CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5810 |
1.5842 |
0.0032 |
0.2% |
1.6148 |
| High |
1.5872 |
1.5857 |
-0.0015 |
-0.1% |
1.6189 |
| Low |
1.5759 |
1.5750 |
-0.0009 |
-0.1% |
1.5828 |
| Close |
1.5799 |
1.5789 |
-0.0010 |
-0.1% |
1.5848 |
| Range |
0.0113 |
0.0107 |
-0.0006 |
-5.3% |
0.0361 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
16,390 |
27,063 |
10,673 |
65.1% |
28,367 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6120 |
1.6061 |
1.5848 |
|
| R3 |
1.6013 |
1.5954 |
1.5818 |
|
| R2 |
1.5906 |
1.5906 |
1.5809 |
|
| R1 |
1.5847 |
1.5847 |
1.5799 |
1.5823 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5787 |
| S1 |
1.5740 |
1.5740 |
1.5779 |
1.5716 |
| S2 |
1.5692 |
1.5692 |
1.5769 |
|
| S3 |
1.5585 |
1.5633 |
1.5760 |
|
| S4 |
1.5478 |
1.5526 |
1.5730 |
|
|
| 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 |
1.6067 |
1.5750 |
0.0317 |
2.0% |
0.0129 |
0.8% |
12% |
False |
True |
13,515 |
| 10 |
1.6398 |
1.5750 |
0.0648 |
4.1% |
0.0137 |
0.9% |
6% |
False |
True |
7,336 |
| 20 |
1.6586 |
1.5750 |
0.0836 |
5.3% |
0.0132 |
0.8% |
5% |
False |
True |
3,740 |
| 40 |
1.6586 |
1.5750 |
0.0836 |
5.3% |
0.0119 |
0.8% |
5% |
False |
True |
1,894 |
| 60 |
1.6586 |
1.5750 |
0.0836 |
5.3% |
0.0101 |
0.6% |
5% |
False |
True |
1,272 |
| 80 |
1.6586 |
1.5750 |
0.0836 |
5.3% |
0.0082 |
0.5% |
5% |
False |
True |
957 |
| 100 |
1.6702 |
1.5750 |
0.0952 |
6.0% |
0.0068 |
0.4% |
4% |
False |
True |
766 |
| 120 |
1.6702 |
1.5750 |
0.0952 |
6.0% |
0.0057 |
0.4% |
4% |
False |
True |
639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6312 |
|
2.618 |
1.6137 |
|
1.618 |
1.6030 |
|
1.000 |
1.5964 |
|
0.618 |
1.5923 |
|
HIGH |
1.5857 |
|
0.618 |
1.5816 |
|
0.500 |
1.5804 |
|
0.382 |
1.5791 |
|
LOW |
1.5750 |
|
0.618 |
1.5684 |
|
1.000 |
1.5643 |
|
1.618 |
1.5577 |
|
2.618 |
1.5470 |
|
4.250 |
1.5295 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5804 |
1.5861 |
| PP |
1.5799 |
1.5837 |
| S1 |
1.5794 |
1.5813 |
|