CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5750 |
1.5751 |
0.0001 |
0.0% |
1.5510 |
| High |
1.5793 |
1.5770 |
-0.0023 |
-0.1% |
1.5793 |
| Low |
1.5750 |
1.5745 |
-0.0005 |
0.0% |
1.5510 |
| Close |
1.5792 |
1.5728 |
-0.0064 |
-0.4% |
1.5792 |
| Range |
0.0043 |
0.0025 |
-0.0018 |
-41.9% |
0.0283 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
23 |
10 |
-13 |
-56.5% |
273 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5823 |
1.5800 |
1.5742 |
|
| R3 |
1.5798 |
1.5775 |
1.5735 |
|
| R2 |
1.5773 |
1.5773 |
1.5733 |
|
| R1 |
1.5750 |
1.5750 |
1.5730 |
1.5749 |
| PP |
1.5748 |
1.5748 |
1.5748 |
1.5747 |
| S1 |
1.5725 |
1.5725 |
1.5726 |
1.5724 |
| S2 |
1.5723 |
1.5723 |
1.5723 |
|
| S3 |
1.5698 |
1.5700 |
1.5721 |
|
| S4 |
1.5673 |
1.5675 |
1.5714 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6547 |
1.6453 |
1.5948 |
|
| R3 |
1.6264 |
1.6170 |
1.5870 |
|
| R2 |
1.5981 |
1.5981 |
1.5844 |
|
| R1 |
1.5887 |
1.5887 |
1.5818 |
1.5934 |
| PP |
1.5698 |
1.5698 |
1.5698 |
1.5722 |
| S1 |
1.5604 |
1.5604 |
1.5766 |
1.5651 |
| S2 |
1.5415 |
1.5415 |
1.5740 |
|
| S3 |
1.5132 |
1.5321 |
1.5714 |
|
| S4 |
1.4849 |
1.5038 |
1.5636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5793 |
1.5601 |
0.0192 |
1.2% |
0.0060 |
0.4% |
66% |
False |
False |
44 |
| 10 |
1.5793 |
1.5267 |
0.0526 |
3.3% |
0.0105 |
0.7% |
88% |
False |
False |
43 |
| 20 |
1.5793 |
1.5267 |
0.0526 |
3.3% |
0.0091 |
0.6% |
88% |
False |
False |
35 |
| 40 |
1.6467 |
1.5267 |
0.1200 |
7.6% |
0.0047 |
0.3% |
38% |
False |
False |
19 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0034 |
0.2% |
37% |
False |
False |
13 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0025 |
0.2% |
37% |
False |
False |
10 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0020 |
0.1% |
37% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5876 |
|
2.618 |
1.5835 |
|
1.618 |
1.5810 |
|
1.000 |
1.5795 |
|
0.618 |
1.5785 |
|
HIGH |
1.5770 |
|
0.618 |
1.5760 |
|
0.500 |
1.5758 |
|
0.382 |
1.5755 |
|
LOW |
1.5745 |
|
0.618 |
1.5730 |
|
1.000 |
1.5720 |
|
1.618 |
1.5705 |
|
2.618 |
1.5680 |
|
4.250 |
1.5639 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5758 |
1.5727 |
| PP |
1.5748 |
1.5725 |
| S1 |
1.5738 |
1.5724 |
|