CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6400 |
1.6502 |
0.0102 |
0.6% |
1.6454 |
| High |
1.6560 |
1.6509 |
-0.0051 |
-0.3% |
1.6460 |
| Low |
1.6327 |
1.6400 |
0.0073 |
0.4% |
1.6095 |
| Close |
1.6547 |
1.6483 |
-0.0064 |
-0.4% |
1.6261 |
| Range |
0.0233 |
0.0109 |
-0.0124 |
-53.2% |
0.0365 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.4% |
0.0000 |
| Volume |
69 |
115 |
46 |
66.7% |
546 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6791 |
1.6746 |
1.6543 |
|
| R3 |
1.6682 |
1.6637 |
1.6513 |
|
| R2 |
1.6573 |
1.6573 |
1.6503 |
|
| R1 |
1.6528 |
1.6528 |
1.6493 |
1.6496 |
| PP |
1.6464 |
1.6464 |
1.6464 |
1.6448 |
| S1 |
1.6419 |
1.6419 |
1.6473 |
1.6387 |
| S2 |
1.6355 |
1.6355 |
1.6463 |
|
| S3 |
1.6246 |
1.6310 |
1.6453 |
|
| S4 |
1.6137 |
1.6201 |
1.6423 |
|
|
| 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 |
1.6165 |
0.0395 |
2.4% |
0.0145 |
0.9% |
81% |
False |
False |
94 |
| 10 |
1.6560 |
1.6095 |
0.0465 |
2.8% |
0.0145 |
0.9% |
83% |
False |
False |
101 |
| 20 |
1.6560 |
1.6095 |
0.0465 |
2.8% |
0.0120 |
0.7% |
83% |
False |
False |
63 |
| 40 |
1.6560 |
1.5802 |
0.0758 |
4.6% |
0.0098 |
0.6% |
90% |
False |
False |
47 |
| 60 |
1.6560 |
1.5802 |
0.0758 |
4.6% |
0.0074 |
0.4% |
90% |
False |
False |
35 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0057 |
0.3% |
76% |
False |
False |
27 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0046 |
0.3% |
76% |
False |
False |
22 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0039 |
0.2% |
76% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6972 |
|
2.618 |
1.6794 |
|
1.618 |
1.6685 |
|
1.000 |
1.6618 |
|
0.618 |
1.6576 |
|
HIGH |
1.6509 |
|
0.618 |
1.6467 |
|
0.500 |
1.6455 |
|
0.382 |
1.6442 |
|
LOW |
1.6400 |
|
0.618 |
1.6333 |
|
1.000 |
1.6291 |
|
1.618 |
1.6224 |
|
2.618 |
1.6115 |
|
4.250 |
1.5937 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6474 |
1.6467 |
| PP |
1.6464 |
1.6452 |
| S1 |
1.6455 |
1.6436 |
|