CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6180 |
1.6130 |
-0.0050 |
-0.3% |
1.6261 |
| High |
1.6180 |
1.6130 |
-0.0050 |
-0.3% |
1.6382 |
| Low |
1.6180 |
1.6130 |
-0.0050 |
-0.3% |
1.6191 |
| Close |
1.6182 |
1.6130 |
-0.0052 |
-0.3% |
1.6326 |
| Range |
|
|
|
|
|
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
13 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6130 |
1.6130 |
1.6130 |
|
| R3 |
1.6130 |
1.6130 |
1.6130 |
|
| R2 |
1.6130 |
1.6130 |
1.6130 |
|
| R1 |
1.6130 |
1.6130 |
1.6130 |
1.6130 |
| PP |
1.6130 |
1.6130 |
1.6130 |
1.6130 |
| S1 |
1.6130 |
1.6130 |
1.6130 |
1.6130 |
| S2 |
1.6130 |
1.6130 |
1.6130 |
|
| S3 |
1.6130 |
1.6130 |
1.6130 |
|
| S4 |
1.6130 |
1.6130 |
1.6130 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6873 |
1.6790 |
1.6431 |
|
| R3 |
1.6682 |
1.6599 |
1.6379 |
|
| R2 |
1.6491 |
1.6491 |
1.6361 |
|
| R1 |
1.6408 |
1.6408 |
1.6344 |
1.6450 |
| PP |
1.6300 |
1.6300 |
1.6300 |
1.6320 |
| S1 |
1.6217 |
1.6217 |
1.6308 |
1.6259 |
| S2 |
1.6109 |
1.6109 |
1.6291 |
|
| S3 |
1.5918 |
1.6026 |
1.6273 |
|
| S4 |
1.5727 |
1.5835 |
1.6221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6320 |
1.6130 |
0.0190 |
1.2% |
0.0011 |
0.1% |
0% |
False |
True |
3 |
| 10 |
1.6391 |
1.6130 |
0.0261 |
1.6% |
0.0006 |
0.0% |
0% |
False |
True |
2 |
| 20 |
1.6391 |
1.6005 |
0.0386 |
2.4% |
0.0003 |
0.0% |
32% |
False |
False |
1 |
| 40 |
1.6391 |
1.5863 |
0.0528 |
3.3% |
0.0001 |
0.0% |
51% |
False |
False |
1 |
| 60 |
1.6419 |
1.5863 |
0.0556 |
3.4% |
0.0001 |
0.0% |
48% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6130 |
|
2.618 |
1.6130 |
|
1.618 |
1.6130 |
|
1.000 |
1.6130 |
|
0.618 |
1.6130 |
|
HIGH |
1.6130 |
|
0.618 |
1.6130 |
|
0.500 |
1.6130 |
|
0.382 |
1.6130 |
|
LOW |
1.6130 |
|
0.618 |
1.6130 |
|
1.000 |
1.6130 |
|
1.618 |
1.6130 |
|
2.618 |
1.6130 |
|
4.250 |
1.6130 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6130 |
1.6225 |
| PP |
1.6130 |
1.6193 |
| S1 |
1.6130 |
1.6162 |
|