CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6299 |
1.6332 |
0.0033 |
0.2% |
1.6462 |
| High |
1.6341 |
1.6430 |
0.0089 |
0.5% |
1.6550 |
| Low |
1.6190 |
1.6316 |
0.0126 |
0.8% |
1.6190 |
| Close |
1.6316 |
1.6389 |
0.0073 |
0.4% |
1.6316 |
| Range |
0.0151 |
0.0114 |
-0.0037 |
-24.5% |
0.0360 |
| ATR |
0.0122 |
0.0122 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
266 |
209 |
-57 |
-21.4% |
575 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6720 |
1.6669 |
1.6452 |
|
| R3 |
1.6606 |
1.6555 |
1.6420 |
|
| R2 |
1.6492 |
1.6492 |
1.6410 |
|
| R1 |
1.6441 |
1.6441 |
1.6399 |
1.6467 |
| PP |
1.6378 |
1.6378 |
1.6378 |
1.6391 |
| S1 |
1.6327 |
1.6327 |
1.6379 |
1.6353 |
| S2 |
1.6264 |
1.6264 |
1.6368 |
|
| S3 |
1.6150 |
1.6213 |
1.6358 |
|
| S4 |
1.6036 |
1.6099 |
1.6326 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7432 |
1.7234 |
1.6514 |
|
| R3 |
1.7072 |
1.6874 |
1.6415 |
|
| R2 |
1.6712 |
1.6712 |
1.6382 |
|
| R1 |
1.6514 |
1.6514 |
1.6349 |
1.6433 |
| PP |
1.6352 |
1.6352 |
1.6352 |
1.6312 |
| S1 |
1.6154 |
1.6154 |
1.6283 |
1.6073 |
| S2 |
1.5992 |
1.5992 |
1.6250 |
|
| S3 |
1.5632 |
1.5794 |
1.6217 |
|
| S4 |
1.5272 |
1.5434 |
1.6118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6550 |
1.6190 |
0.0360 |
2.2% |
0.0122 |
0.7% |
55% |
False |
False |
136 |
| 10 |
1.6586 |
1.6190 |
0.0396 |
2.4% |
0.0127 |
0.8% |
50% |
False |
False |
143 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0128 |
0.8% |
60% |
False |
False |
110 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0104 |
0.6% |
75% |
False |
False |
70 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0086 |
0.5% |
75% |
False |
False |
53 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0065 |
0.4% |
75% |
False |
False |
41 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0054 |
0.3% |
65% |
False |
False |
33 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0045 |
0.3% |
65% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6915 |
|
2.618 |
1.6728 |
|
1.618 |
1.6614 |
|
1.000 |
1.6544 |
|
0.618 |
1.6500 |
|
HIGH |
1.6430 |
|
0.618 |
1.6386 |
|
0.500 |
1.6373 |
|
0.382 |
1.6360 |
|
LOW |
1.6316 |
|
0.618 |
1.6246 |
|
1.000 |
1.6202 |
|
1.618 |
1.6132 |
|
2.618 |
1.6018 |
|
4.250 |
1.5832 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6384 |
1.6363 |
| PP |
1.6378 |
1.6336 |
| S1 |
1.6373 |
1.6310 |
|