CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6398 |
1.6282 |
-0.0116 |
-0.7% |
1.6462 |
| High |
1.6398 |
1.6316 |
-0.0082 |
-0.5% |
1.6550 |
| Low |
1.6247 |
1.6217 |
-0.0030 |
-0.2% |
1.6190 |
| Close |
1.6289 |
1.6221 |
-0.0068 |
-0.4% |
1.6316 |
| Range |
0.0151 |
0.0099 |
-0.0052 |
-34.4% |
0.0360 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
220 |
349 |
129 |
58.6% |
575 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6548 |
1.6484 |
1.6275 |
|
| R3 |
1.6449 |
1.6385 |
1.6248 |
|
| R2 |
1.6350 |
1.6350 |
1.6239 |
|
| R1 |
1.6286 |
1.6286 |
1.6230 |
1.6269 |
| PP |
1.6251 |
1.6251 |
1.6251 |
1.6243 |
| S1 |
1.6187 |
1.6187 |
1.6212 |
1.6170 |
| S2 |
1.6152 |
1.6152 |
1.6203 |
|
| S3 |
1.6053 |
1.6088 |
1.6194 |
|
| S4 |
1.5954 |
1.5989 |
1.6167 |
|
|
| 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 |
1.6430 |
1.6190 |
0.0240 |
1.5% |
0.0129 |
0.8% |
13% |
False |
False |
225 |
| 10 |
1.6586 |
1.6190 |
0.0396 |
2.4% |
0.0115 |
0.7% |
8% |
False |
False |
177 |
| 20 |
1.6586 |
1.6095 |
0.0491 |
3.0% |
0.0132 |
0.8% |
26% |
False |
False |
135 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0106 |
0.7% |
53% |
False |
False |
81 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0089 |
0.5% |
53% |
False |
False |
62 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.8% |
0.0069 |
0.4% |
53% |
False |
False |
48 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0056 |
0.3% |
47% |
False |
False |
38 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.5% |
0.0047 |
0.3% |
47% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6737 |
|
2.618 |
1.6575 |
|
1.618 |
1.6476 |
|
1.000 |
1.6415 |
|
0.618 |
1.6377 |
|
HIGH |
1.6316 |
|
0.618 |
1.6278 |
|
0.500 |
1.6267 |
|
0.382 |
1.6255 |
|
LOW |
1.6217 |
|
0.618 |
1.6156 |
|
1.000 |
1.6118 |
|
1.618 |
1.6057 |
|
2.618 |
1.5958 |
|
4.250 |
1.5796 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6267 |
1.6324 |
| PP |
1.6251 |
1.6289 |
| S1 |
1.6236 |
1.6255 |
|