CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5491 |
1.5330 |
-0.0161 |
-1.0% |
1.5705 |
| High |
1.5505 |
1.5481 |
-0.0024 |
-0.2% |
1.5741 |
| Low |
1.5316 |
1.5328 |
0.0012 |
0.1% |
1.5316 |
| Close |
1.5342 |
1.5412 |
0.0070 |
0.5% |
1.5412 |
| Range |
0.0189 |
0.0153 |
-0.0036 |
-19.0% |
0.0425 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.5% |
0.0000 |
| Volume |
152,732 |
125,132 |
-27,600 |
-18.1% |
611,893 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5866 |
1.5792 |
1.5496 |
|
| R3 |
1.5713 |
1.5639 |
1.5454 |
|
| R2 |
1.5560 |
1.5560 |
1.5440 |
|
| R1 |
1.5486 |
1.5486 |
1.5426 |
1.5523 |
| PP |
1.5407 |
1.5407 |
1.5407 |
1.5426 |
| S1 |
1.5333 |
1.5333 |
1.5398 |
1.5370 |
| S2 |
1.5254 |
1.5254 |
1.5384 |
|
| S3 |
1.5101 |
1.5180 |
1.5370 |
|
| S4 |
1.4948 |
1.5027 |
1.5328 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6765 |
1.6513 |
1.5646 |
|
| R3 |
1.6340 |
1.6088 |
1.5529 |
|
| R2 |
1.5915 |
1.5915 |
1.5490 |
|
| R1 |
1.5663 |
1.5663 |
1.5451 |
1.5577 |
| PP |
1.5490 |
1.5490 |
1.5490 |
1.5446 |
| S1 |
1.5238 |
1.5238 |
1.5373 |
1.5152 |
| S2 |
1.5065 |
1.5065 |
1.5334 |
|
| S3 |
1.4640 |
1.4813 |
1.5295 |
|
| S4 |
1.4215 |
1.4388 |
1.5178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5741 |
1.5316 |
0.0425 |
2.8% |
0.0163 |
1.1% |
23% |
False |
False |
122,378 |
| 10 |
1.5872 |
1.5316 |
0.0556 |
3.6% |
0.0138 |
0.9% |
17% |
False |
False |
89,068 |
| 20 |
1.6430 |
1.5316 |
0.1114 |
7.2% |
0.0139 |
0.9% |
9% |
False |
False |
46,053 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0135 |
0.9% |
8% |
False |
False |
23,071 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0114 |
0.7% |
8% |
False |
False |
15,391 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0097 |
0.6% |
8% |
False |
False |
11,547 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0078 |
0.5% |
8% |
False |
False |
9,238 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
9.0% |
0.0066 |
0.4% |
7% |
False |
False |
7,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6131 |
|
2.618 |
1.5882 |
|
1.618 |
1.5729 |
|
1.000 |
1.5634 |
|
0.618 |
1.5576 |
|
HIGH |
1.5481 |
|
0.618 |
1.5423 |
|
0.500 |
1.5405 |
|
0.382 |
1.5386 |
|
LOW |
1.5328 |
|
0.618 |
1.5233 |
|
1.000 |
1.5175 |
|
1.618 |
1.5080 |
|
2.618 |
1.4927 |
|
4.250 |
1.4678 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5410 |
1.5523 |
| PP |
1.5407 |
1.5486 |
| S1 |
1.5405 |
1.5449 |
|