CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6241 |
1.6454 |
0.0213 |
1.3% |
1.6362 |
| High |
1.6371 |
1.6460 |
0.0089 |
0.5% |
1.6456 |
| Low |
1.6241 |
1.6306 |
0.0065 |
0.4% |
1.6233 |
| Close |
1.6339 |
1.6333 |
-0.0006 |
0.0% |
1.6339 |
| Range |
0.0130 |
0.0154 |
0.0024 |
18.5% |
0.0223 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.9% |
0.0000 |
| Volume |
57 |
131 |
74 |
129.8% |
195 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6828 |
1.6735 |
1.6418 |
|
| R3 |
1.6674 |
1.6581 |
1.6375 |
|
| R2 |
1.6520 |
1.6520 |
1.6361 |
|
| R1 |
1.6427 |
1.6427 |
1.6347 |
1.6397 |
| PP |
1.6366 |
1.6366 |
1.6366 |
1.6351 |
| S1 |
1.6273 |
1.6273 |
1.6319 |
1.6243 |
| S2 |
1.6212 |
1.6212 |
1.6305 |
|
| S3 |
1.6058 |
1.6119 |
1.6291 |
|
| S4 |
1.5904 |
1.5965 |
1.6248 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7012 |
1.6898 |
1.6462 |
|
| R3 |
1.6789 |
1.6675 |
1.6400 |
|
| R2 |
1.6566 |
1.6566 |
1.6380 |
|
| R1 |
1.6452 |
1.6452 |
1.6359 |
1.6398 |
| PP |
1.6343 |
1.6343 |
1.6343 |
1.6315 |
| S1 |
1.6229 |
1.6229 |
1.6319 |
1.6175 |
| S2 |
1.6120 |
1.6120 |
1.6298 |
|
| S3 |
1.5897 |
1.6006 |
1.6278 |
|
| S4 |
1.5674 |
1.5783 |
1.6216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6460 |
1.6233 |
0.0227 |
1.4% |
0.0120 |
0.7% |
44% |
True |
False |
58 |
| 10 |
1.6460 |
1.6233 |
0.0227 |
1.4% |
0.0119 |
0.7% |
44% |
True |
False |
40 |
| 20 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0093 |
0.6% |
81% |
True |
False |
35 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0078 |
0.5% |
81% |
True |
False |
28 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0055 |
0.3% |
81% |
True |
False |
22 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0043 |
0.3% |
59% |
False |
False |
17 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0035 |
0.2% |
59% |
False |
False |
14 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0029 |
0.2% |
59% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7115 |
|
2.618 |
1.6863 |
|
1.618 |
1.6709 |
|
1.000 |
1.6614 |
|
0.618 |
1.6555 |
|
HIGH |
1.6460 |
|
0.618 |
1.6401 |
|
0.500 |
1.6383 |
|
0.382 |
1.6365 |
|
LOW |
1.6306 |
|
0.618 |
1.6211 |
|
1.000 |
1.6152 |
|
1.618 |
1.6057 |
|
2.618 |
1.5903 |
|
4.250 |
1.5652 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6383 |
1.6347 |
| PP |
1.6366 |
1.6342 |
| S1 |
1.6350 |
1.6338 |
|