CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6484 |
1.6462 |
-0.0022 |
-0.1% |
1.6265 |
| High |
1.6586 |
1.6471 |
-0.0115 |
-0.7% |
1.6586 |
| Low |
1.6444 |
1.6430 |
-0.0014 |
-0.1% |
1.6250 |
| Close |
1.6462 |
1.6465 |
0.0003 |
0.0% |
1.6462 |
| Range |
0.0142 |
0.0041 |
-0.0101 |
-71.1% |
0.0336 |
| ATR |
0.0126 |
0.0120 |
-0.0006 |
-4.8% |
0.0000 |
| Volume |
302 |
102 |
-200 |
-66.2% |
717 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6578 |
1.6563 |
1.6488 |
|
| R3 |
1.6537 |
1.6522 |
1.6476 |
|
| R2 |
1.6496 |
1.6496 |
1.6473 |
|
| R1 |
1.6481 |
1.6481 |
1.6469 |
1.6489 |
| PP |
1.6455 |
1.6455 |
1.6455 |
1.6459 |
| S1 |
1.6440 |
1.6440 |
1.6461 |
1.6448 |
| S2 |
1.6414 |
1.6414 |
1.6457 |
|
| S3 |
1.6373 |
1.6399 |
1.6454 |
|
| S4 |
1.6332 |
1.6358 |
1.6442 |
|
|
| 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 |
1.6312 |
0.0274 |
1.7% |
0.0132 |
0.8% |
56% |
False |
False |
151 |
| 10 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0135 |
0.8% |
75% |
False |
False |
123 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0127 |
0.8% |
75% |
False |
False |
82 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0099 |
0.6% |
85% |
False |
False |
56 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0077 |
0.5% |
85% |
False |
False |
42 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0059 |
0.4% |
74% |
False |
False |
32 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0048 |
0.3% |
74% |
False |
False |
26 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0040 |
0.2% |
74% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6645 |
|
2.618 |
1.6578 |
|
1.618 |
1.6537 |
|
1.000 |
1.6512 |
|
0.618 |
1.6496 |
|
HIGH |
1.6471 |
|
0.618 |
1.6455 |
|
0.500 |
1.6451 |
|
0.382 |
1.6446 |
|
LOW |
1.6430 |
|
0.618 |
1.6405 |
|
1.000 |
1.6389 |
|
1.618 |
1.6364 |
|
2.618 |
1.6323 |
|
4.250 |
1.6256 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6460 |
1.6493 |
| PP |
1.6455 |
1.6484 |
| S1 |
1.6451 |
1.6474 |
|