CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6287 |
1.6095 |
-0.0192 |
-1.2% |
1.6362 |
| High |
1.6287 |
1.6185 |
-0.0102 |
-0.6% |
1.6456 |
| Low |
1.6111 |
1.6095 |
-0.0016 |
-0.1% |
1.6233 |
| Close |
1.6141 |
1.6195 |
0.0054 |
0.3% |
1.6339 |
| Range |
0.0176 |
0.0090 |
-0.0086 |
-48.9% |
0.0223 |
| ATR |
0.0113 |
0.0112 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
169 |
87 |
-82 |
-48.5% |
195 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6428 |
1.6402 |
1.6245 |
|
| R3 |
1.6338 |
1.6312 |
1.6220 |
|
| R2 |
1.6248 |
1.6248 |
1.6212 |
|
| R1 |
1.6222 |
1.6222 |
1.6203 |
1.6235 |
| PP |
1.6158 |
1.6158 |
1.6158 |
1.6165 |
| S1 |
1.6132 |
1.6132 |
1.6187 |
1.6145 |
| S2 |
1.6068 |
1.6068 |
1.6179 |
|
| S3 |
1.5978 |
1.6042 |
1.6170 |
|
| S4 |
1.5888 |
1.5952 |
1.6146 |
|
|
| 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 |
1.6095 |
0.0365 |
2.3% |
0.0145 |
0.9% |
27% |
False |
True |
108 |
| 10 |
1.6460 |
1.6095 |
0.0365 |
2.3% |
0.0135 |
0.8% |
27% |
False |
True |
70 |
| 20 |
1.6460 |
1.5996 |
0.0464 |
2.9% |
0.0098 |
0.6% |
43% |
False |
False |
44 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.1% |
0.0083 |
0.5% |
60% |
False |
False |
36 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.1% |
0.0062 |
0.4% |
60% |
False |
False |
28 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0048 |
0.3% |
44% |
False |
False |
21 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0039 |
0.2% |
44% |
False |
False |
17 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0033 |
0.2% |
44% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6568 |
|
2.618 |
1.6421 |
|
1.618 |
1.6331 |
|
1.000 |
1.6275 |
|
0.618 |
1.6241 |
|
HIGH |
1.6185 |
|
0.618 |
1.6151 |
|
0.500 |
1.6140 |
|
0.382 |
1.6129 |
|
LOW |
1.6095 |
|
0.618 |
1.6039 |
|
1.000 |
1.6005 |
|
1.618 |
1.5949 |
|
2.618 |
1.5859 |
|
4.250 |
1.5713 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6177 |
1.6228 |
| PP |
1.6158 |
1.6217 |
| S1 |
1.6140 |
1.6206 |
|