CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 02-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2011 |
02-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6224 |
1.6164 |
-0.0060 |
-0.4% |
1.6332 |
| High |
1.6226 |
1.6234 |
0.0008 |
0.0% |
1.6430 |
| Low |
1.6113 |
1.6158 |
0.0045 |
0.3% |
1.6113 |
| Close |
1.6158 |
1.6189 |
0.0031 |
0.2% |
1.6189 |
| Range |
0.0113 |
0.0076 |
-0.0037 |
-32.7% |
0.0317 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
509 |
465 |
-44 |
-8.6% |
1,752 |
|
| Daily Pivots for day following 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6422 |
1.6381 |
1.6231 |
|
| R3 |
1.6346 |
1.6305 |
1.6210 |
|
| R2 |
1.6270 |
1.6270 |
1.6203 |
|
| R1 |
1.6229 |
1.6229 |
1.6196 |
1.6250 |
| PP |
1.6194 |
1.6194 |
1.6194 |
1.6204 |
| S1 |
1.6153 |
1.6153 |
1.6182 |
1.6174 |
| S2 |
1.6118 |
1.6118 |
1.6175 |
|
| S3 |
1.6042 |
1.6077 |
1.6168 |
|
| S4 |
1.5966 |
1.6001 |
1.6147 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7195 |
1.7009 |
1.6363 |
|
| R3 |
1.6878 |
1.6692 |
1.6276 |
|
| R2 |
1.6561 |
1.6561 |
1.6247 |
|
| R1 |
1.6375 |
1.6375 |
1.6218 |
1.6310 |
| PP |
1.6244 |
1.6244 |
1.6244 |
1.6211 |
| S1 |
1.6058 |
1.6058 |
1.6160 |
1.5993 |
| S2 |
1.5927 |
1.5927 |
1.6131 |
|
| S3 |
1.5610 |
1.5741 |
1.6102 |
|
| S4 |
1.5293 |
1.5424 |
1.6015 |
|
|
| 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% |
0.0111 |
0.7% |
24% |
False |
False |
350 |
| 10 |
1.6550 |
1.6113 |
0.0437 |
2.7% |
0.0109 |
0.7% |
17% |
False |
False |
232 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0128 |
0.8% |
19% |
False |
False |
179 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0108 |
0.7% |
49% |
False |
False |
105 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0092 |
0.6% |
49% |
False |
False |
78 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0071 |
0.4% |
49% |
False |
False |
60 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0058 |
0.4% |
43% |
False |
False |
48 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0049 |
0.3% |
43% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6557 |
|
2.618 |
1.6433 |
|
1.618 |
1.6357 |
|
1.000 |
1.6310 |
|
0.618 |
1.6281 |
|
HIGH |
1.6234 |
|
0.618 |
1.6205 |
|
0.500 |
1.6196 |
|
0.382 |
1.6187 |
|
LOW |
1.6158 |
|
0.618 |
1.6111 |
|
1.000 |
1.6082 |
|
1.618 |
1.6035 |
|
2.618 |
1.5959 |
|
4.250 |
1.5835 |
|
|
| Fisher Pivots for day following 02-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6196 |
1.6215 |
| PP |
1.6194 |
1.6206 |
| S1 |
1.6191 |
1.6198 |
|