CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5727 |
1.5751 |
0.0024 |
0.2% |
1.5543 |
| High |
1.5774 |
1.5842 |
0.0068 |
0.4% |
1.5842 |
| Low |
1.5655 |
1.5712 |
0.0057 |
0.4% |
1.5517 |
| Close |
1.5759 |
1.5805 |
0.0046 |
0.3% |
1.5805 |
| Range |
0.0119 |
0.0130 |
0.0011 |
9.2% |
0.0325 |
| ATR |
0.0163 |
0.0161 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
95,935 |
81,014 |
-14,921 |
-15.6% |
457,179 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6176 |
1.6121 |
1.5877 |
|
| R3 |
1.6046 |
1.5991 |
1.5841 |
|
| R2 |
1.5916 |
1.5916 |
1.5829 |
|
| R1 |
1.5861 |
1.5861 |
1.5817 |
1.5889 |
| PP |
1.5786 |
1.5786 |
1.5786 |
1.5800 |
| S1 |
1.5731 |
1.5731 |
1.5793 |
1.5759 |
| S2 |
1.5656 |
1.5656 |
1.5781 |
|
| S3 |
1.5526 |
1.5601 |
1.5769 |
|
| S4 |
1.5396 |
1.5471 |
1.5734 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6696 |
1.6576 |
1.5984 |
|
| R3 |
1.6371 |
1.6251 |
1.5894 |
|
| R2 |
1.6046 |
1.6046 |
1.5865 |
|
| R1 |
1.5926 |
1.5926 |
1.5835 |
1.5986 |
| PP |
1.5721 |
1.5721 |
1.5721 |
1.5752 |
| S1 |
1.5601 |
1.5601 |
1.5775 |
1.5661 |
| S2 |
1.5396 |
1.5396 |
1.5745 |
|
| S3 |
1.5071 |
1.5276 |
1.5716 |
|
| S4 |
1.4746 |
1.4951 |
1.5626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5842 |
1.5517 |
0.0325 |
2.1% |
0.0152 |
1.0% |
89% |
True |
False |
91,435 |
| 10 |
1.5842 |
1.5179 |
0.0663 |
4.2% |
0.0174 |
1.1% |
94% |
True |
False |
110,461 |
| 20 |
1.5842 |
1.5179 |
0.0663 |
4.2% |
0.0165 |
1.0% |
94% |
True |
False |
113,973 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0145 |
0.9% |
44% |
False |
False |
64,731 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0137 |
0.9% |
44% |
False |
False |
43,175 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0121 |
0.8% |
44% |
False |
False |
32,389 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0102 |
0.6% |
44% |
False |
False |
25,914 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.6% |
0.0086 |
0.5% |
41% |
False |
False |
21,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6395 |
|
2.618 |
1.6182 |
|
1.618 |
1.6052 |
|
1.000 |
1.5972 |
|
0.618 |
1.5922 |
|
HIGH |
1.5842 |
|
0.618 |
1.5792 |
|
0.500 |
1.5777 |
|
0.382 |
1.5762 |
|
LOW |
1.5712 |
|
0.618 |
1.5632 |
|
1.000 |
1.5582 |
|
1.618 |
1.5502 |
|
2.618 |
1.5372 |
|
4.250 |
1.5160 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5796 |
1.5766 |
| PP |
1.5786 |
1.5726 |
| S1 |
1.5777 |
1.5687 |
|