CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6341 |
1.6406 |
0.0065 |
0.4% |
1.6480 |
| High |
1.6451 |
1.6416 |
-0.0035 |
-0.2% |
1.6570 |
| Low |
1.6332 |
1.6252 |
-0.0080 |
-0.5% |
1.6204 |
| Close |
1.6405 |
1.6305 |
-0.0100 |
-0.6% |
1.6332 |
| Range |
0.0119 |
0.0164 |
0.0045 |
37.8% |
0.0366 |
| ATR |
0.0156 |
0.0156 |
0.0001 |
0.4% |
0.0000 |
| Volume |
52,188 |
83,444 |
31,256 |
59.9% |
396,028 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6816 |
1.6725 |
1.6395 |
|
| R3 |
1.6652 |
1.6561 |
1.6350 |
|
| R2 |
1.6488 |
1.6488 |
1.6335 |
|
| R1 |
1.6397 |
1.6397 |
1.6320 |
1.6361 |
| PP |
1.6324 |
1.6324 |
1.6324 |
1.6306 |
| S1 |
1.6233 |
1.6233 |
1.6290 |
1.6197 |
| S2 |
1.6160 |
1.6160 |
1.6275 |
|
| S3 |
1.5996 |
1.6069 |
1.6260 |
|
| S4 |
1.5832 |
1.5905 |
1.6215 |
|
|
| 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 |
1.6532 |
1.6204 |
0.0328 |
2.0% |
0.0157 |
1.0% |
31% |
False |
False |
79,480 |
| 10 |
1.6615 |
1.6204 |
0.0411 |
2.5% |
0.0155 |
1.0% |
25% |
False |
False |
83,353 |
| 20 |
1.6615 |
1.6105 |
0.0510 |
3.1% |
0.0167 |
1.0% |
39% |
False |
False |
99,376 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0154 |
0.9% |
63% |
False |
False |
101,288 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0147 |
0.9% |
63% |
False |
False |
100,438 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.2% |
0.0141 |
0.9% |
63% |
False |
False |
75,549 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0129 |
0.8% |
57% |
False |
False |
60,458 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.8% |
0.0118 |
0.7% |
57% |
False |
False |
50,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7113 |
|
2.618 |
1.6845 |
|
1.618 |
1.6681 |
|
1.000 |
1.6580 |
|
0.618 |
1.6517 |
|
HIGH |
1.6416 |
|
0.618 |
1.6353 |
|
0.500 |
1.6334 |
|
0.382 |
1.6315 |
|
LOW |
1.6252 |
|
0.618 |
1.6151 |
|
1.000 |
1.6088 |
|
1.618 |
1.5987 |
|
2.618 |
1.5823 |
|
4.250 |
1.5555 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6334 |
1.6328 |
| PP |
1.6324 |
1.6320 |
| S1 |
1.6315 |
1.6313 |
|