CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5581 |
1.5727 |
0.0146 |
0.9% |
1.5542 |
| High |
1.5789 |
1.5774 |
-0.0015 |
-0.1% |
1.5636 |
| Low |
1.5532 |
1.5655 |
0.0123 |
0.8% |
1.5179 |
| Close |
1.5743 |
1.5759 |
0.0016 |
0.1% |
1.5544 |
| Range |
0.0257 |
0.0119 |
-0.0138 |
-53.7% |
0.0457 |
| ATR |
0.0167 |
0.0163 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
122,237 |
95,935 |
-26,302 |
-21.5% |
647,433 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6086 |
1.6042 |
1.5824 |
|
| R3 |
1.5967 |
1.5923 |
1.5792 |
|
| R2 |
1.5848 |
1.5848 |
1.5781 |
|
| R1 |
1.5804 |
1.5804 |
1.5770 |
1.5826 |
| PP |
1.5729 |
1.5729 |
1.5729 |
1.5741 |
| S1 |
1.5685 |
1.5685 |
1.5748 |
1.5707 |
| S2 |
1.5610 |
1.5610 |
1.5737 |
|
| S3 |
1.5491 |
1.5566 |
1.5726 |
|
| S4 |
1.5372 |
1.5447 |
1.5694 |
|
|
| 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 |
1.5414 |
0.0375 |
2.4% |
0.0170 |
1.1% |
92% |
False |
False |
102,056 |
| 10 |
1.5789 |
1.5179 |
0.0610 |
3.9% |
0.0174 |
1.1% |
95% |
False |
False |
113,928 |
| 20 |
1.5826 |
1.5179 |
0.0647 |
4.1% |
0.0164 |
1.0% |
90% |
False |
False |
114,087 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0145 |
0.9% |
41% |
False |
False |
62,708 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0137 |
0.9% |
41% |
False |
False |
41,825 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0120 |
0.8% |
41% |
False |
False |
31,376 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0101 |
0.6% |
41% |
False |
False |
25,103 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.7% |
0.0086 |
0.5% |
38% |
False |
False |
20,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6280 |
|
2.618 |
1.6086 |
|
1.618 |
1.5967 |
|
1.000 |
1.5893 |
|
0.618 |
1.5848 |
|
HIGH |
1.5774 |
|
0.618 |
1.5729 |
|
0.500 |
1.5715 |
|
0.382 |
1.5700 |
|
LOW |
1.5655 |
|
0.618 |
1.5581 |
|
1.000 |
1.5536 |
|
1.618 |
1.5462 |
|
2.618 |
1.5343 |
|
4.250 |
1.5149 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5744 |
1.5726 |
| PP |
1.5729 |
1.5693 |
| S1 |
1.5715 |
1.5661 |
|