CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6450 |
1.6475 |
0.0025 |
0.2% |
1.6265 |
| High |
1.6550 |
1.6475 |
-0.0075 |
-0.5% |
1.6586 |
| Low |
1.6450 |
1.6358 |
-0.0092 |
-0.6% |
1.6250 |
| Close |
1.6482 |
1.6351 |
-0.0131 |
-0.8% |
1.6462 |
| Range |
0.0100 |
0.0117 |
0.0017 |
17.0% |
0.0336 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
0.3% |
0.0000 |
| Volume |
27 |
99 |
72 |
266.7% |
717 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6746 |
1.6665 |
1.6415 |
|
| R3 |
1.6629 |
1.6548 |
1.6383 |
|
| R2 |
1.6512 |
1.6512 |
1.6372 |
|
| R1 |
1.6431 |
1.6431 |
1.6362 |
1.6413 |
| PP |
1.6395 |
1.6395 |
1.6395 |
1.6386 |
| S1 |
1.6314 |
1.6314 |
1.6340 |
1.6296 |
| S2 |
1.6278 |
1.6278 |
1.6330 |
|
| S3 |
1.6161 |
1.6197 |
1.6319 |
|
| S4 |
1.6044 |
1.6080 |
1.6287 |
|
|
| 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 |
1.6358 |
0.0228 |
1.4% |
0.0102 |
0.6% |
-3% |
False |
True |
129 |
| 10 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0121 |
0.7% |
52% |
False |
False |
109 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0127 |
0.8% |
52% |
False |
False |
87 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0099 |
0.6% |
70% |
False |
False |
59 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0081 |
0.5% |
70% |
False |
False |
44 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0061 |
0.4% |
70% |
False |
False |
34 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0050 |
0.3% |
61% |
False |
False |
27 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0042 |
0.3% |
61% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6972 |
|
2.618 |
1.6781 |
|
1.618 |
1.6664 |
|
1.000 |
1.6592 |
|
0.618 |
1.6547 |
|
HIGH |
1.6475 |
|
0.618 |
1.6430 |
|
0.500 |
1.6417 |
|
0.382 |
1.6403 |
|
LOW |
1.6358 |
|
0.618 |
1.6286 |
|
1.000 |
1.6241 |
|
1.618 |
1.6169 |
|
2.618 |
1.6052 |
|
4.250 |
1.5861 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6417 |
1.6454 |
| PP |
1.6395 |
1.6420 |
| S1 |
1.6373 |
1.6385 |
|