CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6282 |
1.6224 |
-0.0058 |
-0.4% |
1.6462 |
| High |
1.6316 |
1.6226 |
-0.0090 |
-0.6% |
1.6550 |
| Low |
1.6217 |
1.6113 |
-0.0104 |
-0.6% |
1.6190 |
| Close |
1.6221 |
1.6158 |
-0.0063 |
-0.4% |
1.6316 |
| Range |
0.0099 |
0.0113 |
0.0014 |
14.1% |
0.0360 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
349 |
509 |
160 |
45.8% |
575 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6505 |
1.6444 |
1.6220 |
|
| R3 |
1.6392 |
1.6331 |
1.6189 |
|
| R2 |
1.6279 |
1.6279 |
1.6179 |
|
| R1 |
1.6218 |
1.6218 |
1.6168 |
1.6192 |
| PP |
1.6166 |
1.6166 |
1.6166 |
1.6153 |
| S1 |
1.6105 |
1.6105 |
1.6148 |
1.6079 |
| S2 |
1.6053 |
1.6053 |
1.6137 |
|
| S3 |
1.5940 |
1.5992 |
1.6127 |
|
| S4 |
1.5827 |
1.5879 |
1.6096 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7432 |
1.7234 |
1.6514 |
|
| R3 |
1.7072 |
1.6874 |
1.6415 |
|
| R2 |
1.6712 |
1.6712 |
1.6382 |
|
| R1 |
1.6514 |
1.6514 |
1.6349 |
1.6433 |
| PP |
1.6352 |
1.6352 |
1.6352 |
1.6312 |
| S1 |
1.6154 |
1.6154 |
1.6283 |
1.6073 |
| S2 |
1.5992 |
1.5992 |
1.6250 |
|
| S3 |
1.5632 |
1.5794 |
1.6217 |
|
| S4 |
1.5272 |
1.5434 |
1.6118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6430 |
1.6113 |
0.0317 |
2.0% |
0.0126 |
0.8% |
14% |
False |
True |
310 |
| 10 |
1.6586 |
1.6113 |
0.0473 |
2.9% |
0.0116 |
0.7% |
10% |
False |
True |
216 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0130 |
0.8% |
13% |
False |
False |
159 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0109 |
0.7% |
45% |
False |
False |
93 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0091 |
0.6% |
45% |
False |
False |
71 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0070 |
0.4% |
45% |
False |
False |
54 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0058 |
0.4% |
40% |
False |
False |
44 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0048 |
0.3% |
40% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6706 |
|
2.618 |
1.6522 |
|
1.618 |
1.6409 |
|
1.000 |
1.6339 |
|
0.618 |
1.6296 |
|
HIGH |
1.6226 |
|
0.618 |
1.6183 |
|
0.500 |
1.6170 |
|
0.382 |
1.6156 |
|
LOW |
1.6113 |
|
0.618 |
1.6043 |
|
1.000 |
1.6000 |
|
1.618 |
1.5930 |
|
2.618 |
1.5817 |
|
4.250 |
1.5633 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6170 |
1.6256 |
| PP |
1.6166 |
1.6223 |
| S1 |
1.6162 |
1.6191 |
|