CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5933 |
1.5985 |
0.0052 |
0.3% |
1.5809 |
| High |
1.5998 |
1.6031 |
0.0033 |
0.2% |
1.5964 |
| Low |
1.5890 |
1.5948 |
0.0058 |
0.4% |
1.5621 |
| Close |
1.5990 |
1.6006 |
0.0016 |
0.1% |
1.5929 |
| Range |
0.0108 |
0.0083 |
-0.0025 |
-23.1% |
0.0343 |
| ATR |
0.0158 |
0.0153 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
81,238 |
95,840 |
14,602 |
18.0% |
518,965 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6244 |
1.6208 |
1.6052 |
|
| R3 |
1.6161 |
1.6125 |
1.6029 |
|
| R2 |
1.6078 |
1.6078 |
1.6021 |
|
| R1 |
1.6042 |
1.6042 |
1.6014 |
1.6060 |
| PP |
1.5995 |
1.5995 |
1.5995 |
1.6004 |
| S1 |
1.5959 |
1.5959 |
1.5998 |
1.5977 |
| S2 |
1.5912 |
1.5912 |
1.5991 |
|
| S3 |
1.5829 |
1.5876 |
1.5983 |
|
| S4 |
1.5746 |
1.5793 |
1.5960 |
|
|
| 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 |
1.6031 |
1.5672 |
0.0359 |
2.2% |
0.0138 |
0.9% |
93% |
True |
False |
99,961 |
| 10 |
1.6031 |
1.5532 |
0.0499 |
3.1% |
0.0151 |
0.9% |
95% |
True |
False |
99,522 |
| 20 |
1.6031 |
1.5179 |
0.0852 |
5.3% |
0.0158 |
1.0% |
97% |
True |
False |
106,412 |
| 40 |
1.6398 |
1.5179 |
0.1219 |
7.6% |
0.0150 |
0.9% |
68% |
False |
False |
82,105 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0143 |
0.9% |
59% |
False |
False |
54,773 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0127 |
0.8% |
59% |
False |
False |
41,087 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0112 |
0.7% |
59% |
False |
False |
32,874 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0094 |
0.6% |
59% |
False |
False |
27,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6384 |
|
2.618 |
1.6248 |
|
1.618 |
1.6165 |
|
1.000 |
1.6114 |
|
0.618 |
1.6082 |
|
HIGH |
1.6031 |
|
0.618 |
1.5999 |
|
0.500 |
1.5990 |
|
0.382 |
1.5980 |
|
LOW |
1.5948 |
|
0.618 |
1.5897 |
|
1.000 |
1.5865 |
|
1.618 |
1.5814 |
|
2.618 |
1.5731 |
|
4.250 |
1.5595 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6001 |
1.5967 |
| PP |
1.5995 |
1.5927 |
| S1 |
1.5990 |
1.5888 |
|