CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6502 |
1.6484 |
-0.0018 |
-0.1% |
1.6265 |
| High |
1.6509 |
1.6586 |
0.0077 |
0.5% |
1.6586 |
| Low |
1.6400 |
1.6444 |
0.0044 |
0.3% |
1.6250 |
| Close |
1.6483 |
1.6462 |
-0.0021 |
-0.1% |
1.6462 |
| Range |
0.0109 |
0.0142 |
0.0033 |
30.3% |
0.0336 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
1.0% |
0.0000 |
| Volume |
115 |
302 |
187 |
162.6% |
717 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6923 |
1.6835 |
1.6540 |
|
| R3 |
1.6781 |
1.6693 |
1.6501 |
|
| R2 |
1.6639 |
1.6639 |
1.6488 |
|
| R1 |
1.6551 |
1.6551 |
1.6475 |
1.6524 |
| PP |
1.6497 |
1.6497 |
1.6497 |
1.6484 |
| S1 |
1.6409 |
1.6409 |
1.6449 |
1.6382 |
| S2 |
1.6355 |
1.6355 |
1.6436 |
|
| S3 |
1.6213 |
1.6267 |
1.6423 |
|
| S4 |
1.6071 |
1.6125 |
1.6384 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7441 |
1.7287 |
1.6647 |
|
| R3 |
1.7105 |
1.6951 |
1.6554 |
|
| R2 |
1.6769 |
1.6769 |
1.6524 |
|
| R1 |
1.6615 |
1.6615 |
1.6493 |
1.6692 |
| PP |
1.6433 |
1.6433 |
1.6433 |
1.6471 |
| S1 |
1.6279 |
1.6279 |
1.6431 |
1.6356 |
| S2 |
1.6097 |
1.6097 |
1.6400 |
|
| S3 |
1.5761 |
1.5943 |
1.6370 |
|
| S4 |
1.5425 |
1.5607 |
1.6277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6586 |
1.6250 |
0.0336 |
2.0% |
0.0151 |
0.9% |
63% |
True |
False |
143 |
| 10 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0146 |
0.9% |
75% |
True |
False |
126 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0126 |
0.8% |
75% |
True |
False |
77 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0099 |
0.6% |
84% |
True |
False |
54 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0076 |
0.5% |
84% |
True |
False |
40 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0059 |
0.4% |
73% |
False |
False |
31 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0047 |
0.3% |
73% |
False |
False |
25 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0040 |
0.2% |
73% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7190 |
|
2.618 |
1.6958 |
|
1.618 |
1.6816 |
|
1.000 |
1.6728 |
|
0.618 |
1.6674 |
|
HIGH |
1.6586 |
|
0.618 |
1.6532 |
|
0.500 |
1.6515 |
|
0.382 |
1.6498 |
|
LOW |
1.6444 |
|
0.618 |
1.6356 |
|
1.000 |
1.6302 |
|
1.618 |
1.6214 |
|
2.618 |
1.6072 |
|
4.250 |
1.5841 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6515 |
1.6460 |
| PP |
1.6497 |
1.6458 |
| S1 |
1.6480 |
1.6457 |
|