CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6097 |
1.6119 |
0.0022 |
0.1% |
1.5933 |
| High |
1.6144 |
1.6158 |
0.0014 |
0.1% |
1.6144 |
| Low |
1.6062 |
1.5958 |
-0.0104 |
-0.6% |
1.5881 |
| Close |
1.6108 |
1.6126 |
0.0018 |
0.1% |
1.6108 |
| Range |
0.0082 |
0.0200 |
0.0118 |
143.9% |
0.0263 |
| ATR |
0.0150 |
0.0154 |
0.0004 |
2.4% |
0.0000 |
| Volume |
78,372 |
130,690 |
52,318 |
66.8% |
475,336 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6681 |
1.6603 |
1.6236 |
|
| R3 |
1.6481 |
1.6403 |
1.6181 |
|
| R2 |
1.6281 |
1.6281 |
1.6163 |
|
| R1 |
1.6203 |
1.6203 |
1.6144 |
1.6242 |
| PP |
1.6081 |
1.6081 |
1.6081 |
1.6100 |
| S1 |
1.6003 |
1.6003 |
1.6108 |
1.6042 |
| S2 |
1.5881 |
1.5881 |
1.6089 |
|
| S3 |
1.5681 |
1.5803 |
1.6071 |
|
| S4 |
1.5481 |
1.5603 |
1.6016 |
|
|
| 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 |
1.6158 |
1.5881 |
0.0277 |
1.7% |
0.0141 |
0.9% |
88% |
True |
False |
104,957 |
| 10 |
1.6158 |
1.5621 |
0.0537 |
3.3% |
0.0151 |
0.9% |
94% |
True |
False |
104,991 |
| 20 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0159 |
1.0% |
97% |
True |
False |
105,008 |
| 40 |
1.6189 |
1.5179 |
0.1010 |
6.3% |
0.0155 |
1.0% |
94% |
False |
False |
92,790 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0146 |
0.9% |
67% |
False |
False |
61,920 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0131 |
0.8% |
67% |
False |
False |
46,447 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0117 |
0.7% |
67% |
False |
False |
37,163 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0099 |
0.6% |
67% |
False |
False |
30,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7008 |
|
2.618 |
1.6682 |
|
1.618 |
1.6482 |
|
1.000 |
1.6358 |
|
0.618 |
1.6282 |
|
HIGH |
1.6158 |
|
0.618 |
1.6082 |
|
0.500 |
1.6058 |
|
0.382 |
1.6034 |
|
LOW |
1.5958 |
|
0.618 |
1.5834 |
|
1.000 |
1.5758 |
|
1.618 |
1.5634 |
|
2.618 |
1.5434 |
|
4.250 |
1.5108 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6103 |
1.6101 |
| PP |
1.6081 |
1.6076 |
| S1 |
1.6058 |
1.6052 |
|