CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6181 |
1.6155 |
-0.0026 |
-0.2% |
1.6341 |
| High |
1.6252 |
1.6205 |
-0.0047 |
-0.3% |
1.6451 |
| Low |
1.6169 |
1.5918 |
-0.0251 |
-1.6% |
1.6128 |
| Close |
1.6205 |
1.5933 |
-0.0272 |
-1.7% |
1.6205 |
| Range |
0.0083 |
0.0287 |
0.0204 |
245.8% |
0.0323 |
| ATR |
0.0146 |
0.0156 |
0.0010 |
6.9% |
0.0000 |
| Volume |
70,141 |
168,554 |
98,413 |
140.3% |
361,211 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6880 |
1.6693 |
1.6091 |
|
| R3 |
1.6593 |
1.6406 |
1.6012 |
|
| R2 |
1.6306 |
1.6306 |
1.5986 |
|
| R1 |
1.6119 |
1.6119 |
1.5959 |
1.6069 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.5994 |
| S1 |
1.5832 |
1.5832 |
1.5907 |
1.5782 |
| S2 |
1.5732 |
1.5732 |
1.5880 |
|
| S3 |
1.5445 |
1.5545 |
1.5854 |
|
| S4 |
1.5158 |
1.5258 |
1.5775 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7230 |
1.7041 |
1.6383 |
|
| R3 |
1.6907 |
1.6718 |
1.6294 |
|
| R2 |
1.6584 |
1.6584 |
1.6264 |
|
| R1 |
1.6395 |
1.6395 |
1.6235 |
1.6328 |
| PP |
1.6261 |
1.6261 |
1.6261 |
1.6228 |
| S1 |
1.6072 |
1.6072 |
1.6175 |
1.6005 |
| S2 |
1.5938 |
1.5938 |
1.6146 |
|
| S3 |
1.5615 |
1.5749 |
1.6116 |
|
| S4 |
1.5292 |
1.5426 |
1.6027 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6416 |
1.5918 |
0.0498 |
3.1% |
0.0153 |
1.0% |
3% |
False |
True |
95,515 |
| 10 |
1.6570 |
1.5918 |
0.0652 |
4.1% |
0.0151 |
0.9% |
2% |
False |
True |
86,390 |
| 20 |
1.6615 |
1.5918 |
0.0697 |
4.4% |
0.0160 |
1.0% |
2% |
False |
True |
94,129 |
| 40 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0155 |
1.0% |
19% |
False |
False |
99,963 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0148 |
0.9% |
19% |
False |
False |
102,785 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0143 |
0.9% |
19% |
False |
False |
80,472 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0132 |
0.8% |
18% |
False |
False |
64,396 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0121 |
0.8% |
18% |
False |
False |
53,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7425 |
|
2.618 |
1.6956 |
|
1.618 |
1.6669 |
|
1.000 |
1.6492 |
|
0.618 |
1.6382 |
|
HIGH |
1.6205 |
|
0.618 |
1.6095 |
|
0.500 |
1.6062 |
|
0.382 |
1.6028 |
|
LOW |
1.5918 |
|
0.618 |
1.5741 |
|
1.000 |
1.5631 |
|
1.618 |
1.5454 |
|
2.618 |
1.5167 |
|
4.250 |
1.4698 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6062 |
1.6086 |
| PP |
1.6019 |
1.6035 |
| S1 |
1.5976 |
1.5984 |
|