CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5956 |
1.5838 |
-0.0118 |
-0.7% |
1.6155 |
| High |
1.5989 |
1.5886 |
-0.0103 |
-0.6% |
1.6205 |
| Low |
1.5842 |
1.5772 |
-0.0070 |
-0.4% |
1.5842 |
| Close |
1.5862 |
1.5811 |
-0.0051 |
-0.3% |
1.5862 |
| Range |
0.0147 |
0.0114 |
-0.0033 |
-22.4% |
0.0363 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
119,563 |
107,023 |
-12,540 |
-10.5% |
498,301 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6165 |
1.6102 |
1.5874 |
|
| R3 |
1.6051 |
1.5988 |
1.5842 |
|
| R2 |
1.5937 |
1.5937 |
1.5832 |
|
| R1 |
1.5874 |
1.5874 |
1.5821 |
1.5849 |
| PP |
1.5823 |
1.5823 |
1.5823 |
1.5810 |
| S1 |
1.5760 |
1.5760 |
1.5801 |
1.5735 |
| S2 |
1.5709 |
1.5709 |
1.5790 |
|
| S3 |
1.5595 |
1.5646 |
1.5780 |
|
| S4 |
1.5481 |
1.5532 |
1.5748 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7059 |
1.6823 |
1.6062 |
|
| R3 |
1.6696 |
1.6460 |
1.5962 |
|
| R2 |
1.6333 |
1.6333 |
1.5929 |
|
| R1 |
1.6097 |
1.6097 |
1.5895 |
1.6034 |
| PP |
1.5970 |
1.5970 |
1.5970 |
1.5938 |
| S1 |
1.5734 |
1.5734 |
1.5829 |
1.5671 |
| S2 |
1.5607 |
1.5607 |
1.5795 |
|
| S3 |
1.5244 |
1.5371 |
1.5762 |
|
| S4 |
1.4881 |
1.5008 |
1.5662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6205 |
1.5772 |
0.0433 |
2.7% |
0.0169 |
1.1% |
9% |
False |
True |
121,064 |
| 10 |
1.6451 |
1.5772 |
0.0679 |
4.3% |
0.0144 |
0.9% |
6% |
False |
True |
96,653 |
| 20 |
1.6615 |
1.5772 |
0.0843 |
5.3% |
0.0151 |
1.0% |
5% |
False |
True |
90,920 |
| 40 |
1.6615 |
1.5772 |
0.0843 |
5.3% |
0.0155 |
1.0% |
5% |
False |
True |
98,930 |
| 60 |
1.6615 |
1.5768 |
0.0847 |
5.4% |
0.0147 |
0.9% |
5% |
False |
False |
102,380 |
| 80 |
1.6615 |
1.5768 |
0.0847 |
5.4% |
0.0144 |
0.9% |
5% |
False |
False |
85,925 |
| 100 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0135 |
0.9% |
5% |
False |
False |
68,761 |
| 120 |
1.6708 |
1.5768 |
0.0940 |
5.9% |
0.0123 |
0.8% |
5% |
False |
False |
57,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6371 |
|
2.618 |
1.6184 |
|
1.618 |
1.6070 |
|
1.000 |
1.6000 |
|
0.618 |
1.5956 |
|
HIGH |
1.5886 |
|
0.618 |
1.5842 |
|
0.500 |
1.5829 |
|
0.382 |
1.5816 |
|
LOW |
1.5772 |
|
0.618 |
1.5702 |
|
1.000 |
1.5658 |
|
1.618 |
1.5588 |
|
2.618 |
1.5474 |
|
4.250 |
1.5288 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5829 |
1.5927 |
| PP |
1.5823 |
1.5888 |
| S1 |
1.5817 |
1.5850 |
|