CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5777 |
1.5764 |
-0.0013 |
-0.1% |
1.6155 |
| High |
1.5815 |
1.5867 |
0.0052 |
0.3% |
1.6205 |
| Low |
1.5706 |
1.5732 |
0.0026 |
0.2% |
1.5842 |
| Close |
1.5768 |
1.5808 |
0.0040 |
0.3% |
1.5862 |
| Range |
0.0109 |
0.0135 |
0.0026 |
23.9% |
0.0363 |
| ATR |
0.0146 |
0.0145 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
120,454 |
92,809 |
-27,645 |
-23.0% |
498,301 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6207 |
1.6143 |
1.5882 |
|
| R3 |
1.6072 |
1.6008 |
1.5845 |
|
| R2 |
1.5937 |
1.5937 |
1.5833 |
|
| R1 |
1.5873 |
1.5873 |
1.5820 |
1.5905 |
| PP |
1.5802 |
1.5802 |
1.5802 |
1.5819 |
| S1 |
1.5738 |
1.5738 |
1.5796 |
1.5770 |
| S2 |
1.5667 |
1.5667 |
1.5783 |
|
| S3 |
1.5532 |
1.5603 |
1.5771 |
|
| S4 |
1.5397 |
1.5468 |
1.5734 |
|
|
| 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 |
1.5989 |
1.5706 |
0.0283 |
1.8% |
0.0123 |
0.8% |
36% |
False |
False |
110,088 |
| 10 |
1.6254 |
1.5706 |
0.0548 |
3.5% |
0.0141 |
0.9% |
19% |
False |
False |
108,651 |
| 20 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0141 |
0.9% |
11% |
False |
False |
94,051 |
| 40 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0154 |
1.0% |
11% |
False |
False |
99,360 |
| 60 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0147 |
0.9% |
11% |
False |
False |
103,776 |
| 80 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0144 |
0.9% |
11% |
False |
False |
89,964 |
| 100 |
1.6708 |
1.5706 |
0.1002 |
6.3% |
0.0137 |
0.9% |
10% |
False |
False |
71,997 |
| 120 |
1.6708 |
1.5706 |
0.1002 |
6.3% |
0.0123 |
0.8% |
10% |
False |
False |
60,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6441 |
|
2.618 |
1.6220 |
|
1.618 |
1.6085 |
|
1.000 |
1.6002 |
|
0.618 |
1.5950 |
|
HIGH |
1.5867 |
|
0.618 |
1.5815 |
|
0.500 |
1.5800 |
|
0.382 |
1.5784 |
|
LOW |
1.5732 |
|
0.618 |
1.5649 |
|
1.000 |
1.5597 |
|
1.618 |
1.5514 |
|
2.618 |
1.5379 |
|
4.250 |
1.5158 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5805 |
1.5801 |
| PP |
1.5802 |
1.5795 |
| S1 |
1.5800 |
1.5788 |
|