CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5782 |
1.5933 |
0.0151 |
1.0% |
1.5809 |
| High |
1.5964 |
1.5998 |
0.0034 |
0.2% |
1.5964 |
| Low |
1.5745 |
1.5890 |
0.0145 |
0.9% |
1.5621 |
| Close |
1.5929 |
1.5990 |
0.0061 |
0.4% |
1.5929 |
| Range |
0.0219 |
0.0108 |
-0.0111 |
-50.7% |
0.0343 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
100,298 |
81,238 |
-19,060 |
-19.0% |
518,965 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6283 |
1.6245 |
1.6049 |
|
| R3 |
1.6175 |
1.6137 |
1.6020 |
|
| R2 |
1.6067 |
1.6067 |
1.6010 |
|
| R1 |
1.6029 |
1.6029 |
1.6000 |
1.6048 |
| PP |
1.5959 |
1.5959 |
1.5959 |
1.5969 |
| S1 |
1.5921 |
1.5921 |
1.5980 |
1.5940 |
| S2 |
1.5851 |
1.5851 |
1.5970 |
|
| S3 |
1.5743 |
1.5813 |
1.5960 |
|
| S4 |
1.5635 |
1.5705 |
1.5931 |
|
|
| 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 |
1.5998 |
1.5621 |
0.0377 |
2.4% |
0.0160 |
1.0% |
98% |
True |
False |
105,025 |
| 10 |
1.5998 |
1.5532 |
0.0466 |
2.9% |
0.0152 |
0.9% |
98% |
True |
False |
98,396 |
| 20 |
1.5998 |
1.5179 |
0.0819 |
5.1% |
0.0163 |
1.0% |
99% |
True |
False |
107,783 |
| 40 |
1.6430 |
1.5179 |
0.1251 |
7.8% |
0.0151 |
0.9% |
65% |
False |
False |
79,714 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0144 |
0.9% |
58% |
False |
False |
53,176 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0127 |
0.8% |
58% |
False |
False |
39,890 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0111 |
0.7% |
58% |
False |
False |
31,915 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0093 |
0.6% |
58% |
False |
False |
26,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6457 |
|
2.618 |
1.6281 |
|
1.618 |
1.6173 |
|
1.000 |
1.6106 |
|
0.618 |
1.6065 |
|
HIGH |
1.5998 |
|
0.618 |
1.5957 |
|
0.500 |
1.5944 |
|
0.382 |
1.5931 |
|
LOW |
1.5890 |
|
0.618 |
1.5823 |
|
1.000 |
1.5782 |
|
1.618 |
1.5715 |
|
2.618 |
1.5607 |
|
4.250 |
1.5431 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5975 |
1.5938 |
| PP |
1.5959 |
1.5887 |
| S1 |
1.5944 |
1.5835 |
|