CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6095 |
1.6175 |
0.0080 |
0.5% |
1.6454 |
| High |
1.6185 |
1.6276 |
0.0091 |
0.6% |
1.6460 |
| Low |
1.6095 |
1.6165 |
0.0070 |
0.4% |
1.6095 |
| Close |
1.6195 |
1.6261 |
0.0066 |
0.4% |
1.6261 |
| Range |
0.0090 |
0.0111 |
0.0021 |
23.3% |
0.0365 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.0% |
0.0000 |
| Volume |
87 |
59 |
-28 |
-32.2% |
546 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6567 |
1.6525 |
1.6322 |
|
| R3 |
1.6456 |
1.6414 |
1.6292 |
|
| R2 |
1.6345 |
1.6345 |
1.6281 |
|
| R1 |
1.6303 |
1.6303 |
1.6271 |
1.6324 |
| PP |
1.6234 |
1.6234 |
1.6234 |
1.6245 |
| S1 |
1.6192 |
1.6192 |
1.6251 |
1.6213 |
| S2 |
1.6123 |
1.6123 |
1.6241 |
|
| S3 |
1.6012 |
1.6081 |
1.6230 |
|
| S4 |
1.5901 |
1.5970 |
1.6200 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7367 |
1.7179 |
1.6462 |
|
| R3 |
1.7002 |
1.6814 |
1.6361 |
|
| R2 |
1.6637 |
1.6637 |
1.6328 |
|
| R1 |
1.6449 |
1.6449 |
1.6294 |
1.6361 |
| PP |
1.6272 |
1.6272 |
1.6272 |
1.6228 |
| S1 |
1.6084 |
1.6084 |
1.6228 |
1.5996 |
| S2 |
1.5907 |
1.5907 |
1.6194 |
|
| S3 |
1.5542 |
1.5719 |
1.6161 |
|
| S4 |
1.5177 |
1.5354 |
1.6060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6460 |
1.6095 |
0.0365 |
2.2% |
0.0141 |
0.9% |
45% |
False |
False |
109 |
| 10 |
1.6460 |
1.6095 |
0.0365 |
2.2% |
0.0132 |
0.8% |
45% |
False |
False |
74 |
| 20 |
1.6460 |
1.5996 |
0.0464 |
2.9% |
0.0102 |
0.6% |
57% |
False |
False |
45 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0084 |
0.5% |
70% |
False |
False |
38 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0064 |
0.4% |
70% |
False |
False |
29 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0050 |
0.3% |
51% |
False |
False |
22 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0040 |
0.2% |
51% |
False |
False |
18 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0034 |
0.2% |
51% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6748 |
|
2.618 |
1.6567 |
|
1.618 |
1.6456 |
|
1.000 |
1.6387 |
|
0.618 |
1.6345 |
|
HIGH |
1.6276 |
|
0.618 |
1.6234 |
|
0.500 |
1.6221 |
|
0.382 |
1.6207 |
|
LOW |
1.6165 |
|
0.618 |
1.6096 |
|
1.000 |
1.6054 |
|
1.618 |
1.5985 |
|
2.618 |
1.5874 |
|
4.250 |
1.5693 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6248 |
1.6238 |
| PP |
1.6234 |
1.6214 |
| S1 |
1.6221 |
1.6191 |
|