CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6164 |
1.6148 |
-0.0016 |
-0.1% |
1.6332 |
| High |
1.6234 |
1.6189 |
-0.0045 |
-0.3% |
1.6430 |
| Low |
1.6158 |
1.5906 |
-0.0252 |
-1.6% |
1.6113 |
| Close |
1.6189 |
1.5919 |
-0.0270 |
-1.7% |
1.6189 |
| Range |
0.0076 |
0.0283 |
0.0207 |
272.4% |
0.0317 |
| ATR |
0.0118 |
0.0130 |
0.0012 |
10.0% |
0.0000 |
| Volume |
465 |
4,243 |
3,778 |
812.5% |
1,752 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6854 |
1.6669 |
1.6075 |
|
| R3 |
1.6571 |
1.6386 |
1.5997 |
|
| R2 |
1.6288 |
1.6288 |
1.5971 |
|
| R1 |
1.6103 |
1.6103 |
1.5945 |
1.6054 |
| PP |
1.6005 |
1.6005 |
1.6005 |
1.5980 |
| S1 |
1.5820 |
1.5820 |
1.5893 |
1.5771 |
| S2 |
1.5722 |
1.5722 |
1.5867 |
|
| S3 |
1.5439 |
1.5537 |
1.5841 |
|
| S4 |
1.5156 |
1.5254 |
1.5763 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7195 |
1.7009 |
1.6363 |
|
| R3 |
1.6878 |
1.6692 |
1.6276 |
|
| R2 |
1.6561 |
1.6561 |
1.6247 |
|
| R1 |
1.6375 |
1.6375 |
1.6218 |
1.6310 |
| PP |
1.6244 |
1.6244 |
1.6244 |
1.6211 |
| S1 |
1.6058 |
1.6058 |
1.6160 |
1.5993 |
| S2 |
1.5927 |
1.5927 |
1.6131 |
|
| S3 |
1.5610 |
1.5741 |
1.6102 |
|
| S4 |
1.5293 |
1.5424 |
1.6015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6398 |
1.5906 |
0.0492 |
3.1% |
0.0144 |
0.9% |
3% |
False |
True |
1,157 |
| 10 |
1.6550 |
1.5906 |
0.0644 |
4.0% |
0.0133 |
0.8% |
2% |
False |
True |
646 |
| 20 |
1.6586 |
1.5906 |
0.0680 |
4.3% |
0.0134 |
0.8% |
2% |
False |
True |
385 |
| 40 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0114 |
0.7% |
15% |
False |
False |
210 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0096 |
0.6% |
15% |
False |
False |
147 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0074 |
0.5% |
15% |
False |
False |
113 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0061 |
0.4% |
13% |
False |
False |
91 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0051 |
0.3% |
13% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7392 |
|
2.618 |
1.6930 |
|
1.618 |
1.6647 |
|
1.000 |
1.6472 |
|
0.618 |
1.6364 |
|
HIGH |
1.6189 |
|
0.618 |
1.6081 |
|
0.500 |
1.6048 |
|
0.382 |
1.6014 |
|
LOW |
1.5906 |
|
0.618 |
1.5731 |
|
1.000 |
1.5623 |
|
1.618 |
1.5448 |
|
2.618 |
1.5165 |
|
4.250 |
1.4703 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6048 |
1.6070 |
| PP |
1.6005 |
1.6020 |
| S1 |
1.5962 |
1.5969 |
|