CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6284 |
1.6341 |
0.0057 |
0.4% |
1.6480 |
| High |
1.6378 |
1.6451 |
0.0073 |
0.4% |
1.6570 |
| Low |
1.6204 |
1.6332 |
0.0128 |
0.8% |
1.6204 |
| Close |
1.6332 |
1.6405 |
0.0073 |
0.4% |
1.6332 |
| Range |
0.0174 |
0.0119 |
-0.0055 |
-31.6% |
0.0366 |
| ATR |
0.0159 |
0.0156 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
90,912 |
52,188 |
-38,724 |
-42.6% |
396,028 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6753 |
1.6698 |
1.6470 |
|
| R3 |
1.6634 |
1.6579 |
1.6438 |
|
| R2 |
1.6515 |
1.6515 |
1.6427 |
|
| R1 |
1.6460 |
1.6460 |
1.6416 |
1.6488 |
| PP |
1.6396 |
1.6396 |
1.6396 |
1.6410 |
| S1 |
1.6341 |
1.6341 |
1.6394 |
1.6369 |
| S2 |
1.6277 |
1.6277 |
1.6383 |
|
| S3 |
1.6158 |
1.6222 |
1.6372 |
|
| S4 |
1.6039 |
1.6103 |
1.6340 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7467 |
1.7265 |
1.6533 |
|
| R3 |
1.7101 |
1.6899 |
1.6433 |
|
| R2 |
1.6735 |
1.6735 |
1.6399 |
|
| R1 |
1.6533 |
1.6533 |
1.6366 |
1.6451 |
| PP |
1.6369 |
1.6369 |
1.6369 |
1.6328 |
| S1 |
1.6167 |
1.6167 |
1.6298 |
1.6085 |
| S2 |
1.6003 |
1.6003 |
1.6265 |
|
| S3 |
1.5637 |
1.5801 |
1.6231 |
|
| S4 |
1.5271 |
1.5435 |
1.6131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6570 |
1.6204 |
0.0366 |
2.2% |
0.0149 |
0.9% |
55% |
False |
False |
77,264 |
| 10 |
1.6615 |
1.6204 |
0.0411 |
2.5% |
0.0155 |
0.9% |
49% |
False |
False |
83,502 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0164 |
1.0% |
59% |
False |
False |
99,520 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0153 |
0.9% |
75% |
False |
False |
101,778 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0146 |
0.9% |
75% |
False |
False |
99,259 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0140 |
0.9% |
75% |
False |
False |
74,510 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0128 |
0.8% |
68% |
False |
False |
59,625 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.7% |
0.0116 |
0.7% |
68% |
False |
False |
49,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6957 |
|
2.618 |
1.6763 |
|
1.618 |
1.6644 |
|
1.000 |
1.6570 |
|
0.618 |
1.6525 |
|
HIGH |
1.6451 |
|
0.618 |
1.6406 |
|
0.500 |
1.6392 |
|
0.382 |
1.6377 |
|
LOW |
1.6332 |
|
0.618 |
1.6258 |
|
1.000 |
1.6213 |
|
1.618 |
1.6139 |
|
2.618 |
1.6020 |
|
4.250 |
1.5826 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6401 |
1.6379 |
| PP |
1.6396 |
1.6353 |
| S1 |
1.6392 |
1.6328 |
|