CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6332 |
1.6398 |
0.0066 |
0.4% |
1.6462 |
| High |
1.6430 |
1.6398 |
-0.0032 |
-0.2% |
1.6550 |
| Low |
1.6316 |
1.6247 |
-0.0069 |
-0.4% |
1.6190 |
| Close |
1.6389 |
1.6289 |
-0.0100 |
-0.6% |
1.6316 |
| Range |
0.0114 |
0.0151 |
0.0037 |
32.5% |
0.0360 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.7% |
0.0000 |
| Volume |
209 |
220 |
11 |
5.3% |
575 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6764 |
1.6678 |
1.6372 |
|
| R3 |
1.6613 |
1.6527 |
1.6331 |
|
| R2 |
1.6462 |
1.6462 |
1.6317 |
|
| R1 |
1.6376 |
1.6376 |
1.6303 |
1.6344 |
| PP |
1.6311 |
1.6311 |
1.6311 |
1.6295 |
| S1 |
1.6225 |
1.6225 |
1.6275 |
1.6193 |
| S2 |
1.6160 |
1.6160 |
1.6261 |
|
| S3 |
1.6009 |
1.6074 |
1.6247 |
|
| S4 |
1.5858 |
1.5923 |
1.6206 |
|
|
| 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 |
1.6475 |
1.6190 |
0.0285 |
1.7% |
0.0133 |
0.8% |
35% |
False |
False |
175 |
| 10 |
1.6586 |
1.6190 |
0.0396 |
2.4% |
0.0129 |
0.8% |
25% |
False |
False |
149 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0133 |
0.8% |
40% |
False |
False |
119 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0104 |
0.6% |
62% |
False |
False |
74 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0089 |
0.5% |
62% |
False |
False |
56 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0067 |
0.4% |
62% |
False |
False |
43 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0055 |
0.3% |
54% |
False |
False |
35 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0046 |
0.3% |
54% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7040 |
|
2.618 |
1.6793 |
|
1.618 |
1.6642 |
|
1.000 |
1.6549 |
|
0.618 |
1.6491 |
|
HIGH |
1.6398 |
|
0.618 |
1.6340 |
|
0.500 |
1.6323 |
|
0.382 |
1.6305 |
|
LOW |
1.6247 |
|
0.618 |
1.6154 |
|
1.000 |
1.6096 |
|
1.618 |
1.6003 |
|
2.618 |
1.5852 |
|
4.250 |
1.5605 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6323 |
1.6310 |
| PP |
1.6311 |
1.6303 |
| S1 |
1.6300 |
1.6296 |
|