CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5999 |
1.5956 |
-0.0043 |
-0.3% |
1.5809 |
| High |
1.6033 |
1.6133 |
0.0100 |
0.6% |
1.5964 |
| Low |
1.5881 |
1.5945 |
0.0064 |
0.4% |
1.5621 |
| Close |
1.5948 |
1.6106 |
0.0158 |
1.0% |
1.5929 |
| Range |
0.0152 |
0.0188 |
0.0036 |
23.7% |
0.0343 |
| ATR |
0.0153 |
0.0155 |
0.0003 |
1.7% |
0.0000 |
| Volume |
100,485 |
119,401 |
18,916 |
18.8% |
518,965 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6554 |
1.6209 |
|
| R3 |
1.6437 |
1.6366 |
1.6158 |
|
| R2 |
1.6249 |
1.6249 |
1.6140 |
|
| R1 |
1.6178 |
1.6178 |
1.6123 |
1.6214 |
| PP |
1.6061 |
1.6061 |
1.6061 |
1.6079 |
| S1 |
1.5990 |
1.5990 |
1.6089 |
1.6026 |
| S2 |
1.5873 |
1.5873 |
1.6072 |
|
| S3 |
1.5685 |
1.5802 |
1.6054 |
|
| S4 |
1.5497 |
1.5614 |
1.6003 |
|
|
| 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 |
1.6133 |
1.5745 |
0.0388 |
2.4% |
0.0150 |
0.9% |
93% |
True |
False |
99,452 |
| 10 |
1.6133 |
1.5621 |
0.0512 |
3.2% |
0.0147 |
0.9% |
95% |
True |
False |
99,694 |
| 20 |
1.6133 |
1.5179 |
0.0954 |
5.9% |
0.0161 |
1.0% |
97% |
True |
False |
106,811 |
| 40 |
1.6234 |
1.5179 |
0.1055 |
6.6% |
0.0153 |
0.9% |
88% |
False |
False |
87,588 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0146 |
0.9% |
66% |
False |
False |
58,437 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0129 |
0.8% |
66% |
False |
False |
43,834 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0114 |
0.7% |
66% |
False |
False |
35,072 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0097 |
0.6% |
66% |
False |
False |
29,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6932 |
|
2.618 |
1.6625 |
|
1.618 |
1.6437 |
|
1.000 |
1.6321 |
|
0.618 |
1.6249 |
|
HIGH |
1.6133 |
|
0.618 |
1.6061 |
|
0.500 |
1.6039 |
|
0.382 |
1.6017 |
|
LOW |
1.5945 |
|
0.618 |
1.5829 |
|
1.000 |
1.5757 |
|
1.618 |
1.5641 |
|
2.618 |
1.5453 |
|
4.250 |
1.5146 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6084 |
1.6073 |
| PP |
1.6061 |
1.6040 |
| S1 |
1.6039 |
1.6007 |
|