CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5425 |
1.5474 |
0.0049 |
0.3% |
1.5433 |
| High |
1.5456 |
1.5474 |
0.0018 |
0.1% |
1.5668 |
| Low |
1.5378 |
1.5267 |
-0.0111 |
-0.7% |
1.5433 |
| Close |
1.5448 |
1.5412 |
-0.0036 |
-0.2% |
1.5597 |
| Range |
0.0078 |
0.0207 |
0.0129 |
165.4% |
0.0235 |
| ATR |
0.0094 |
0.0102 |
0.0008 |
8.6% |
0.0000 |
| Volume |
33 |
34 |
1 |
3.0% |
74 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5916 |
1.5526 |
|
| R3 |
1.5798 |
1.5709 |
1.5469 |
|
| R2 |
1.5591 |
1.5591 |
1.5450 |
|
| R1 |
1.5502 |
1.5502 |
1.5431 |
1.5443 |
| PP |
1.5384 |
1.5384 |
1.5384 |
1.5355 |
| S1 |
1.5295 |
1.5295 |
1.5393 |
1.5236 |
| S2 |
1.5177 |
1.5177 |
1.5374 |
|
| S3 |
1.4970 |
1.5088 |
1.5355 |
|
| S4 |
1.4763 |
1.4881 |
1.5298 |
|
|
| 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 |
1.5596 |
1.5267 |
0.0329 |
2.1% |
0.0104 |
0.7% |
44% |
False |
True |
19 |
| 10 |
1.5668 |
1.5267 |
0.0401 |
2.6% |
0.0092 |
0.6% |
36% |
False |
True |
25 |
| 20 |
1.5837 |
1.5267 |
0.0570 |
3.7% |
0.0062 |
0.4% |
25% |
False |
True |
19 |
| 40 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0033 |
0.2% |
12% |
False |
True |
10 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0023 |
0.1% |
12% |
False |
True |
7 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0017 |
0.1% |
12% |
False |
True |
6 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0014 |
0.1% |
12% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6354 |
|
2.618 |
1.6016 |
|
1.618 |
1.5809 |
|
1.000 |
1.5681 |
|
0.618 |
1.5602 |
|
HIGH |
1.5474 |
|
0.618 |
1.5395 |
|
0.500 |
1.5371 |
|
0.382 |
1.5346 |
|
LOW |
1.5267 |
|
0.618 |
1.5139 |
|
1.000 |
1.5060 |
|
1.618 |
1.4932 |
|
2.618 |
1.4725 |
|
4.250 |
1.4387 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5398 |
1.5398 |
| PP |
1.5384 |
1.5384 |
| S1 |
1.5371 |
1.5371 |
|