CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5330 |
1.5463 |
0.0133 |
0.9% |
1.5705 |
| High |
1.5481 |
1.5558 |
0.0077 |
0.5% |
1.5741 |
| Low |
1.5328 |
1.5412 |
0.0084 |
0.5% |
1.5316 |
| Close |
1.5412 |
1.5511 |
0.0099 |
0.6% |
1.5412 |
| Range |
0.0153 |
0.0146 |
-0.0007 |
-4.6% |
0.0425 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.1% |
0.0000 |
| Volume |
125,132 |
112,109 |
-13,023 |
-10.4% |
611,893 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5932 |
1.5867 |
1.5591 |
|
| R3 |
1.5786 |
1.5721 |
1.5551 |
|
| R2 |
1.5640 |
1.5640 |
1.5538 |
|
| R1 |
1.5575 |
1.5575 |
1.5524 |
1.5608 |
| PP |
1.5494 |
1.5494 |
1.5494 |
1.5510 |
| S1 |
1.5429 |
1.5429 |
1.5498 |
1.5462 |
| S2 |
1.5348 |
1.5348 |
1.5484 |
|
| S3 |
1.5202 |
1.5283 |
1.5471 |
|
| S4 |
1.5056 |
1.5137 |
1.5431 |
|
|
| 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 |
1.5735 |
1.5316 |
0.0419 |
2.7% |
0.0168 |
1.1% |
47% |
False |
False |
126,044 |
| 10 |
1.5857 |
1.5316 |
0.0541 |
3.5% |
0.0141 |
0.9% |
36% |
False |
False |
98,640 |
| 20 |
1.6430 |
1.5316 |
0.1114 |
7.2% |
0.0139 |
0.9% |
18% |
False |
False |
51,645 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0135 |
0.9% |
15% |
False |
False |
25,873 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0115 |
0.7% |
15% |
False |
False |
17,259 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0098 |
0.6% |
15% |
False |
False |
12,948 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0079 |
0.5% |
15% |
False |
False |
10,360 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
8.9% |
0.0067 |
0.4% |
14% |
False |
False |
8,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6179 |
|
2.618 |
1.5940 |
|
1.618 |
1.5794 |
|
1.000 |
1.5704 |
|
0.618 |
1.5648 |
|
HIGH |
1.5558 |
|
0.618 |
1.5502 |
|
0.500 |
1.5485 |
|
0.382 |
1.5468 |
|
LOW |
1.5412 |
|
0.618 |
1.5322 |
|
1.000 |
1.5266 |
|
1.618 |
1.5176 |
|
2.618 |
1.5030 |
|
4.250 |
1.4792 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5502 |
1.5486 |
| PP |
1.5494 |
1.5462 |
| S1 |
1.5485 |
1.5437 |
|