CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5956 |
1.6097 |
0.0141 |
0.9% |
1.5933 |
| High |
1.6133 |
1.6144 |
0.0011 |
0.1% |
1.6144 |
| Low |
1.5945 |
1.6062 |
0.0117 |
0.7% |
1.5881 |
| Close |
1.6106 |
1.6108 |
0.0002 |
0.0% |
1.6108 |
| Range |
0.0188 |
0.0082 |
-0.0106 |
-56.4% |
0.0263 |
| ATR |
0.0155 |
0.0150 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
119,401 |
78,372 |
-41,029 |
-34.4% |
475,336 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6351 |
1.6311 |
1.6153 |
|
| R3 |
1.6269 |
1.6229 |
1.6131 |
|
| R2 |
1.6187 |
1.6187 |
1.6123 |
|
| R1 |
1.6147 |
1.6147 |
1.6116 |
1.6167 |
| PP |
1.6105 |
1.6105 |
1.6105 |
1.6115 |
| S1 |
1.6065 |
1.6065 |
1.6100 |
1.6085 |
| S2 |
1.6023 |
1.6023 |
1.6093 |
|
| S3 |
1.5941 |
1.5983 |
1.6085 |
|
| S4 |
1.5859 |
1.5901 |
1.6063 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6833 |
1.6734 |
1.6253 |
|
| R3 |
1.6570 |
1.6471 |
1.6180 |
|
| R2 |
1.6307 |
1.6307 |
1.6156 |
|
| R1 |
1.6208 |
1.6208 |
1.6132 |
1.6258 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6069 |
| S1 |
1.5945 |
1.5945 |
1.6084 |
1.5995 |
| S2 |
1.5781 |
1.5781 |
1.6060 |
|
| S3 |
1.5518 |
1.5682 |
1.6036 |
|
| S4 |
1.5255 |
1.5419 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6144 |
1.5881 |
0.0263 |
1.6% |
0.0123 |
0.8% |
86% |
True |
False |
95,067 |
| 10 |
1.6144 |
1.5621 |
0.0523 |
3.2% |
0.0142 |
0.9% |
93% |
True |
False |
99,430 |
| 20 |
1.6144 |
1.5179 |
0.0965 |
6.0% |
0.0158 |
1.0% |
96% |
True |
False |
104,945 |
| 40 |
1.6234 |
1.5179 |
0.1055 |
6.5% |
0.0152 |
0.9% |
88% |
False |
False |
89,534 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0145 |
0.9% |
66% |
False |
False |
59,742 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0130 |
0.8% |
66% |
False |
False |
44,814 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0115 |
0.7% |
66% |
False |
False |
35,856 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0097 |
0.6% |
66% |
False |
False |
29,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6493 |
|
2.618 |
1.6359 |
|
1.618 |
1.6277 |
|
1.000 |
1.6226 |
|
0.618 |
1.6195 |
|
HIGH |
1.6144 |
|
0.618 |
1.6113 |
|
0.500 |
1.6103 |
|
0.382 |
1.6093 |
|
LOW |
1.6062 |
|
0.618 |
1.6011 |
|
1.000 |
1.5980 |
|
1.618 |
1.5929 |
|
2.618 |
1.5847 |
|
4.250 |
1.5714 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6106 |
1.6076 |
| PP |
1.6105 |
1.6044 |
| S1 |
1.6103 |
1.6013 |
|