I would argue for the following definitions:
Pseudonym is a fictitous name used to protect your real identity.
Untraceability means that nobody is able to trace back your actions to gain any info even related to your pseudonym or real identity.
Anonymity means that there is no way to identify you uniquely from any other individual (although another alternate meaning is "something which has no name").
In one sense a pseudonym therefore provides anonymity as no one can uniquely identify your real identity. But in another sense having a known pseudonym is the opposite of anonymity as you have a name that uniquely identifies you within the group of all other pseudonyms.
Consider for example a Bitcoin transaction. A Bitcoin transaction occurs between two accounts that are each essentially identified by highly unique number:
- The two accounts numbers are pseudonyms that protect the real identities of those involved and therefore provides anonymity for the owner's real identities.
- On the other hand, all actions related to an account are purposefully highly traceable as all transactions are recorded in a public ledger.
This is essentially the opposite of the voting example given by Stephane where there is untraceability but not anonymity. The untraceability is only in terms of which vote you cast though, and not that you cast it or where you cast it as that info is needed to prevent individuals voting more than once.