CME British Pound Future September 2011
| 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 |
1.6480 |
1.6458 |
-0.0022 |
-0.1% |
1.6278 |
| High |
1.6517 |
1.6570 |
0.0053 |
0.3% |
1.6615 |
| Low |
1.6431 |
1.6449 |
0.0018 |
0.1% |
1.6251 |
| Close |
1.6480 |
1.6497 |
0.0017 |
0.1% |
1.6477 |
| Range |
0.0086 |
0.0121 |
0.0035 |
40.7% |
0.0364 |
| ATR |
0.0159 |
0.0156 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
61,893 |
72,363 |
10,470 |
16.9% |
455,844 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6868 |
1.6804 |
1.6564 |
|
| R3 |
1.6747 |
1.6683 |
1.6530 |
|
| R2 |
1.6626 |
1.6626 |
1.6519 |
|
| R1 |
1.6562 |
1.6562 |
1.6508 |
1.6594 |
| PP |
1.6505 |
1.6505 |
1.6505 |
1.6522 |
| S1 |
1.6441 |
1.6441 |
1.6486 |
1.6473 |
| S2 |
1.6384 |
1.6384 |
1.6475 |
|
| S3 |
1.6263 |
1.6320 |
1.6464 |
|
| S4 |
1.6142 |
1.6199 |
1.6430 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7540 |
1.7372 |
1.6677 |
|
| R3 |
1.7176 |
1.7008 |
1.6577 |
|
| R2 |
1.6812 |
1.6812 |
1.6544 |
|
| R1 |
1.6644 |
1.6644 |
1.6510 |
1.6728 |
| PP |
1.6448 |
1.6448 |
1.6448 |
1.6490 |
| S1 |
1.6280 |
1.6280 |
1.6444 |
1.6364 |
| S2 |
1.6084 |
1.6084 |
1.6410 |
|
| S3 |
1.5720 |
1.5916 |
1.6377 |
|
| S4 |
1.5356 |
1.5552 |
1.6277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6615 |
1.6339 |
0.0276 |
1.7% |
0.0154 |
0.9% |
57% |
False |
False |
87,225 |
| 10 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0157 |
1.0% |
77% |
False |
False |
93,130 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0168 |
1.0% |
77% |
False |
False |
103,746 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.1% |
0.0150 |
0.9% |
86% |
False |
False |
105,681 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.1% |
0.0145 |
0.9% |
86% |
False |
False |
94,066 |
| 80 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0139 |
0.8% |
78% |
False |
False |
70,591 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0124 |
0.8% |
78% |
False |
False |
56,486 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0112 |
0.7% |
78% |
False |
False |
47,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7084 |
|
2.618 |
1.6887 |
|
1.618 |
1.6766 |
|
1.000 |
1.6691 |
|
0.618 |
1.6645 |
|
HIGH |
1.6570 |
|
0.618 |
1.6524 |
|
0.500 |
1.6510 |
|
0.382 |
1.6495 |
|
LOW |
1.6449 |
|
0.618 |
1.6374 |
|
1.000 |
1.6328 |
|
1.618 |
1.6253 |
|
2.618 |
1.6132 |
|
4.250 |
1.5935 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6510 |
1.6523 |
| PP |
1.6505 |
1.6514 |
| S1 |
1.6501 |
1.6506 |
|