CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6155 |
1.5942 |
-0.0213 |
-1.3% |
1.6341 |
| High |
1.6205 |
1.6038 |
-0.0167 |
-1.0% |
1.6451 |
| Low |
1.5918 |
1.5914 |
-0.0004 |
0.0% |
1.6128 |
| Close |
1.5933 |
1.5976 |
0.0043 |
0.3% |
1.6205 |
| Range |
0.0287 |
0.0124 |
-0.0163 |
-56.8% |
0.0323 |
| ATR |
0.0156 |
0.0154 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
168,554 |
94,771 |
-73,783 |
-43.8% |
361,211 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6348 |
1.6286 |
1.6044 |
|
| R3 |
1.6224 |
1.6162 |
1.6010 |
|
| R2 |
1.6100 |
1.6100 |
1.5999 |
|
| R1 |
1.6038 |
1.6038 |
1.5987 |
1.6069 |
| PP |
1.5976 |
1.5976 |
1.5976 |
1.5992 |
| S1 |
1.5914 |
1.5914 |
1.5965 |
1.5945 |
| S2 |
1.5852 |
1.5852 |
1.5953 |
|
| S3 |
1.5728 |
1.5790 |
1.5942 |
|
| S4 |
1.5604 |
1.5666 |
1.5908 |
|
|
| 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 |
1.6333 |
1.5914 |
0.0419 |
2.6% |
0.0145 |
0.9% |
15% |
False |
True |
97,780 |
| 10 |
1.6532 |
1.5914 |
0.0618 |
3.9% |
0.0151 |
0.9% |
10% |
False |
True |
88,630 |
| 20 |
1.6615 |
1.5914 |
0.0701 |
4.4% |
0.0154 |
1.0% |
9% |
False |
True |
90,880 |
| 40 |
1.6615 |
1.5891 |
0.0724 |
4.5% |
0.0154 |
1.0% |
12% |
False |
False |
98,707 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0147 |
0.9% |
25% |
False |
False |
102,652 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0142 |
0.9% |
25% |
False |
False |
81,655 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0132 |
0.8% |
22% |
False |
False |
65,342 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0122 |
0.8% |
22% |
False |
False |
54,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6565 |
|
2.618 |
1.6363 |
|
1.618 |
1.6239 |
|
1.000 |
1.6162 |
|
0.618 |
1.6115 |
|
HIGH |
1.6038 |
|
0.618 |
1.5991 |
|
0.500 |
1.5976 |
|
0.382 |
1.5961 |
|
LOW |
1.5914 |
|
0.618 |
1.5837 |
|
1.000 |
1.5790 |
|
1.618 |
1.5713 |
|
2.618 |
1.5589 |
|
4.250 |
1.5387 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5976 |
1.6083 |
| PP |
1.5976 |
1.6047 |
| S1 |
1.5976 |
1.6012 |
|