CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5595 |
1.5542 |
-0.0053 |
-0.3% |
1.5463 |
| High |
1.5656 |
1.5595 |
-0.0061 |
-0.4% |
1.5706 |
| Low |
1.5521 |
1.5413 |
-0.0108 |
-0.7% |
1.5412 |
| Close |
1.5609 |
1.5457 |
-0.0152 |
-1.0% |
1.5609 |
| Range |
0.0135 |
0.0182 |
0.0047 |
34.8% |
0.0294 |
| ATR |
0.0146 |
0.0149 |
0.0004 |
2.5% |
0.0000 |
| Volume |
115,690 |
129,429 |
13,739 |
11.9% |
562,962 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6034 |
1.5928 |
1.5557 |
|
| R3 |
1.5852 |
1.5746 |
1.5507 |
|
| R2 |
1.5670 |
1.5670 |
1.5490 |
|
| R1 |
1.5564 |
1.5564 |
1.5474 |
1.5526 |
| PP |
1.5488 |
1.5488 |
1.5488 |
1.5470 |
| S1 |
1.5382 |
1.5382 |
1.5440 |
1.5344 |
| S2 |
1.5306 |
1.5306 |
1.5424 |
|
| S3 |
1.5124 |
1.5200 |
1.5407 |
|
| S4 |
1.4942 |
1.5018 |
1.5357 |
|
|
| 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 |
1.5413 |
0.0293 |
1.9% |
0.0157 |
1.0% |
15% |
False |
True |
116,056 |
| 10 |
1.5735 |
1.5316 |
0.0419 |
2.7% |
0.0162 |
1.1% |
34% |
False |
False |
121,050 |
| 20 |
1.6189 |
1.5316 |
0.0873 |
5.6% |
0.0151 |
1.0% |
16% |
False |
False |
80,572 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0139 |
0.9% |
11% |
False |
False |
40,375 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0122 |
0.8% |
11% |
False |
False |
26,927 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0106 |
0.7% |
11% |
False |
False |
20,202 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0087 |
0.6% |
11% |
False |
False |
16,162 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
9.0% |
0.0074 |
0.5% |
10% |
False |
False |
13,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6369 |
|
2.618 |
1.6071 |
|
1.618 |
1.5889 |
|
1.000 |
1.5777 |
|
0.618 |
1.5707 |
|
HIGH |
1.5595 |
|
0.618 |
1.5525 |
|
0.500 |
1.5504 |
|
0.382 |
1.5483 |
|
LOW |
1.5413 |
|
0.618 |
1.5301 |
|
1.000 |
1.5231 |
|
1.618 |
1.5119 |
|
2.618 |
1.4937 |
|
4.250 |
1.4640 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5504 |
1.5560 |
| PP |
1.5488 |
1.5525 |
| S1 |
1.5473 |
1.5491 |
|