CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5688 |
1.5726 |
0.0038 |
0.2% |
1.5810 |
| High |
1.5735 |
1.5730 |
-0.0005 |
0.0% |
1.5872 |
| Low |
1.5641 |
1.5474 |
-0.0167 |
-1.1% |
1.5692 |
| Close |
1.5716 |
1.5566 |
-0.0150 |
-1.0% |
1.5774 |
| Range |
0.0094 |
0.0256 |
0.0162 |
172.3% |
0.0180 |
| ATR |
0.0126 |
0.0135 |
0.0009 |
7.4% |
0.0000 |
| Volume |
92,161 |
148,087 |
55,926 |
60.7% |
278,790 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6358 |
1.6218 |
1.5707 |
|
| R3 |
1.6102 |
1.5962 |
1.5636 |
|
| R2 |
1.5846 |
1.5846 |
1.5613 |
|
| R1 |
1.5706 |
1.5706 |
1.5589 |
1.5648 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5561 |
| S1 |
1.5450 |
1.5450 |
1.5543 |
1.5392 |
| S2 |
1.5334 |
1.5334 |
1.5519 |
|
| S3 |
1.5078 |
1.5194 |
1.5496 |
|
| S4 |
1.4822 |
1.4938 |
1.5425 |
|
|
| 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 |
1.5852 |
1.5474 |
0.0378 |
2.4% |
0.0141 |
0.9% |
24% |
False |
True |
101,650 |
| 10 |
1.6067 |
1.5474 |
0.0593 |
3.8% |
0.0135 |
0.9% |
16% |
False |
True |
63,388 |
| 20 |
1.6475 |
1.5474 |
0.1001 |
6.4% |
0.0135 |
0.9% |
9% |
False |
True |
32,169 |
| 40 |
1.6586 |
1.5474 |
0.1112 |
7.1% |
0.0131 |
0.8% |
8% |
False |
True |
16,125 |
| 60 |
1.6586 |
1.5474 |
0.1112 |
7.1% |
0.0111 |
0.7% |
8% |
False |
True |
10,761 |
| 80 |
1.6586 |
1.5474 |
0.1112 |
7.1% |
0.0093 |
0.6% |
8% |
False |
True |
8,074 |
| 100 |
1.6702 |
1.5474 |
0.1228 |
7.9% |
0.0074 |
0.5% |
7% |
False |
True |
6,460 |
| 120 |
1.6702 |
1.5474 |
0.1228 |
7.9% |
0.0063 |
0.4% |
7% |
False |
True |
5,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6818 |
|
2.618 |
1.6400 |
|
1.618 |
1.6144 |
|
1.000 |
1.5986 |
|
0.618 |
1.5888 |
|
HIGH |
1.5730 |
|
0.618 |
1.5632 |
|
0.500 |
1.5602 |
|
0.382 |
1.5572 |
|
LOW |
1.5474 |
|
0.618 |
1.5316 |
|
1.000 |
1.5218 |
|
1.618 |
1.5060 |
|
2.618 |
1.4804 |
|
4.250 |
1.4386 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5602 |
1.5608 |
| PP |
1.5590 |
1.5594 |
| S1 |
1.5578 |
1.5580 |
|