CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6148 |
1.5935 |
-0.0213 |
-1.3% |
1.6332 |
| High |
1.6189 |
1.6014 |
-0.0175 |
-1.1% |
1.6430 |
| Low |
1.5906 |
1.5901 |
-0.0005 |
0.0% |
1.6113 |
| Close |
1.5919 |
1.5962 |
0.0043 |
0.3% |
1.6189 |
| Range |
0.0283 |
0.0113 |
-0.0170 |
-60.1% |
0.0317 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
4,243 |
3,056 |
-1,187 |
-28.0% |
1,752 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6298 |
1.6243 |
1.6024 |
|
| R3 |
1.6185 |
1.6130 |
1.5993 |
|
| R2 |
1.6072 |
1.6072 |
1.5983 |
|
| R1 |
1.6017 |
1.6017 |
1.5972 |
1.6045 |
| PP |
1.5959 |
1.5959 |
1.5959 |
1.5973 |
| S1 |
1.5904 |
1.5904 |
1.5952 |
1.5932 |
| S2 |
1.5846 |
1.5846 |
1.5941 |
|
| S3 |
1.5733 |
1.5791 |
1.5931 |
|
| S4 |
1.5620 |
1.5678 |
1.5900 |
|
|
| 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 |
1.6316 |
1.5901 |
0.0415 |
2.6% |
0.0137 |
0.9% |
15% |
False |
True |
1,724 |
| 10 |
1.6475 |
1.5901 |
0.0574 |
3.6% |
0.0135 |
0.8% |
11% |
False |
True |
949 |
| 20 |
1.6586 |
1.5901 |
0.0685 |
4.3% |
0.0131 |
0.8% |
9% |
False |
True |
532 |
| 40 |
1.6586 |
1.5901 |
0.0685 |
4.3% |
0.0113 |
0.7% |
9% |
False |
True |
284 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0097 |
0.6% |
20% |
False |
False |
198 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0076 |
0.5% |
20% |
False |
False |
151 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0062 |
0.4% |
18% |
False |
False |
121 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.6% |
0.0052 |
0.3% |
18% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6494 |
|
2.618 |
1.6310 |
|
1.618 |
1.6197 |
|
1.000 |
1.6127 |
|
0.618 |
1.6084 |
|
HIGH |
1.6014 |
|
0.618 |
1.5971 |
|
0.500 |
1.5958 |
|
0.382 |
1.5944 |
|
LOW |
1.5901 |
|
0.618 |
1.5831 |
|
1.000 |
1.5788 |
|
1.618 |
1.5718 |
|
2.618 |
1.5605 |
|
4.250 |
1.5421 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5961 |
1.6068 |
| PP |
1.5959 |
1.6032 |
| S1 |
1.5958 |
1.5997 |
|