CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5935 |
1.5965 |
0.0030 |
0.2% |
1.6332 |
| High |
1.6014 |
1.6067 |
0.0053 |
0.3% |
1.6430 |
| Low |
1.5901 |
1.5900 |
-0.0001 |
0.0% |
1.6113 |
| Close |
1.5962 |
1.5951 |
-0.0011 |
-0.1% |
1.6189 |
| Range |
0.0113 |
0.0167 |
0.0054 |
47.8% |
0.0317 |
| ATR |
0.0129 |
0.0131 |
0.0003 |
2.1% |
0.0000 |
| Volume |
3,056 |
8,023 |
4,967 |
162.5% |
1,752 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6474 |
1.6379 |
1.6043 |
|
| R3 |
1.6307 |
1.6212 |
1.5997 |
|
| R2 |
1.6140 |
1.6140 |
1.5982 |
|
| R1 |
1.6045 |
1.6045 |
1.5966 |
1.6009 |
| PP |
1.5973 |
1.5973 |
1.5973 |
1.5955 |
| S1 |
1.5878 |
1.5878 |
1.5936 |
1.5842 |
| S2 |
1.5806 |
1.5806 |
1.5920 |
|
| S3 |
1.5639 |
1.5711 |
1.5905 |
|
| S4 |
1.5472 |
1.5544 |
1.5859 |
|
|
| 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 |
1.6234 |
1.5900 |
0.0334 |
2.1% |
0.0150 |
0.9% |
15% |
False |
True |
3,259 |
| 10 |
1.6430 |
1.5900 |
0.0530 |
3.3% |
0.0140 |
0.9% |
10% |
False |
True |
1,742 |
| 20 |
1.6586 |
1.5900 |
0.0686 |
4.3% |
0.0131 |
0.8% |
7% |
False |
True |
925 |
| 40 |
1.6586 |
1.5900 |
0.0686 |
4.3% |
0.0113 |
0.7% |
7% |
False |
True |
484 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0100 |
0.6% |
19% |
False |
False |
331 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0078 |
0.5% |
19% |
False |
False |
251 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0064 |
0.4% |
17% |
False |
False |
201 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0054 |
0.3% |
17% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6777 |
|
2.618 |
1.6504 |
|
1.618 |
1.6337 |
|
1.000 |
1.6234 |
|
0.618 |
1.6170 |
|
HIGH |
1.6067 |
|
0.618 |
1.6003 |
|
0.500 |
1.5984 |
|
0.382 |
1.5964 |
|
LOW |
1.5900 |
|
0.618 |
1.5797 |
|
1.000 |
1.5733 |
|
1.618 |
1.5630 |
|
2.618 |
1.5463 |
|
4.250 |
1.5190 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5984 |
1.6045 |
| PP |
1.5973 |
1.6013 |
| S1 |
1.5962 |
1.5982 |
|