CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5985 |
1.5999 |
0.0014 |
0.1% |
1.5809 |
| High |
1.6031 |
1.6033 |
0.0002 |
0.0% |
1.5964 |
| Low |
1.5948 |
1.5881 |
-0.0067 |
-0.4% |
1.5621 |
| Close |
1.6006 |
1.5948 |
-0.0058 |
-0.4% |
1.5929 |
| Range |
0.0083 |
0.0152 |
0.0069 |
83.1% |
0.0343 |
| ATR |
0.0153 |
0.0153 |
0.0000 |
0.0% |
0.0000 |
| Volume |
95,840 |
100,485 |
4,645 |
4.8% |
518,965 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6331 |
1.6032 |
|
| R3 |
1.6258 |
1.6179 |
1.5990 |
|
| R2 |
1.6106 |
1.6106 |
1.5976 |
|
| R1 |
1.6027 |
1.6027 |
1.5962 |
1.5991 |
| PP |
1.5954 |
1.5954 |
1.5954 |
1.5936 |
| S1 |
1.5875 |
1.5875 |
1.5934 |
1.5839 |
| S2 |
1.5802 |
1.5802 |
1.5920 |
|
| S3 |
1.5650 |
1.5723 |
1.5906 |
|
| S4 |
1.5498 |
1.5571 |
1.5864 |
|
|
| 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 |
1.6033 |
1.5672 |
0.0361 |
2.3% |
0.0137 |
0.9% |
76% |
True |
False |
99,414 |
| 10 |
1.6033 |
1.5621 |
0.0412 |
2.6% |
0.0140 |
0.9% |
79% |
True |
False |
97,347 |
| 20 |
1.6033 |
1.5179 |
0.0854 |
5.4% |
0.0160 |
1.0% |
90% |
True |
False |
106,473 |
| 40 |
1.6316 |
1.5179 |
0.1137 |
7.1% |
0.0150 |
0.9% |
68% |
False |
False |
84,611 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0145 |
0.9% |
55% |
False |
False |
56,447 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0127 |
0.8% |
55% |
False |
False |
42,343 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0113 |
0.7% |
55% |
False |
False |
33,878 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0095 |
0.6% |
55% |
False |
False |
28,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6679 |
|
2.618 |
1.6431 |
|
1.618 |
1.6279 |
|
1.000 |
1.6185 |
|
0.618 |
1.6127 |
|
HIGH |
1.6033 |
|
0.618 |
1.5975 |
|
0.500 |
1.5957 |
|
0.382 |
1.5939 |
|
LOW |
1.5881 |
|
0.618 |
1.5787 |
|
1.000 |
1.5729 |
|
1.618 |
1.5635 |
|
2.618 |
1.5483 |
|
4.250 |
1.5235 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5957 |
1.5957 |
| PP |
1.5954 |
1.5954 |
| S1 |
1.5951 |
1.5951 |
|