CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5614 |
1.5600 |
-0.0014 |
-0.1% |
1.5687 |
| High |
1.5641 |
1.5647 |
0.0006 |
0.0% |
1.5718 |
| Low |
1.5553 |
1.5600 |
0.0047 |
0.3% |
1.5312 |
| Close |
1.5578 |
1.5568 |
-0.0010 |
-0.1% |
1.5401 |
| Range |
0.0088 |
0.0047 |
-0.0041 |
-46.6% |
0.0406 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
11 |
23 |
12 |
109.1% |
201 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5746 |
1.5704 |
1.5594 |
|
| R3 |
1.5699 |
1.5657 |
1.5581 |
|
| R2 |
1.5652 |
1.5652 |
1.5577 |
|
| R1 |
1.5610 |
1.5610 |
1.5572 |
1.5608 |
| PP |
1.5605 |
1.5605 |
1.5605 |
1.5604 |
| S1 |
1.5563 |
1.5563 |
1.5564 |
1.5561 |
| S2 |
1.5558 |
1.5558 |
1.5559 |
|
| S3 |
1.5511 |
1.5516 |
1.5555 |
|
| S4 |
1.5464 |
1.5469 |
1.5542 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6695 |
1.6454 |
1.5624 |
|
| R3 |
1.6289 |
1.6048 |
1.5513 |
|
| R2 |
1.5883 |
1.5883 |
1.5475 |
|
| R1 |
1.5642 |
1.5642 |
1.5438 |
1.5560 |
| PP |
1.5477 |
1.5477 |
1.5477 |
1.5436 |
| S1 |
1.5236 |
1.5236 |
1.5364 |
1.5154 |
| S2 |
1.5071 |
1.5071 |
1.5327 |
|
| S3 |
1.4665 |
1.4830 |
1.5289 |
|
| S4 |
1.4259 |
1.4424 |
1.5178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5668 |
1.5383 |
0.0285 |
1.8% |
0.0080 |
0.5% |
65% |
False |
False |
31 |
| 10 |
1.5762 |
1.5312 |
0.0450 |
2.9% |
0.0072 |
0.5% |
57% |
False |
False |
26 |
| 20 |
1.6175 |
1.5312 |
0.0863 |
5.5% |
0.0036 |
0.2% |
30% |
False |
False |
15 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0022 |
0.1% |
21% |
False |
False |
8 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0014 |
0.1% |
21% |
False |
False |
6 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0011 |
0.1% |
21% |
False |
False |
4 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0009 |
0.1% |
21% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5847 |
|
2.618 |
1.5770 |
|
1.618 |
1.5723 |
|
1.000 |
1.5694 |
|
0.618 |
1.5676 |
|
HIGH |
1.5647 |
|
0.618 |
1.5629 |
|
0.500 |
1.5624 |
|
0.382 |
1.5618 |
|
LOW |
1.5600 |
|
0.618 |
1.5571 |
|
1.000 |
1.5553 |
|
1.618 |
1.5524 |
|
2.618 |
1.5477 |
|
4.250 |
1.5400 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5624 |
1.5611 |
| PP |
1.5605 |
1.5596 |
| S1 |
1.5587 |
1.5582 |
|