CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6462 |
1.6450 |
-0.0012 |
-0.1% |
1.6265 |
| High |
1.6471 |
1.6550 |
0.0079 |
0.5% |
1.6586 |
| Low |
1.6430 |
1.6450 |
0.0020 |
0.1% |
1.6250 |
| Close |
1.6465 |
1.6482 |
0.0017 |
0.1% |
1.6462 |
| Range |
0.0041 |
0.0100 |
0.0059 |
143.9% |
0.0336 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
102 |
27 |
-75 |
-73.5% |
717 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6794 |
1.6738 |
1.6537 |
|
| R3 |
1.6694 |
1.6638 |
1.6510 |
|
| R2 |
1.6594 |
1.6594 |
1.6500 |
|
| R1 |
1.6538 |
1.6538 |
1.6491 |
1.6566 |
| PP |
1.6494 |
1.6494 |
1.6494 |
1.6508 |
| S1 |
1.6438 |
1.6438 |
1.6473 |
1.6466 |
| S2 |
1.6394 |
1.6394 |
1.6464 |
|
| S3 |
1.6294 |
1.6338 |
1.6455 |
|
| S4 |
1.6194 |
1.6238 |
1.6427 |
|
|
| 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 |
1.6327 |
0.0259 |
1.6% |
0.0125 |
0.8% |
60% |
False |
False |
123 |
| 10 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0127 |
0.8% |
79% |
False |
False |
116 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0127 |
0.8% |
79% |
False |
False |
82 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0099 |
0.6% |
87% |
False |
False |
57 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0079 |
0.5% |
87% |
False |
False |
42 |
| 80 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0059 |
0.4% |
76% |
False |
False |
33 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0049 |
0.3% |
76% |
False |
False |
26 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0041 |
0.2% |
76% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6975 |
|
2.618 |
1.6812 |
|
1.618 |
1.6712 |
|
1.000 |
1.6650 |
|
0.618 |
1.6612 |
|
HIGH |
1.6550 |
|
0.618 |
1.6512 |
|
0.500 |
1.6500 |
|
0.382 |
1.6488 |
|
LOW |
1.6450 |
|
0.618 |
1.6388 |
|
1.000 |
1.6350 |
|
1.618 |
1.6288 |
|
2.618 |
1.6188 |
|
4.250 |
1.6025 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6500 |
1.6508 |
| PP |
1.6494 |
1.6499 |
| S1 |
1.6488 |
1.6491 |
|