CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6336 |
1.6400 |
0.0064 |
0.4% |
1.6454 |
| High |
1.6448 |
1.6560 |
0.0112 |
0.7% |
1.6460 |
| Low |
1.6312 |
1.6327 |
0.0015 |
0.1% |
1.6095 |
| Close |
1.6435 |
1.6547 |
0.0112 |
0.7% |
1.6261 |
| Range |
0.0136 |
0.0233 |
0.0097 |
71.3% |
0.0365 |
| ATR |
0.0115 |
0.0123 |
0.0008 |
7.3% |
0.0000 |
| Volume |
168 |
69 |
-99 |
-58.9% |
546 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7177 |
1.7095 |
1.6675 |
|
| R3 |
1.6944 |
1.6862 |
1.6611 |
|
| R2 |
1.6711 |
1.6711 |
1.6590 |
|
| R1 |
1.6629 |
1.6629 |
1.6568 |
1.6670 |
| PP |
1.6478 |
1.6478 |
1.6478 |
1.6499 |
| S1 |
1.6396 |
1.6396 |
1.6526 |
1.6437 |
| S2 |
1.6245 |
1.6245 |
1.6504 |
|
| S3 |
1.6012 |
1.6163 |
1.6483 |
|
| S4 |
1.5779 |
1.5930 |
1.6419 |
|
|
| 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 |
1.6560 |
1.6095 |
0.0465 |
2.8% |
0.0141 |
0.9% |
97% |
True |
False |
89 |
| 10 |
1.6560 |
1.6095 |
0.0465 |
2.8% |
0.0150 |
0.9% |
97% |
True |
False |
94 |
| 20 |
1.6560 |
1.6095 |
0.0465 |
2.8% |
0.0122 |
0.7% |
97% |
True |
False |
57 |
| 40 |
1.6560 |
1.5802 |
0.0758 |
4.6% |
0.0095 |
0.6% |
98% |
True |
False |
44 |
| 60 |
1.6560 |
1.5802 |
0.0758 |
4.6% |
0.0072 |
0.4% |
98% |
True |
False |
34 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.4% |
0.0056 |
0.3% |
83% |
False |
False |
26 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.4% |
0.0045 |
0.3% |
83% |
False |
False |
21 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.4% |
0.0038 |
0.2% |
83% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7550 |
|
2.618 |
1.7170 |
|
1.618 |
1.6937 |
|
1.000 |
1.6793 |
|
0.618 |
1.6704 |
|
HIGH |
1.6560 |
|
0.618 |
1.6471 |
|
0.500 |
1.6444 |
|
0.382 |
1.6416 |
|
LOW |
1.6327 |
|
0.618 |
1.6183 |
|
1.000 |
1.6094 |
|
1.618 |
1.5950 |
|
2.618 |
1.5717 |
|
4.250 |
1.5337 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6513 |
1.6500 |
| PP |
1.6478 |
1.6452 |
| S1 |
1.6444 |
1.6405 |
|