CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5692 |
1.5695 |
0.0003 |
0.0% |
1.5510 |
| High |
1.5827 |
1.5784 |
-0.0043 |
-0.3% |
1.5793 |
| Low |
1.5688 |
1.5693 |
0.0005 |
0.0% |
1.5510 |
| Close |
1.5740 |
1.5764 |
0.0024 |
0.2% |
1.5792 |
| Range |
0.0139 |
0.0091 |
-0.0048 |
-34.5% |
0.0283 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
31 |
43 |
12 |
38.7% |
273 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6020 |
1.5983 |
1.5814 |
|
| R3 |
1.5929 |
1.5892 |
1.5789 |
|
| R2 |
1.5838 |
1.5838 |
1.5781 |
|
| R1 |
1.5801 |
1.5801 |
1.5772 |
1.5820 |
| PP |
1.5747 |
1.5747 |
1.5747 |
1.5756 |
| S1 |
1.5710 |
1.5710 |
1.5756 |
1.5729 |
| S2 |
1.5656 |
1.5656 |
1.5747 |
|
| S3 |
1.5565 |
1.5619 |
1.5739 |
|
| S4 |
1.5474 |
1.5528 |
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 |
1.5827 |
1.5611 |
0.0216 |
1.4% |
0.0091 |
0.6% |
71% |
False |
False |
22 |
| 10 |
1.5827 |
1.5426 |
0.0401 |
2.5% |
0.0103 |
0.7% |
84% |
False |
False |
42 |
| 20 |
1.5827 |
1.5267 |
0.0560 |
3.6% |
0.0097 |
0.6% |
89% |
False |
False |
34 |
| 40 |
1.6371 |
1.5267 |
0.1104 |
7.0% |
0.0057 |
0.4% |
45% |
False |
False |
21 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0040 |
0.3% |
40% |
False |
False |
14 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0030 |
0.2% |
40% |
False |
False |
11 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0024 |
0.2% |
40% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6171 |
|
2.618 |
1.6022 |
|
1.618 |
1.5931 |
|
1.000 |
1.5875 |
|
0.618 |
1.5840 |
|
HIGH |
1.5784 |
|
0.618 |
1.5749 |
|
0.500 |
1.5739 |
|
0.382 |
1.5728 |
|
LOW |
1.5693 |
|
0.618 |
1.5637 |
|
1.000 |
1.5602 |
|
1.618 |
1.5546 |
|
2.618 |
1.5455 |
|
4.250 |
1.5306 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5756 |
1.5749 |
| PP |
1.5747 |
1.5734 |
| S1 |
1.5739 |
1.5719 |
|