CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5838 |
1.5860 |
0.0022 |
0.1% |
1.6155 |
| High |
1.5886 |
1.5870 |
-0.0016 |
-0.1% |
1.6205 |
| Low |
1.5772 |
1.5761 |
-0.0011 |
-0.1% |
1.5842 |
| Close |
1.5811 |
1.5801 |
-0.0010 |
-0.1% |
1.5862 |
| Range |
0.0114 |
0.0109 |
-0.0005 |
-4.4% |
0.0363 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
107,023 |
110,594 |
3,571 |
3.3% |
498,301 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6138 |
1.6078 |
1.5861 |
|
| R3 |
1.6029 |
1.5969 |
1.5831 |
|
| R2 |
1.5920 |
1.5920 |
1.5821 |
|
| R1 |
1.5860 |
1.5860 |
1.5811 |
1.5836 |
| PP |
1.5811 |
1.5811 |
1.5811 |
1.5798 |
| S1 |
1.5751 |
1.5751 |
1.5791 |
1.5727 |
| S2 |
1.5702 |
1.5702 |
1.5781 |
|
| S3 |
1.5593 |
1.5642 |
1.5771 |
|
| S4 |
1.5484 |
1.5533 |
1.5741 |
|
|
| 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 |
1.6082 |
1.5761 |
0.0321 |
2.0% |
0.0133 |
0.8% |
12% |
False |
True |
109,472 |
| 10 |
1.6416 |
1.5761 |
0.0655 |
4.1% |
0.0143 |
0.9% |
6% |
False |
True |
102,494 |
| 20 |
1.6615 |
1.5761 |
0.0854 |
5.4% |
0.0149 |
0.9% |
5% |
False |
True |
92,998 |
| 40 |
1.6615 |
1.5761 |
0.0854 |
5.4% |
0.0154 |
1.0% |
5% |
False |
True |
99,067 |
| 60 |
1.6615 |
1.5761 |
0.0854 |
5.4% |
0.0147 |
0.9% |
5% |
False |
True |
102,793 |
| 80 |
1.6615 |
1.5761 |
0.0854 |
5.4% |
0.0144 |
0.9% |
5% |
False |
True |
87,304 |
| 100 |
1.6708 |
1.5761 |
0.0947 |
6.0% |
0.0135 |
0.9% |
4% |
False |
True |
69,867 |
| 120 |
1.6708 |
1.5761 |
0.0947 |
6.0% |
0.0123 |
0.8% |
4% |
False |
True |
58,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6333 |
|
2.618 |
1.6155 |
|
1.618 |
1.6046 |
|
1.000 |
1.5979 |
|
0.618 |
1.5937 |
|
HIGH |
1.5870 |
|
0.618 |
1.5828 |
|
0.500 |
1.5816 |
|
0.382 |
1.5803 |
|
LOW |
1.5761 |
|
0.618 |
1.5694 |
|
1.000 |
1.5652 |
|
1.618 |
1.5585 |
|
2.618 |
1.5476 |
|
4.250 |
1.5298 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5816 |
1.5875 |
| PP |
1.5811 |
1.5850 |
| S1 |
1.5806 |
1.5826 |
|