0.500 |
1.5916 |
|
0.382 |
1.5898 |
|
LOW |
1.5842 |
|
0.618 |
1.5751 |
|
1.000 |
1.5695 |
|
1.618 |
1.5604 |
|
2.618 |
1.5457 |
|
4.250 |
1.5217 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5916 |
1.5962 |
| PP |
1.5898 |
1.5929 |
| S1 |
1.5880 |
1.5895 |
|