CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5463 |
1.5544 |
0.0081 |
0.5% |
1.5705 |
| High |
1.5558 |
1.5693 |
0.0135 |
0.9% |
1.5741 |
| Low |
1.5412 |
1.5511 |
0.0099 |
0.6% |
1.5316 |
| Close |
1.5511 |
1.5644 |
0.0133 |
0.9% |
1.5412 |
| Range |
0.0146 |
0.0182 |
0.0036 |
24.7% |
0.0425 |
| ATR |
0.0144 |
0.0147 |
0.0003 |
1.9% |
0.0000 |
| Volume |
112,109 |
123,257 |
11,148 |
9.9% |
611,893 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6162 |
1.6085 |
1.5744 |
|
| R3 |
1.5980 |
1.5903 |
1.5694 |
|
| R2 |
1.5798 |
1.5798 |
1.5677 |
|
| R1 |
1.5721 |
1.5721 |
1.5661 |
1.5760 |
| PP |
1.5616 |
1.5616 |
1.5616 |
1.5635 |
| S1 |
1.5539 |
1.5539 |
1.5627 |
1.5578 |
| S2 |
1.5434 |
1.5434 |
1.5611 |
|
| S3 |
1.5252 |
1.5357 |
1.5594 |
|
| S4 |
1.5070 |
1.5175 |
1.5544 |
|
|
| 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 |
1.5730 |
1.5316 |
0.0414 |
2.6% |
0.0185 |
1.2% |
79% |
False |
False |
132,263 |
| 10 |
1.5852 |
1.5316 |
0.0536 |
3.4% |
0.0148 |
0.9% |
61% |
False |
False |
108,259 |
| 20 |
1.6398 |
1.5316 |
0.1082 |
6.9% |
0.0143 |
0.9% |
30% |
False |
False |
57,797 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0135 |
0.9% |
26% |
False |
False |
28,954 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0117 |
0.7% |
26% |
False |
False |
19,312 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0100 |
0.6% |
26% |
False |
False |
14,489 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0081 |
0.5% |
26% |
False |
False |
11,592 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
8.9% |
0.0069 |
0.4% |
24% |
False |
False |
9,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6467 |
|
2.618 |
1.6169 |
|
1.618 |
1.5987 |
|
1.000 |
1.5875 |
|
0.618 |
1.5805 |
|
HIGH |
1.5693 |
|
0.618 |
1.5623 |
|
0.500 |
1.5602 |
|
0.382 |
1.5581 |
|
LOW |
1.5511 |
|
0.618 |
1.5399 |
|
1.000 |
1.5329 |
|
1.618 |
1.5217 |
|
2.618 |
1.5035 |
|
4.250 |
1.4738 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5630 |
1.5600 |
| PP |
1.5616 |
1.5555 |
| S1 |
1.5602 |
1.5511 |
|