CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5547 |
1.5331 |
-0.0216 |
-1.4% |
1.5433 |
| High |
1.5547 |
1.5459 |
-0.0088 |
-0.6% |
1.5668 |
| Low |
1.5474 |
1.5331 |
-0.0143 |
-0.9% |
1.5433 |
| Close |
1.5445 |
1.5358 |
-0.0087 |
-0.6% |
1.5597 |
| Range |
0.0073 |
0.0128 |
0.0055 |
75.3% |
0.0235 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
2.9% |
0.0000 |
| Volume |
2 |
19 |
17 |
850.0% |
74 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5767 |
1.5690 |
1.5428 |
|
| R3 |
1.5639 |
1.5562 |
1.5393 |
|
| R2 |
1.5511 |
1.5511 |
1.5381 |
|
| R1 |
1.5434 |
1.5434 |
1.5370 |
1.5473 |
| PP |
1.5383 |
1.5383 |
1.5383 |
1.5402 |
| S1 |
1.5306 |
1.5306 |
1.5346 |
1.5345 |
| S2 |
1.5255 |
1.5255 |
1.5335 |
|
| S3 |
1.5127 |
1.5178 |
1.5323 |
|
| S4 |
1.4999 |
1.5050 |
1.5288 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6169 |
1.5726 |
|
| R3 |
1.6036 |
1.5934 |
1.5662 |
|
| R2 |
1.5801 |
1.5801 |
1.5640 |
|
| R1 |
1.5699 |
1.5699 |
1.5619 |
1.5750 |
| PP |
1.5566 |
1.5566 |
1.5566 |
1.5592 |
| S1 |
1.5464 |
1.5464 |
1.5575 |
1.5515 |
| S2 |
1.5331 |
1.5331 |
1.5554 |
|
| S3 |
1.5096 |
1.5229 |
1.5532 |
|
| S4 |
1.4861 |
1.4994 |
1.5468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5647 |
1.5331 |
0.0316 |
2.1% |
0.0074 |
0.5% |
9% |
False |
True |
13 |
| 10 |
1.5691 |
1.5312 |
0.0379 |
2.5% |
0.0086 |
0.6% |
12% |
False |
False |
26 |
| 20 |
1.6055 |
1.5312 |
0.0743 |
4.8% |
0.0048 |
0.3% |
6% |
False |
False |
16 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.8% |
0.0026 |
0.2% |
4% |
False |
False |
9 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.8% |
0.0018 |
0.1% |
4% |
False |
False |
6 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.8% |
0.0014 |
0.1% |
4% |
False |
False |
5 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.8% |
0.0011 |
0.1% |
4% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6003 |
|
2.618 |
1.5794 |
|
1.618 |
1.5666 |
|
1.000 |
1.5587 |
|
0.618 |
1.5538 |
|
HIGH |
1.5459 |
|
0.618 |
1.5410 |
|
0.500 |
1.5395 |
|
0.382 |
1.5380 |
|
LOW |
1.5331 |
|
0.618 |
1.5252 |
|
1.000 |
1.5203 |
|
1.618 |
1.5124 |
|
2.618 |
1.4996 |
|
4.250 |
1.4787 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5395 |
1.5464 |
| PP |
1.5383 |
1.5428 |
| S1 |
1.5370 |
1.5393 |
|