CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6126 |
1.6228 |
0.0102 |
0.6% |
1.6441 |
| High |
1.6238 |
1.6308 |
0.0070 |
0.4% |
1.6486 |
| Low |
1.6105 |
1.6160 |
0.0055 |
0.3% |
1.6105 |
| Close |
1.6208 |
1.6274 |
0.0066 |
0.4% |
1.6274 |
| Range |
0.0133 |
0.0148 |
0.0015 |
11.3% |
0.0381 |
| ATR |
0.0160 |
0.0159 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
107,832 |
97,928 |
-9,904 |
-9.2% |
633,606 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6691 |
1.6631 |
1.6355 |
|
| R3 |
1.6543 |
1.6483 |
1.6315 |
|
| R2 |
1.6395 |
1.6395 |
1.6301 |
|
| R1 |
1.6335 |
1.6335 |
1.6288 |
1.6365 |
| PP |
1.6247 |
1.6247 |
1.6247 |
1.6263 |
| S1 |
1.6187 |
1.6187 |
1.6260 |
1.6217 |
| S2 |
1.6099 |
1.6099 |
1.6247 |
|
| S3 |
1.5951 |
1.6039 |
1.6233 |
|
| S4 |
1.5803 |
1.5891 |
1.6193 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7431 |
1.7234 |
1.6484 |
|
| R3 |
1.7050 |
1.6853 |
1.6379 |
|
| R2 |
1.6669 |
1.6669 |
1.6344 |
|
| R1 |
1.6472 |
1.6472 |
1.6309 |
1.6380 |
| PP |
1.6288 |
1.6288 |
1.6288 |
1.6243 |
| S1 |
1.6091 |
1.6091 |
1.6239 |
1.5999 |
| S2 |
1.5907 |
1.5907 |
1.6204 |
|
| S3 |
1.5526 |
1.5710 |
1.6169 |
|
| S4 |
1.5145 |
1.5329 |
1.6064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6486 |
1.6105 |
0.0381 |
2.3% |
0.0185 |
1.1% |
44% |
False |
False |
126,721 |
| 10 |
1.6486 |
1.6105 |
0.0381 |
2.3% |
0.0182 |
1.1% |
44% |
False |
False |
120,244 |
| 20 |
1.6486 |
1.5993 |
0.0493 |
3.0% |
0.0158 |
1.0% |
57% |
False |
False |
106,940 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0145 |
0.9% |
70% |
False |
False |
108,110 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0141 |
0.9% |
67% |
False |
False |
84,260 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0131 |
0.8% |
54% |
False |
False |
63,221 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0117 |
0.7% |
54% |
False |
False |
50,588 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0103 |
0.6% |
54% |
False |
False |
42,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6937 |
|
2.618 |
1.6695 |
|
1.618 |
1.6547 |
|
1.000 |
1.6456 |
|
0.618 |
1.6399 |
|
HIGH |
1.6308 |
|
0.618 |
1.6251 |
|
0.500 |
1.6234 |
|
0.382 |
1.6217 |
|
LOW |
1.6160 |
|
0.618 |
1.6069 |
|
1.000 |
1.6012 |
|
1.618 |
1.5921 |
|
2.618 |
1.5773 |
|
4.250 |
1.5531 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6261 |
1.6255 |
| PP |
1.6247 |
1.6235 |
| S1 |
1.6234 |
1.6216 |
|