CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5730 |
1.5701 |
-0.0029 |
-0.2% |
1.5543 |
| High |
1.5812 |
1.5847 |
0.0035 |
0.2% |
1.5842 |
| Low |
1.5621 |
1.5690 |
0.0069 |
0.4% |
1.5517 |
| Close |
1.5706 |
1.5753 |
0.0047 |
0.3% |
1.5805 |
| Range |
0.0191 |
0.0157 |
-0.0034 |
-17.8% |
0.0325 |
| ATR |
0.0160 |
0.0160 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
121,164 |
103,216 |
-17,948 |
-14.8% |
457,179 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6234 |
1.6151 |
1.5839 |
|
| R3 |
1.6077 |
1.5994 |
1.5796 |
|
| R2 |
1.5920 |
1.5920 |
1.5782 |
|
| R1 |
1.5837 |
1.5837 |
1.5767 |
1.5879 |
| PP |
1.5763 |
1.5763 |
1.5763 |
1.5784 |
| S1 |
1.5680 |
1.5680 |
1.5739 |
1.5722 |
| S2 |
1.5606 |
1.5606 |
1.5724 |
|
| S3 |
1.5449 |
1.5523 |
1.5710 |
|
| S4 |
1.5292 |
1.5366 |
1.5667 |
|
|
| 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 |
1.5847 |
1.5621 |
0.0226 |
1.4% |
0.0143 |
0.9% |
58% |
True |
False |
95,280 |
| 10 |
1.5847 |
1.5179 |
0.0668 |
4.2% |
0.0176 |
1.1% |
86% |
True |
False |
105,940 |
| 20 |
1.5847 |
1.5179 |
0.0668 |
4.2% |
0.0165 |
1.0% |
86% |
True |
False |
112,244 |
| 40 |
1.6475 |
1.5179 |
0.1296 |
8.2% |
0.0150 |
1.0% |
44% |
False |
False |
72,206 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0142 |
0.9% |
41% |
False |
False |
48,165 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0124 |
0.8% |
41% |
False |
False |
36,132 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0107 |
0.7% |
41% |
False |
False |
28,908 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.7% |
0.0089 |
0.6% |
38% |
False |
False |
24,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6514 |
|
2.618 |
1.6258 |
|
1.618 |
1.6101 |
|
1.000 |
1.6004 |
|
0.618 |
1.5944 |
|
HIGH |
1.5847 |
|
0.618 |
1.5787 |
|
0.500 |
1.5769 |
|
0.382 |
1.5750 |
|
LOW |
1.5690 |
|
0.618 |
1.5593 |
|
1.000 |
1.5533 |
|
1.618 |
1.5436 |
|
2.618 |
1.5279 |
|
4.250 |
1.5023 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5769 |
1.5747 |
| PP |
1.5763 |
1.5740 |
| S1 |
1.5758 |
1.5734 |
|