CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6175 |
1.6265 |
0.0090 |
0.6% |
1.6454 |
| High |
1.6276 |
1.6385 |
0.0109 |
0.7% |
1.6460 |
| Low |
1.6165 |
1.6250 |
0.0085 |
0.5% |
1.6095 |
| Close |
1.6261 |
1.6365 |
0.0104 |
0.6% |
1.6261 |
| Range |
0.0111 |
0.0135 |
0.0024 |
21.6% |
0.0365 |
| ATR |
0.0112 |
0.0113 |
0.0002 |
1.5% |
0.0000 |
| Volume |
59 |
63 |
4 |
6.8% |
546 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6738 |
1.6687 |
1.6439 |
|
| R3 |
1.6603 |
1.6552 |
1.6402 |
|
| R2 |
1.6468 |
1.6468 |
1.6390 |
|
| R1 |
1.6417 |
1.6417 |
1.6377 |
1.6443 |
| PP |
1.6333 |
1.6333 |
1.6333 |
1.6346 |
| S1 |
1.6282 |
1.6282 |
1.6353 |
1.6308 |
| S2 |
1.6198 |
1.6198 |
1.6340 |
|
| S3 |
1.6063 |
1.6147 |
1.6328 |
|
| S4 |
1.5928 |
1.6012 |
1.6291 |
|
|
| 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 |
1.6385 |
1.6095 |
0.0290 |
1.8% |
0.0137 |
0.8% |
93% |
True |
False |
95 |
| 10 |
1.6460 |
1.6095 |
0.0365 |
2.2% |
0.0129 |
0.8% |
74% |
False |
False |
77 |
| 20 |
1.6460 |
1.6095 |
0.0365 |
2.2% |
0.0105 |
0.6% |
74% |
False |
False |
48 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0086 |
0.5% |
86% |
False |
False |
39 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0066 |
0.4% |
86% |
False |
False |
30 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0052 |
0.3% |
63% |
False |
False |
23 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0042 |
0.3% |
63% |
False |
False |
19 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0035 |
0.2% |
63% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6959 |
|
2.618 |
1.6738 |
|
1.618 |
1.6603 |
|
1.000 |
1.6520 |
|
0.618 |
1.6468 |
|
HIGH |
1.6385 |
|
0.618 |
1.6333 |
|
0.500 |
1.6318 |
|
0.382 |
1.6302 |
|
LOW |
1.6250 |
|
0.618 |
1.6167 |
|
1.000 |
1.6115 |
|
1.618 |
1.6032 |
|
2.618 |
1.5897 |
|
4.250 |
1.5676 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6349 |
1.6323 |
| PP |
1.6333 |
1.6282 |
| S1 |
1.6318 |
1.6240 |
|