CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6450 |
1.6467 |
0.0017 |
0.1% |
1.6350 |
| High |
1.6450 |
1.6467 |
0.0017 |
0.1% |
1.6503 |
| Low |
1.6450 |
1.6467 |
0.0017 |
0.1% |
1.6350 |
| Close |
1.6450 |
1.6467 |
0.0017 |
0.1% |
1.6448 |
| Range |
|
|
|
|
|
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-5.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6467 |
1.6467 |
|
| R3 |
1.6467 |
1.6467 |
1.6467 |
|
| R2 |
1.6467 |
1.6467 |
1.6467 |
|
| R1 |
1.6467 |
1.6467 |
1.6467 |
1.6467 |
| PP |
1.6467 |
1.6467 |
1.6467 |
1.6467 |
| S1 |
1.6467 |
1.6467 |
1.6467 |
1.6467 |
| S2 |
1.6467 |
1.6467 |
1.6467 |
|
| S3 |
1.6467 |
1.6467 |
1.6467 |
|
| S4 |
1.6467 |
1.6467 |
1.6467 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6893 |
1.6823 |
1.6532 |
|
| R3 |
1.6740 |
1.6670 |
1.6490 |
|
| R2 |
1.6587 |
1.6587 |
1.6476 |
|
| R1 |
1.6517 |
1.6517 |
1.6462 |
1.6552 |
| PP |
1.6434 |
1.6434 |
1.6434 |
1.6451 |
| S1 |
1.6364 |
1.6364 |
1.6434 |
1.6399 |
| S2 |
1.6281 |
1.6281 |
1.6420 |
|
| S3 |
1.6128 |
1.6211 |
1.6406 |
|
| S4 |
1.5975 |
1.6058 |
1.6364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6503 |
1.6448 |
0.0055 |
0.3% |
0.0004 |
0.0% |
35% |
False |
False |
2 |
| 10 |
1.6503 |
1.6130 |
0.0373 |
2.3% |
0.0009 |
0.1% |
90% |
False |
False |
1 |
| 20 |
1.6503 |
1.6130 |
0.0373 |
2.3% |
0.0007 |
0.0% |
90% |
False |
False |
1 |
| 40 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0004 |
0.0% |
94% |
False |
False |
1 |
| 60 |
1.6503 |
1.5863 |
0.0640 |
3.9% |
0.0002 |
0.0% |
94% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6467 |
|
2.618 |
1.6467 |
|
1.618 |
1.6467 |
|
1.000 |
1.6467 |
|
0.618 |
1.6467 |
|
HIGH |
1.6467 |
|
0.618 |
1.6467 |
|
0.500 |
1.6467 |
|
0.382 |
1.6467 |
|
LOW |
1.6467 |
|
0.618 |
1.6467 |
|
1.000 |
1.6467 |
|
1.618 |
1.6467 |
|
2.618 |
1.6467 |
|
4.250 |
1.6467 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6467 |
1.6464 |
| PP |
1.6467 |
1.6461 |
| S1 |
1.6467 |
1.6458 |
|