CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6454 |
1.6294 |
-0.0160 |
-1.0% |
1.6362 |
| High |
1.6460 |
1.6361 |
-0.0099 |
-0.6% |
1.6456 |
| Low |
1.6306 |
1.6188 |
-0.0118 |
-0.7% |
1.6233 |
| Close |
1.6333 |
1.6193 |
-0.0140 |
-0.9% |
1.6339 |
| Range |
0.0154 |
0.0173 |
0.0019 |
12.3% |
0.0223 |
| ATR |
0.0104 |
0.0109 |
0.0005 |
4.8% |
0.0000 |
| Volume |
131 |
100 |
-31 |
-23.7% |
195 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6766 |
1.6653 |
1.6288 |
|
| R3 |
1.6593 |
1.6480 |
1.6241 |
|
| R2 |
1.6420 |
1.6420 |
1.6225 |
|
| R1 |
1.6307 |
1.6307 |
1.6209 |
1.6277 |
| PP |
1.6247 |
1.6247 |
1.6247 |
1.6233 |
| S1 |
1.6134 |
1.6134 |
1.6177 |
1.6104 |
| S2 |
1.6074 |
1.6074 |
1.6161 |
|
| S3 |
1.5901 |
1.5961 |
1.6145 |
|
| S4 |
1.5728 |
1.5788 |
1.6098 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7012 |
1.6898 |
1.6462 |
|
| R3 |
1.6789 |
1.6675 |
1.6400 |
|
| R2 |
1.6566 |
1.6566 |
1.6380 |
|
| R1 |
1.6452 |
1.6452 |
1.6359 |
1.6398 |
| PP |
1.6343 |
1.6343 |
1.6343 |
1.6315 |
| S1 |
1.6229 |
1.6229 |
1.6319 |
1.6175 |
| S2 |
1.6120 |
1.6120 |
1.6298 |
|
| S3 |
1.5897 |
1.6006 |
1.6278 |
|
| S4 |
1.5674 |
1.5783 |
1.6216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6460 |
1.6188 |
0.0272 |
1.7% |
0.0146 |
0.9% |
2% |
False |
True |
69 |
| 10 |
1.6460 |
1.6188 |
0.0272 |
1.7% |
0.0128 |
0.8% |
2% |
False |
True |
48 |
| 20 |
1.6460 |
1.5915 |
0.0545 |
3.4% |
0.0096 |
0.6% |
51% |
False |
False |
35 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.1% |
0.0080 |
0.5% |
59% |
False |
False |
30 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.1% |
0.0057 |
0.4% |
59% |
False |
False |
24 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0045 |
0.3% |
43% |
False |
False |
18 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0036 |
0.2% |
43% |
False |
False |
15 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0030 |
0.2% |
43% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7096 |
|
2.618 |
1.6814 |
|
1.618 |
1.6641 |
|
1.000 |
1.6534 |
|
0.618 |
1.6468 |
|
HIGH |
1.6361 |
|
0.618 |
1.6295 |
|
0.500 |
1.6275 |
|
0.382 |
1.6254 |
|
LOW |
1.6188 |
|
0.618 |
1.6081 |
|
1.000 |
1.6015 |
|
1.618 |
1.5908 |
|
2.618 |
1.5735 |
|
4.250 |
1.5453 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6275 |
1.6324 |
| PP |
1.6247 |
1.6280 |
| S1 |
1.6220 |
1.6237 |
|