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][1] 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.

  [1]: http://security.stackexchange.com/a/74032/9668