CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5760 |
1.5782 |
0.0022 |
0.1% |
1.5809 |
| High |
1.5797 |
1.5964 |
0.0167 |
1.1% |
1.5964 |
| Low |
1.5672 |
1.5745 |
0.0073 |
0.5% |
1.5621 |
| Close |
1.5777 |
1.5929 |
0.0152 |
1.0% |
1.5929 |
| Range |
0.0125 |
0.0219 |
0.0094 |
75.2% |
0.0343 |
| ATR |
0.0158 |
0.0162 |
0.0004 |
2.8% |
0.0000 |
| Volume |
119,213 |
100,298 |
-18,915 |
-15.9% |
518,965 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6536 |
1.6452 |
1.6049 |
|
| R3 |
1.6317 |
1.6233 |
1.5989 |
|
| R2 |
1.6098 |
1.6098 |
1.5969 |
|
| R1 |
1.6014 |
1.6014 |
1.5949 |
1.6056 |
| PP |
1.5879 |
1.5879 |
1.5879 |
1.5901 |
| S1 |
1.5795 |
1.5795 |
1.5909 |
1.5837 |
| S2 |
1.5660 |
1.5660 |
1.5889 |
|
| S3 |
1.5441 |
1.5576 |
1.5869 |
|
| S4 |
1.5222 |
1.5357 |
1.5809 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6867 |
1.6741 |
1.6118 |
|
| R3 |
1.6524 |
1.6398 |
1.6023 |
|
| R2 |
1.6181 |
1.6181 |
1.5992 |
|
| R1 |
1.6055 |
1.6055 |
1.5960 |
1.6118 |
| PP |
1.5838 |
1.5838 |
1.5838 |
1.5870 |
| S1 |
1.5712 |
1.5712 |
1.5898 |
1.5775 |
| S2 |
1.5495 |
1.5495 |
1.5866 |
|
| S3 |
1.5152 |
1.5369 |
1.5835 |
|
| S4 |
1.4809 |
1.5026 |
1.5740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5964 |
1.5621 |
0.0343 |
2.2% |
0.0162 |
1.0% |
90% |
True |
False |
103,793 |
| 10 |
1.5964 |
1.5517 |
0.0447 |
2.8% |
0.0157 |
1.0% |
92% |
True |
False |
97,614 |
| 20 |
1.5964 |
1.5179 |
0.0785 |
4.9% |
0.0165 |
1.0% |
96% |
True |
False |
109,326 |
| 40 |
1.6430 |
1.5179 |
0.1251 |
7.9% |
0.0152 |
1.0% |
60% |
False |
False |
77,690 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0145 |
0.9% |
53% |
False |
False |
51,823 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0127 |
0.8% |
53% |
False |
False |
38,875 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0111 |
0.7% |
53% |
False |
False |
31,103 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0092 |
0.6% |
53% |
False |
False |
25,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6895 |
|
2.618 |
1.6537 |
|
1.618 |
1.6318 |
|
1.000 |
1.6183 |
|
0.618 |
1.6099 |
|
HIGH |
1.5964 |
|
0.618 |
1.5880 |
|
0.500 |
1.5855 |
|
0.382 |
1.5829 |
|
LOW |
1.5745 |
|
0.618 |
1.5610 |
|
1.000 |
1.5526 |
|
1.618 |
1.5391 |
|
2.618 |
1.5172 |
|
4.250 |
1.4814 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5904 |
1.5892 |
| PP |
1.5879 |
1.5855 |
| S1 |
1.5855 |
1.5818 |
|