CME British Pound Future September 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5764 |
1.5799 |
0.0035 |
0.2% |
1.5838 |
| High |
1.5867 |
1.5842 |
-0.0025 |
-0.2% |
1.5886 |
| Low |
1.5732 |
1.5743 |
0.0011 |
0.1% |
1.5706 |
| Close |
1.5808 |
1.5789 |
-0.0019 |
-0.1% |
1.5789 |
| Range |
0.0135 |
0.0099 |
-0.0036 |
-26.7% |
0.0180 |
| ATR |
0.0145 |
0.0142 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
92,809 |
19,992 |
-72,817 |
-78.5% |
450,872 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6088 |
1.6038 |
1.5843 |
|
| R3 |
1.5989 |
1.5939 |
1.5816 |
|
| R2 |
1.5890 |
1.5890 |
1.5807 |
|
| R1 |
1.5840 |
1.5840 |
1.5798 |
1.5816 |
| PP |
1.5791 |
1.5791 |
1.5791 |
1.5779 |
| S1 |
1.5741 |
1.5741 |
1.5780 |
1.5717 |
| S2 |
1.5692 |
1.5692 |
1.5771 |
|
| S3 |
1.5593 |
1.5642 |
1.5762 |
|
| S4 |
1.5494 |
1.5543 |
1.5735 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6334 |
1.6241 |
1.5888 |
|
| R3 |
1.6154 |
1.6061 |
1.5839 |
|
| R2 |
1.5974 |
1.5974 |
1.5822 |
|
| R1 |
1.5881 |
1.5881 |
1.5806 |
1.5838 |
| PP |
1.5794 |
1.5794 |
1.5794 |
1.5772 |
| S1 |
1.5701 |
1.5701 |
1.5773 |
1.5658 |
| S2 |
1.5614 |
1.5614 |
1.5756 |
|
| S3 |
1.5434 |
1.5521 |
1.5740 |
|
| S4 |
1.5254 |
1.5341 |
1.5690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5886 |
1.5706 |
0.0180 |
1.1% |
0.0113 |
0.7% |
46% |
False |
False |
90,174 |
| 10 |
1.6252 |
1.5706 |
0.0546 |
3.5% |
0.0138 |
0.9% |
15% |
False |
False |
101,931 |
| 20 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0139 |
0.9% |
9% |
False |
False |
90,407 |
| 40 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0151 |
1.0% |
9% |
False |
False |
96,844 |
| 60 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0146 |
0.9% |
9% |
False |
False |
102,029 |
| 80 |
1.6615 |
1.5706 |
0.0909 |
5.8% |
0.0143 |
0.9% |
9% |
False |
False |
90,208 |
| 100 |
1.6708 |
1.5706 |
0.1002 |
6.3% |
0.0137 |
0.9% |
8% |
False |
False |
72,196 |
| 120 |
1.6708 |
1.5706 |
0.1002 |
6.3% |
0.0124 |
0.8% |
8% |
False |
False |
60,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6263 |
|
2.618 |
1.6101 |
|
1.618 |
1.6002 |
|
1.000 |
1.5941 |
|
0.618 |
1.5903 |
|
HIGH |
1.5842 |
|
0.618 |
1.5804 |
|
0.500 |
1.5793 |
|
0.382 |
1.5781 |
|
LOW |
1.5743 |
|
0.618 |
1.5682 |
|
1.000 |
1.5644 |
|
1.618 |
1.5583 |
|
2.618 |
1.5484 |
|
4.250 |
1.5322 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5793 |
1.5788 |
| PP |
1.5791 |
1.5787 |
| S1 |
1.5790 |
1.5787 |
|