CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5648 |
1.5581 |
-0.0067 |
-0.4% |
1.5542 |
| High |
1.5653 |
1.5789 |
0.0136 |
0.9% |
1.5636 |
| Low |
1.5561 |
1.5532 |
-0.0029 |
-0.2% |
1.5179 |
| Close |
1.5578 |
1.5743 |
0.0165 |
1.1% |
1.5544 |
| Range |
0.0092 |
0.0257 |
0.0165 |
179.3% |
0.0457 |
| ATR |
0.0160 |
0.0167 |
0.0007 |
4.4% |
0.0000 |
| Volume |
84,575 |
122,237 |
37,662 |
44.5% |
647,433 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6459 |
1.6358 |
1.5884 |
|
| R3 |
1.6202 |
1.6101 |
1.5814 |
|
| R2 |
1.5945 |
1.5945 |
1.5790 |
|
| R1 |
1.5844 |
1.5844 |
1.5767 |
1.5895 |
| PP |
1.5688 |
1.5688 |
1.5688 |
1.5713 |
| S1 |
1.5587 |
1.5587 |
1.5719 |
1.5638 |
| S2 |
1.5431 |
1.5431 |
1.5696 |
|
| S3 |
1.5174 |
1.5330 |
1.5672 |
|
| S4 |
1.4917 |
1.5073 |
1.5602 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6824 |
1.6641 |
1.5795 |
|
| R3 |
1.6367 |
1.6184 |
1.5670 |
|
| R2 |
1.5910 |
1.5910 |
1.5628 |
|
| R1 |
1.5727 |
1.5727 |
1.5586 |
1.5819 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5499 |
| S1 |
1.5270 |
1.5270 |
1.5502 |
1.5362 |
| S2 |
1.4996 |
1.4996 |
1.5460 |
|
| S3 |
1.4539 |
1.4813 |
1.5418 |
|
| S4 |
1.4082 |
1.4356 |
1.5293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5789 |
1.5179 |
0.0610 |
3.9% |
0.0209 |
1.3% |
92% |
True |
False |
116,599 |
| 10 |
1.5789 |
1.5179 |
0.0610 |
3.9% |
0.0180 |
1.1% |
92% |
True |
False |
115,599 |
| 20 |
1.5852 |
1.5179 |
0.0673 |
4.3% |
0.0164 |
1.0% |
84% |
False |
False |
113,837 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0147 |
0.9% |
40% |
False |
False |
60,312 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0135 |
0.9% |
40% |
False |
False |
40,227 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0118 |
0.8% |
40% |
False |
False |
30,177 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0100 |
0.6% |
40% |
False |
False |
24,144 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.7% |
0.0085 |
0.5% |
37% |
False |
False |
20,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6881 |
|
2.618 |
1.6462 |
|
1.618 |
1.6205 |
|
1.000 |
1.6046 |
|
0.618 |
1.5948 |
|
HIGH |
1.5789 |
|
0.618 |
1.5691 |
|
0.500 |
1.5661 |
|
0.382 |
1.5630 |
|
LOW |
1.5532 |
|
0.618 |
1.5373 |
|
1.000 |
1.5275 |
|
1.618 |
1.5116 |
|
2.618 |
1.4859 |
|
4.250 |
1.4440 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5716 |
1.5713 |
| PP |
1.5688 |
1.5683 |
| S1 |
1.5661 |
1.5653 |
|