CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5860 |
1.5777 |
-0.0083 |
-0.5% |
1.6155 |
| High |
1.5870 |
1.5815 |
-0.0055 |
-0.3% |
1.6205 |
| Low |
1.5761 |
1.5706 |
-0.0055 |
-0.3% |
1.5842 |
| Close |
1.5801 |
1.5768 |
-0.0033 |
-0.2% |
1.5862 |
| Range |
0.0109 |
0.0109 |
0.0000 |
0.0% |
0.0363 |
| ATR |
0.0148 |
0.0146 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
110,594 |
120,454 |
9,860 |
8.9% |
498,301 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6090 |
1.6038 |
1.5828 |
|
| R3 |
1.5981 |
1.5929 |
1.5798 |
|
| R2 |
1.5872 |
1.5872 |
1.5788 |
|
| R1 |
1.5820 |
1.5820 |
1.5778 |
1.5792 |
| PP |
1.5763 |
1.5763 |
1.5763 |
1.5749 |
| S1 |
1.5711 |
1.5711 |
1.5758 |
1.5683 |
| S2 |
1.5654 |
1.5654 |
1.5748 |
|
| S3 |
1.5545 |
1.5602 |
1.5738 |
|
| S4 |
1.5436 |
1.5493 |
1.5708 |
|
|
| 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 |
1.5706 |
0.0376 |
2.4% |
0.0130 |
0.8% |
16% |
False |
True |
114,609 |
| 10 |
1.6333 |
1.5706 |
0.0627 |
4.0% |
0.0137 |
0.9% |
10% |
False |
True |
106,195 |
| 20 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0146 |
0.9% |
7% |
False |
True |
94,774 |
| 40 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0153 |
1.0% |
7% |
False |
True |
99,447 |
| 60 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0146 |
0.9% |
7% |
False |
True |
103,472 |
| 80 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0144 |
0.9% |
7% |
False |
True |
88,807 |
| 100 |
1.6708 |
1.5706 |
0.1002 |
6.4% |
0.0136 |
0.9% |
6% |
False |
True |
71,069 |
| 120 |
1.6708 |
1.5706 |
0.1002 |
6.4% |
0.0123 |
0.8% |
6% |
False |
True |
59,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6278 |
|
2.618 |
1.6100 |
|
1.618 |
1.5991 |
|
1.000 |
1.5924 |
|
0.618 |
1.5882 |
|
HIGH |
1.5815 |
|
0.618 |
1.5773 |
|
0.500 |
1.5761 |
|
0.382 |
1.5748 |
|
LOW |
1.5706 |
|
0.618 |
1.5639 |
|
1.000 |
1.5597 |
|
1.618 |
1.5530 |
|
2.618 |
1.5421 |
|
4.250 |
1.5243 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5766 |
1.5796 |
| PP |
1.5763 |
1.5787 |
| S1 |
1.5761 |
1.5777 |
|