CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6294 |
1.6287 |
-0.0007 |
0.0% |
1.6362 |
| High |
1.6361 |
1.6287 |
-0.0074 |
-0.5% |
1.6456 |
| Low |
1.6188 |
1.6111 |
-0.0077 |
-0.5% |
1.6233 |
| Close |
1.6193 |
1.6141 |
-0.0052 |
-0.3% |
1.6339 |
| Range |
0.0173 |
0.0176 |
0.0003 |
1.7% |
0.0223 |
| ATR |
0.0109 |
0.0113 |
0.0005 |
4.4% |
0.0000 |
| Volume |
100 |
169 |
69 |
69.0% |
195 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6708 |
1.6600 |
1.6238 |
|
| R3 |
1.6532 |
1.6424 |
1.6189 |
|
| R2 |
1.6356 |
1.6356 |
1.6173 |
|
| R1 |
1.6248 |
1.6248 |
1.6157 |
1.6214 |
| PP |
1.6180 |
1.6180 |
1.6180 |
1.6163 |
| S1 |
1.6072 |
1.6072 |
1.6125 |
1.6038 |
| S2 |
1.6004 |
1.6004 |
1.6109 |
|
| S3 |
1.5828 |
1.5896 |
1.6093 |
|
| S4 |
1.5652 |
1.5720 |
1.6044 |
|
|
| 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 |
1.6111 |
0.0349 |
2.2% |
0.0158 |
1.0% |
9% |
False |
True |
99 |
| 10 |
1.6460 |
1.6111 |
0.0349 |
2.2% |
0.0133 |
0.8% |
9% |
False |
True |
65 |
| 20 |
1.6460 |
1.5996 |
0.0464 |
2.9% |
0.0096 |
0.6% |
31% |
False |
False |
42 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.1% |
0.0084 |
0.5% |
52% |
False |
False |
34 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.1% |
0.0060 |
0.4% |
52% |
False |
False |
27 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0047 |
0.3% |
38% |
False |
False |
20 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0038 |
0.2% |
38% |
False |
False |
17 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0032 |
0.2% |
38% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7035 |
|
2.618 |
1.6748 |
|
1.618 |
1.6572 |
|
1.000 |
1.6463 |
|
0.618 |
1.6396 |
|
HIGH |
1.6287 |
|
0.618 |
1.6220 |
|
0.500 |
1.6199 |
|
0.382 |
1.6178 |
|
LOW |
1.6111 |
|
0.618 |
1.6002 |
|
1.000 |
1.5935 |
|
1.618 |
1.5826 |
|
2.618 |
1.5650 |
|
4.250 |
1.5363 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6199 |
1.6286 |
| PP |
1.6180 |
1.6237 |
| S1 |
1.6160 |
1.6189 |
|