CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6278 |
1.6377 |
0.0099 |
0.6% |
1.6441 |
| High |
1.6406 |
1.6474 |
0.0068 |
0.4% |
1.6486 |
| Low |
1.6251 |
1.6317 |
0.0066 |
0.4% |
1.6105 |
| Close |
1.6381 |
1.6451 |
0.0070 |
0.4% |
1.6274 |
| Range |
0.0155 |
0.0157 |
0.0002 |
1.3% |
0.0381 |
| ATR |
0.0159 |
0.0159 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
69,039 |
84,935 |
15,896 |
23.0% |
633,606 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6885 |
1.6825 |
1.6537 |
|
| R3 |
1.6728 |
1.6668 |
1.6494 |
|
| R2 |
1.6571 |
1.6571 |
1.6480 |
|
| R1 |
1.6511 |
1.6511 |
1.6465 |
1.6541 |
| PP |
1.6414 |
1.6414 |
1.6414 |
1.6429 |
| S1 |
1.6354 |
1.6354 |
1.6437 |
1.6384 |
| S2 |
1.6257 |
1.6257 |
1.6422 |
|
| S3 |
1.6100 |
1.6197 |
1.6408 |
|
| S4 |
1.5943 |
1.6040 |
1.6365 |
|
|
| 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 |
1.6474 |
1.6105 |
0.0369 |
2.2% |
0.0161 |
1.0% |
94% |
True |
False |
99,035 |
| 10 |
1.6486 |
1.6105 |
0.0381 |
2.3% |
0.0179 |
1.1% |
91% |
False |
False |
115,400 |
| 20 |
1.6486 |
1.6057 |
0.0429 |
2.6% |
0.0160 |
1.0% |
92% |
False |
False |
104,121 |
| 40 |
1.6486 |
1.5768 |
0.0718 |
4.4% |
0.0147 |
0.9% |
95% |
False |
False |
107,821 |
| 60 |
1.6521 |
1.5768 |
0.0753 |
4.6% |
0.0143 |
0.9% |
91% |
False |
False |
86,819 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0133 |
0.8% |
73% |
False |
False |
65,143 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0118 |
0.7% |
73% |
False |
False |
52,126 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0105 |
0.6% |
73% |
False |
False |
43,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7141 |
|
2.618 |
1.6885 |
|
1.618 |
1.6728 |
|
1.000 |
1.6631 |
|
0.618 |
1.6571 |
|
HIGH |
1.6474 |
|
0.618 |
1.6414 |
|
0.500 |
1.6396 |
|
0.382 |
1.6377 |
|
LOW |
1.6317 |
|
0.618 |
1.6220 |
|
1.000 |
1.6160 |
|
1.618 |
1.6063 |
|
2.618 |
1.5906 |
|
4.250 |
1.5650 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6433 |
1.6406 |
| PP |
1.6414 |
1.6362 |
| S1 |
1.6396 |
1.6317 |
|