CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6475 |
1.6353 |
-0.0122 |
-0.7% |
1.6265 |
| High |
1.6475 |
1.6374 |
-0.0101 |
-0.6% |
1.6586 |
| Low |
1.6358 |
1.6244 |
-0.0114 |
-0.7% |
1.6250 |
| Close |
1.6351 |
1.6265 |
-0.0086 |
-0.5% |
1.6462 |
| Range |
0.0117 |
0.0130 |
0.0013 |
11.1% |
0.0336 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.7% |
0.0000 |
| Volume |
99 |
81 |
-18 |
-18.2% |
717 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6684 |
1.6605 |
1.6337 |
|
| R3 |
1.6554 |
1.6475 |
1.6301 |
|
| R2 |
1.6424 |
1.6424 |
1.6289 |
|
| R1 |
1.6345 |
1.6345 |
1.6277 |
1.6320 |
| PP |
1.6294 |
1.6294 |
1.6294 |
1.6282 |
| S1 |
1.6215 |
1.6215 |
1.6253 |
1.6190 |
| S2 |
1.6164 |
1.6164 |
1.6241 |
|
| S3 |
1.6034 |
1.6085 |
1.6229 |
|
| S4 |
1.5904 |
1.5955 |
1.6194 |
|
|
| 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 |
1.6244 |
0.0342 |
2.1% |
0.0106 |
0.7% |
6% |
False |
True |
122 |
| 10 |
1.6586 |
1.6165 |
0.0421 |
2.6% |
0.0125 |
0.8% |
24% |
False |
False |
108 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0130 |
0.8% |
35% |
False |
False |
89 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0102 |
0.6% |
59% |
False |
False |
60 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0083 |
0.5% |
59% |
False |
False |
45 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0062 |
0.4% |
59% |
False |
False |
35 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0051 |
0.3% |
51% |
False |
False |
28 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0043 |
0.3% |
51% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6927 |
|
2.618 |
1.6714 |
|
1.618 |
1.6584 |
|
1.000 |
1.6504 |
|
0.618 |
1.6454 |
|
HIGH |
1.6374 |
|
0.618 |
1.6324 |
|
0.500 |
1.6309 |
|
0.382 |
1.6294 |
|
LOW |
1.6244 |
|
0.618 |
1.6164 |
|
1.000 |
1.6114 |
|
1.618 |
1.6034 |
|
2.618 |
1.5904 |
|
4.250 |
1.5692 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6309 |
1.6397 |
| PP |
1.6294 |
1.6353 |
| S1 |
1.6280 |
1.6309 |
|