CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5701 |
1.5760 |
0.0059 |
0.4% |
1.5543 |
| High |
1.5847 |
1.5797 |
-0.0050 |
-0.3% |
1.5842 |
| Low |
1.5690 |
1.5672 |
-0.0018 |
-0.1% |
1.5517 |
| Close |
1.5753 |
1.5777 |
0.0024 |
0.2% |
1.5805 |
| Range |
0.0157 |
0.0125 |
-0.0032 |
-20.4% |
0.0325 |
| ATR |
0.0160 |
0.0158 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
103,216 |
119,213 |
15,997 |
15.5% |
457,179 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6124 |
1.6075 |
1.5846 |
|
| R3 |
1.5999 |
1.5950 |
1.5811 |
|
| R2 |
1.5874 |
1.5874 |
1.5800 |
|
| R1 |
1.5825 |
1.5825 |
1.5788 |
1.5850 |
| PP |
1.5749 |
1.5749 |
1.5749 |
1.5761 |
| S1 |
1.5700 |
1.5700 |
1.5766 |
1.5725 |
| S2 |
1.5624 |
1.5624 |
1.5754 |
|
| S3 |
1.5499 |
1.5575 |
1.5743 |
|
| S4 |
1.5374 |
1.5450 |
1.5708 |
|
|
| 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% |
0.0144 |
0.9% |
69% |
False |
False |
99,936 |
| 10 |
1.5847 |
1.5414 |
0.0433 |
2.7% |
0.0157 |
1.0% |
84% |
False |
False |
100,996 |
| 20 |
1.5847 |
1.5179 |
0.0668 |
4.2% |
0.0162 |
1.0% |
90% |
False |
False |
110,568 |
| 40 |
1.6430 |
1.5179 |
0.1251 |
7.9% |
0.0150 |
1.0% |
48% |
False |
False |
75,184 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0142 |
0.9% |
43% |
False |
False |
50,152 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0125 |
0.8% |
43% |
False |
False |
37,621 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0108 |
0.7% |
43% |
False |
False |
30,100 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0090 |
0.6% |
43% |
False |
False |
25,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6328 |
|
2.618 |
1.6124 |
|
1.618 |
1.5999 |
|
1.000 |
1.5922 |
|
0.618 |
1.5874 |
|
HIGH |
1.5797 |
|
0.618 |
1.5749 |
|
0.500 |
1.5735 |
|
0.382 |
1.5720 |
|
LOW |
1.5672 |
|
0.618 |
1.5595 |
|
1.000 |
1.5547 |
|
1.618 |
1.5470 |
|
2.618 |
1.5345 |
|
4.250 |
1.5141 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5763 |
1.5763 |
| PP |
1.5749 |
1.5748 |
| S1 |
1.5735 |
1.5734 |
|