CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5474 |
1.5431 |
-0.0043 |
-0.3% |
1.5547 |
| High |
1.5474 |
1.5601 |
0.0127 |
0.8% |
1.5601 |
| Low |
1.5267 |
1.5426 |
0.0159 |
1.0% |
1.5267 |
| Close |
1.5412 |
1.5533 |
0.0121 |
0.8% |
1.5533 |
| Range |
0.0207 |
0.0175 |
-0.0032 |
-15.5% |
0.0334 |
| ATR |
0.0102 |
0.0108 |
0.0006 |
6.1% |
0.0000 |
| Volume |
34 |
65 |
31 |
91.2% |
153 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.5964 |
1.5629 |
|
| R3 |
1.5870 |
1.5789 |
1.5581 |
|
| R2 |
1.5695 |
1.5695 |
1.5565 |
|
| R1 |
1.5614 |
1.5614 |
1.5549 |
1.5655 |
| PP |
1.5520 |
1.5520 |
1.5520 |
1.5540 |
| S1 |
1.5439 |
1.5439 |
1.5517 |
1.5480 |
| S2 |
1.5345 |
1.5345 |
1.5501 |
|
| S3 |
1.5170 |
1.5264 |
1.5485 |
|
| S4 |
1.4995 |
1.5089 |
1.5437 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6469 |
1.6335 |
1.5717 |
|
| R3 |
1.6135 |
1.6001 |
1.5625 |
|
| R2 |
1.5801 |
1.5801 |
1.5594 |
|
| R1 |
1.5667 |
1.5667 |
1.5564 |
1.5567 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5417 |
| S1 |
1.5333 |
1.5333 |
1.5502 |
1.5233 |
| S2 |
1.5133 |
1.5133 |
1.5472 |
|
| S3 |
1.4799 |
1.4999 |
1.5441 |
|
| S4 |
1.4465 |
1.4665 |
1.5349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5601 |
1.5267 |
0.0334 |
2.2% |
0.0132 |
0.9% |
80% |
True |
False |
30 |
| 10 |
1.5668 |
1.5267 |
0.0401 |
2.6% |
0.0103 |
0.7% |
66% |
False |
False |
22 |
| 20 |
1.5790 |
1.5267 |
0.0523 |
3.4% |
0.0071 |
0.5% |
51% |
False |
False |
22 |
| 40 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0038 |
0.2% |
22% |
False |
False |
12 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0026 |
0.2% |
22% |
False |
False |
8 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0020 |
0.1% |
22% |
False |
False |
6 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0016 |
0.1% |
22% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6345 |
|
2.618 |
1.6059 |
|
1.618 |
1.5884 |
|
1.000 |
1.5776 |
|
0.618 |
1.5709 |
|
HIGH |
1.5601 |
|
0.618 |
1.5534 |
|
0.500 |
1.5514 |
|
0.382 |
1.5493 |
|
LOW |
1.5426 |
|
0.618 |
1.5318 |
|
1.000 |
1.5251 |
|
1.618 |
1.5143 |
|
2.618 |
1.4968 |
|
4.250 |
1.4682 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5527 |
1.5500 |
| PP |
1.5520 |
1.5467 |
| S1 |
1.5514 |
1.5434 |
|