CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5751 |
1.5769 |
0.0018 |
0.1% |
1.5510 |
| High |
1.5770 |
1.5769 |
-0.0001 |
0.0% |
1.5793 |
| Low |
1.5745 |
1.5611 |
-0.0134 |
-0.9% |
1.5510 |
| Close |
1.5728 |
1.5692 |
-0.0036 |
-0.2% |
1.5792 |
| Range |
0.0025 |
0.0158 |
0.0133 |
532.0% |
0.0283 |
| ATR |
0.0104 |
0.0107 |
0.0004 |
3.8% |
0.0000 |
| Volume |
10 |
5 |
-5 |
-50.0% |
273 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6165 |
1.6086 |
1.5779 |
|
| R3 |
1.6007 |
1.5928 |
1.5735 |
|
| R2 |
1.5849 |
1.5849 |
1.5721 |
|
| R1 |
1.5770 |
1.5770 |
1.5706 |
1.5731 |
| PP |
1.5691 |
1.5691 |
1.5691 |
1.5671 |
| S1 |
1.5612 |
1.5612 |
1.5678 |
1.5573 |
| S2 |
1.5533 |
1.5533 |
1.5663 |
|
| S3 |
1.5375 |
1.5454 |
1.5649 |
|
| S4 |
1.5217 |
1.5296 |
1.5605 |
|
|
| 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 |
1.5611 |
0.0182 |
1.2% |
0.0087 |
0.6% |
45% |
False |
True |
33 |
| 10 |
1.5793 |
1.5267 |
0.0526 |
3.4% |
0.0108 |
0.7% |
81% |
False |
False |
42 |
| 20 |
1.5793 |
1.5267 |
0.0526 |
3.4% |
0.0097 |
0.6% |
81% |
False |
False |
34 |
| 40 |
1.6467 |
1.5267 |
0.1200 |
7.6% |
0.0051 |
0.3% |
35% |
False |
False |
19 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0036 |
0.2% |
34% |
False |
False |
13 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0027 |
0.2% |
34% |
False |
False |
10 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0022 |
0.1% |
34% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6441 |
|
2.618 |
1.6183 |
|
1.618 |
1.6025 |
|
1.000 |
1.5927 |
|
0.618 |
1.5867 |
|
HIGH |
1.5769 |
|
0.618 |
1.5709 |
|
0.500 |
1.5690 |
|
0.382 |
1.5671 |
|
LOW |
1.5611 |
|
0.618 |
1.5513 |
|
1.000 |
1.5453 |
|
1.618 |
1.5355 |
|
2.618 |
1.5197 |
|
4.250 |
1.4940 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5691 |
1.5702 |
| PP |
1.5691 |
1.5699 |
| S1 |
1.5690 |
1.5695 |
|