CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6265 |
1.6336 |
0.0071 |
0.4% |
1.6454 |
| High |
1.6385 |
1.6448 |
0.0063 |
0.4% |
1.6460 |
| Low |
1.6250 |
1.6312 |
0.0062 |
0.4% |
1.6095 |
| Close |
1.6365 |
1.6435 |
0.0070 |
0.4% |
1.6261 |
| Range |
0.0135 |
0.0136 |
0.0001 |
0.7% |
0.0365 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.4% |
0.0000 |
| Volume |
63 |
168 |
105 |
166.7% |
546 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6806 |
1.6757 |
1.6510 |
|
| R3 |
1.6670 |
1.6621 |
1.6472 |
|
| R2 |
1.6534 |
1.6534 |
1.6460 |
|
| R1 |
1.6485 |
1.6485 |
1.6447 |
1.6510 |
| PP |
1.6398 |
1.6398 |
1.6398 |
1.6411 |
| S1 |
1.6349 |
1.6349 |
1.6423 |
1.6374 |
| S2 |
1.6262 |
1.6262 |
1.6410 |
|
| S3 |
1.6126 |
1.6213 |
1.6398 |
|
| S4 |
1.5990 |
1.6077 |
1.6360 |
|
|
| 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 |
1.6448 |
1.6095 |
0.0353 |
2.1% |
0.0130 |
0.8% |
96% |
True |
False |
109 |
| 10 |
1.6460 |
1.6095 |
0.0365 |
2.2% |
0.0138 |
0.8% |
93% |
False |
False |
89 |
| 20 |
1.6460 |
1.6095 |
0.0365 |
2.2% |
0.0110 |
0.7% |
93% |
False |
False |
56 |
| 40 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0089 |
0.5% |
96% |
False |
False |
43 |
| 60 |
1.6460 |
1.5802 |
0.0658 |
4.0% |
0.0068 |
0.4% |
96% |
False |
False |
33 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0053 |
0.3% |
70% |
False |
False |
25 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0043 |
0.3% |
70% |
False |
False |
20 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0036 |
0.2% |
70% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7026 |
|
2.618 |
1.6804 |
|
1.618 |
1.6668 |
|
1.000 |
1.6584 |
|
0.618 |
1.6532 |
|
HIGH |
1.6448 |
|
0.618 |
1.6396 |
|
0.500 |
1.6380 |
|
0.382 |
1.6364 |
|
LOW |
1.6312 |
|
0.618 |
1.6228 |
|
1.000 |
1.6176 |
|
1.618 |
1.6092 |
|
2.618 |
1.5956 |
|
4.250 |
1.5734 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6417 |
1.6392 |
| PP |
1.6398 |
1.6349 |
| S1 |
1.6380 |
1.6307 |
|