CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 16-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2011 |
16-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5752 |
1.5786 |
0.0034 |
0.2% |
1.5810 |
| High |
1.5852 |
1.5826 |
-0.0026 |
-0.2% |
1.5872 |
| Low |
1.5719 |
1.5729 |
0.0010 |
0.1% |
1.5692 |
| Close |
1.5793 |
1.5774 |
-0.0019 |
-0.1% |
1.5774 |
| Range |
0.0133 |
0.0097 |
-0.0036 |
-27.1% |
0.0180 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
90,918 |
83,304 |
-7,614 |
-8.4% |
278,790 |
|
| Daily Pivots for day following 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6067 |
1.6018 |
1.5827 |
|
| R3 |
1.5970 |
1.5921 |
1.5801 |
|
| R2 |
1.5873 |
1.5873 |
1.5792 |
|
| R1 |
1.5824 |
1.5824 |
1.5783 |
1.5800 |
| PP |
1.5776 |
1.5776 |
1.5776 |
1.5765 |
| S1 |
1.5727 |
1.5727 |
1.5765 |
1.5703 |
| S2 |
1.5679 |
1.5679 |
1.5756 |
|
| S3 |
1.5582 |
1.5630 |
1.5747 |
|
| S4 |
1.5485 |
1.5533 |
1.5721 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6227 |
1.5873 |
|
| R3 |
1.6139 |
1.6047 |
1.5824 |
|
| R2 |
1.5959 |
1.5959 |
1.5807 |
|
| R1 |
1.5867 |
1.5867 |
1.5791 |
1.5823 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5758 |
| S1 |
1.5687 |
1.5687 |
1.5758 |
1.5643 |
| S2 |
1.5599 |
1.5599 |
1.5741 |
|
| S3 |
1.5419 |
1.5507 |
1.5725 |
|
| S4 |
1.5239 |
1.5327 |
1.5675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5872 |
1.5692 |
0.0180 |
1.1% |
0.0112 |
0.7% |
46% |
False |
False |
55,758 |
| 10 |
1.6234 |
1.5692 |
0.0542 |
3.4% |
0.0134 |
0.9% |
15% |
False |
False |
30,762 |
| 20 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0125 |
0.8% |
9% |
False |
False |
15,489 |
| 40 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0123 |
0.8% |
9% |
False |
False |
7,776 |
| 60 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0107 |
0.7% |
9% |
False |
False |
5,194 |
| 80 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0087 |
0.5% |
9% |
False |
False |
3,899 |
| 100 |
1.6702 |
1.5692 |
0.1010 |
6.4% |
0.0070 |
0.4% |
8% |
False |
False |
3,120 |
| 120 |
1.6702 |
1.5692 |
0.1010 |
6.4% |
0.0059 |
0.4% |
8% |
False |
False |
2,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6238 |
|
2.618 |
1.6080 |
|
1.618 |
1.5983 |
|
1.000 |
1.5923 |
|
0.618 |
1.5886 |
|
HIGH |
1.5826 |
|
0.618 |
1.5789 |
|
0.500 |
1.5778 |
|
0.382 |
1.5766 |
|
LOW |
1.5729 |
|
0.618 |
1.5669 |
|
1.000 |
1.5632 |
|
1.618 |
1.5572 |
|
2.618 |
1.5475 |
|
4.250 |
1.5317 |
|
|
| Fisher Pivots for day following 16-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5778 |
1.5773 |
| PP |
1.5776 |
1.5773 |
| S1 |
1.5775 |
1.5772 |
|