CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 09-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2011 |
09-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5965 |
1.5956 |
-0.0009 |
-0.1% |
1.6148 |
| High |
1.6067 |
1.5972 |
-0.0095 |
-0.6% |
1.6189 |
| Low |
1.5900 |
1.5828 |
-0.0072 |
-0.5% |
1.5828 |
| Close |
1.5951 |
1.5848 |
-0.0103 |
-0.6% |
1.5848 |
| Range |
0.0167 |
0.0144 |
-0.0023 |
-13.8% |
0.0361 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.7% |
0.0000 |
| Volume |
8,023 |
13,045 |
5,022 |
62.6% |
28,367 |
|
| Daily Pivots for day following 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6315 |
1.6225 |
1.5927 |
|
| R3 |
1.6171 |
1.6081 |
1.5888 |
|
| R2 |
1.6027 |
1.6027 |
1.5874 |
|
| R1 |
1.5937 |
1.5937 |
1.5861 |
1.5910 |
| PP |
1.5883 |
1.5883 |
1.5883 |
1.5869 |
| S1 |
1.5793 |
1.5793 |
1.5835 |
1.5766 |
| S2 |
1.5739 |
1.5739 |
1.5822 |
|
| S3 |
1.5595 |
1.5649 |
1.5808 |
|
| S4 |
1.5451 |
1.5505 |
1.5769 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7038 |
1.6804 |
1.6047 |
|
| R3 |
1.6677 |
1.6443 |
1.5947 |
|
| R2 |
1.6316 |
1.6316 |
1.5914 |
|
| R1 |
1.6082 |
1.6082 |
1.5881 |
1.6019 |
| PP |
1.5955 |
1.5955 |
1.5955 |
1.5923 |
| S1 |
1.5721 |
1.5721 |
1.5815 |
1.5658 |
| S2 |
1.5594 |
1.5594 |
1.5782 |
|
| S3 |
1.5233 |
1.5360 |
1.5749 |
|
| S4 |
1.4872 |
1.4999 |
1.5649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6234 |
1.5828 |
0.0406 |
2.6% |
0.0157 |
1.0% |
5% |
False |
True |
5,766 |
| 10 |
1.6430 |
1.5828 |
0.0602 |
3.8% |
0.0141 |
0.9% |
3% |
False |
True |
3,038 |
| 20 |
1.6586 |
1.5828 |
0.0758 |
4.8% |
0.0133 |
0.8% |
3% |
False |
True |
1,573 |
| 40 |
1.6586 |
1.5828 |
0.0758 |
4.8% |
0.0116 |
0.7% |
3% |
False |
True |
808 |
| 60 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0100 |
0.6% |
6% |
False |
False |
549 |
| 80 |
1.6586 |
1.5802 |
0.0784 |
4.9% |
0.0080 |
0.5% |
6% |
False |
False |
414 |
| 100 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0065 |
0.4% |
5% |
False |
False |
332 |
| 120 |
1.6702 |
1.5802 |
0.0900 |
5.7% |
0.0055 |
0.3% |
5% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6584 |
|
2.618 |
1.6349 |
|
1.618 |
1.6205 |
|
1.000 |
1.6116 |
|
0.618 |
1.6061 |
|
HIGH |
1.5972 |
|
0.618 |
1.5917 |
|
0.500 |
1.5900 |
|
0.382 |
1.5883 |
|
LOW |
1.5828 |
|
0.618 |
1.5739 |
|
1.000 |
1.5684 |
|
1.618 |
1.5595 |
|
2.618 |
1.5451 |
|
4.250 |
1.5216 |
|
|
| Fisher Pivots for day following 09-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5900 |
1.5948 |
| PP |
1.5883 |
1.5914 |
| S1 |
1.5865 |
1.5881 |
|