CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5942 |
1.5984 |
0.0042 |
0.3% |
1.6341 |
| High |
1.6038 |
1.6082 |
0.0044 |
0.3% |
1.6451 |
| Low |
1.5914 |
1.5911 |
-0.0003 |
0.0% |
1.6128 |
| Close |
1.5976 |
1.5965 |
-0.0011 |
-0.1% |
1.6205 |
| Range |
0.0124 |
0.0171 |
0.0047 |
37.9% |
0.0323 |
| ATR |
0.0154 |
0.0155 |
0.0001 |
0.8% |
0.0000 |
| Volume |
94,771 |
115,413 |
20,642 |
21.8% |
361,211 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6499 |
1.6403 |
1.6059 |
|
| R3 |
1.6328 |
1.6232 |
1.6012 |
|
| R2 |
1.6157 |
1.6157 |
1.5996 |
|
| R1 |
1.6061 |
1.6061 |
1.5981 |
1.6024 |
| PP |
1.5986 |
1.5986 |
1.5986 |
1.5967 |
| S1 |
1.5890 |
1.5890 |
1.5949 |
1.5853 |
| S2 |
1.5815 |
1.5815 |
1.5934 |
|
| S3 |
1.5644 |
1.5719 |
1.5918 |
|
| S4 |
1.5473 |
1.5548 |
1.5871 |
|
|
| 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 |
1.6254 |
1.5911 |
0.0343 |
2.1% |
0.0158 |
1.0% |
16% |
False |
True |
107,213 |
| 10 |
1.6451 |
1.5911 |
0.0540 |
3.4% |
0.0151 |
0.9% |
10% |
False |
True |
91,647 |
| 20 |
1.6615 |
1.5911 |
0.0704 |
4.4% |
0.0152 |
1.0% |
8% |
False |
True |
89,879 |
| 40 |
1.6615 |
1.5911 |
0.0704 |
4.4% |
0.0153 |
1.0% |
8% |
False |
True |
97,924 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0148 |
0.9% |
23% |
False |
False |
103,061 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.3% |
0.0143 |
0.9% |
23% |
False |
False |
83,097 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0134 |
0.8% |
21% |
False |
False |
66,496 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0122 |
0.8% |
21% |
False |
False |
55,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6809 |
|
2.618 |
1.6530 |
|
1.618 |
1.6359 |
|
1.000 |
1.6253 |
|
0.618 |
1.6188 |
|
HIGH |
1.6082 |
|
0.618 |
1.6017 |
|
0.500 |
1.5997 |
|
0.382 |
1.5976 |
|
LOW |
1.5911 |
|
0.618 |
1.5805 |
|
1.000 |
1.5740 |
|
1.618 |
1.5634 |
|
2.618 |
1.5463 |
|
4.250 |
1.5184 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5997 |
1.6058 |
| PP |
1.5986 |
1.6027 |
| S1 |
1.5976 |
1.5996 |
|