CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 30-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2011 |
30-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5562 |
1.5595 |
0.0033 |
0.2% |
1.5463 |
| High |
1.5706 |
1.5656 |
-0.0050 |
-0.3% |
1.5706 |
| Low |
1.5532 |
1.5521 |
-0.0011 |
-0.1% |
1.5412 |
| Close |
1.5579 |
1.5609 |
0.0030 |
0.2% |
1.5609 |
| Range |
0.0174 |
0.0135 |
-0.0039 |
-22.4% |
0.0294 |
| ATR |
0.0146 |
0.0146 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
112,639 |
115,690 |
3,051 |
2.7% |
562,962 |
|
| Daily Pivots for day following 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6000 |
1.5940 |
1.5683 |
|
| R3 |
1.5865 |
1.5805 |
1.5646 |
|
| R2 |
1.5730 |
1.5730 |
1.5634 |
|
| R1 |
1.5670 |
1.5670 |
1.5621 |
1.5700 |
| PP |
1.5595 |
1.5595 |
1.5595 |
1.5611 |
| S1 |
1.5535 |
1.5535 |
1.5597 |
1.5565 |
| S2 |
1.5460 |
1.5460 |
1.5584 |
|
| S3 |
1.5325 |
1.5400 |
1.5572 |
|
| S4 |
1.5190 |
1.5265 |
1.5535 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6458 |
1.6327 |
1.5771 |
|
| R3 |
1.6164 |
1.6033 |
1.5690 |
|
| R2 |
1.5870 |
1.5870 |
1.5663 |
|
| R1 |
1.5739 |
1.5739 |
1.5636 |
1.5805 |
| PP |
1.5576 |
1.5576 |
1.5576 |
1.5608 |
| S1 |
1.5445 |
1.5445 |
1.5582 |
1.5511 |
| S2 |
1.5282 |
1.5282 |
1.5555 |
|
| S3 |
1.4988 |
1.5151 |
1.5528 |
|
| S4 |
1.4694 |
1.4857 |
1.5447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5706 |
1.5412 |
0.0294 |
1.9% |
0.0150 |
1.0% |
67% |
False |
False |
112,592 |
| 10 |
1.5741 |
1.5316 |
0.0425 |
2.7% |
0.0157 |
1.0% |
69% |
False |
False |
117,485 |
| 20 |
1.6234 |
1.5316 |
0.0918 |
5.9% |
0.0145 |
0.9% |
32% |
False |
False |
74,123 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0138 |
0.9% |
23% |
False |
False |
37,141 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0121 |
0.8% |
23% |
False |
False |
24,770 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0104 |
0.7% |
23% |
False |
False |
18,584 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0085 |
0.5% |
23% |
False |
False |
14,868 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
8.9% |
0.0072 |
0.5% |
21% |
False |
False |
12,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6230 |
|
2.618 |
1.6009 |
|
1.618 |
1.5874 |
|
1.000 |
1.5791 |
|
0.618 |
1.5739 |
|
HIGH |
1.5656 |
|
0.618 |
1.5604 |
|
0.500 |
1.5589 |
|
0.382 |
1.5573 |
|
LOW |
1.5521 |
|
0.618 |
1.5438 |
|
1.000 |
1.5386 |
|
1.618 |
1.5303 |
|
2.618 |
1.5168 |
|
4.250 |
1.4947 |
|
|
| Fisher Pivots for day following 30-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5602 |
1.5614 |
| PP |
1.5595 |
1.5612 |
| S1 |
1.5589 |
1.5611 |
|