CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5929 |
1.5967 |
0.0038 |
0.2% |
1.5751 |
| High |
1.5980 |
1.5985 |
0.0005 |
0.0% |
1.5929 |
| Low |
1.5910 |
1.5947 |
0.0037 |
0.2% |
1.5611 |
| Close |
1.5975 |
1.5989 |
0.0014 |
0.1% |
1.5915 |
| Range |
0.0070 |
0.0038 |
-0.0032 |
-45.7% |
0.0318 |
| ATR |
0.0109 |
0.0104 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
24 |
19 |
-5 |
-20.8% |
133 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6088 |
1.6076 |
1.6010 |
|
| R3 |
1.6050 |
1.6038 |
1.5999 |
|
| R2 |
1.6012 |
1.6012 |
1.5996 |
|
| R1 |
1.6000 |
1.6000 |
1.5992 |
1.6006 |
| PP |
1.5974 |
1.5974 |
1.5974 |
1.5977 |
| S1 |
1.5962 |
1.5962 |
1.5986 |
1.5968 |
| S2 |
1.5936 |
1.5936 |
1.5982 |
|
| S3 |
1.5898 |
1.5924 |
1.5979 |
|
| S4 |
1.5860 |
1.5886 |
1.5968 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6772 |
1.6662 |
1.6090 |
|
| R3 |
1.6454 |
1.6344 |
1.6002 |
|
| R2 |
1.6136 |
1.6136 |
1.5973 |
|
| R1 |
1.6026 |
1.6026 |
1.5944 |
1.6081 |
| PP |
1.5818 |
1.5818 |
1.5818 |
1.5846 |
| S1 |
1.5708 |
1.5708 |
1.5886 |
1.5763 |
| S2 |
1.5500 |
1.5500 |
1.5857 |
|
| S3 |
1.5182 |
1.5390 |
1.5828 |
|
| S4 |
1.4864 |
1.5072 |
1.5740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5985 |
1.5688 |
0.0297 |
1.9% |
0.0099 |
0.6% |
101% |
True |
False |
32 |
| 10 |
1.5985 |
1.5611 |
0.0374 |
2.3% |
0.0093 |
0.6% |
101% |
True |
False |
32 |
| 20 |
1.5985 |
1.5267 |
0.0718 |
4.5% |
0.0097 |
0.6% |
101% |
True |
False |
32 |
| 40 |
1.6272 |
1.5267 |
0.1005 |
6.3% |
0.0063 |
0.4% |
72% |
False |
False |
23 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0045 |
0.3% |
58% |
False |
False |
16 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0033 |
0.2% |
58% |
False |
False |
12 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0027 |
0.2% |
58% |
False |
False |
10 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0022 |
0.1% |
58% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6147 |
|
2.618 |
1.6084 |
|
1.618 |
1.6046 |
|
1.000 |
1.6023 |
|
0.618 |
1.6008 |
|
HIGH |
1.5985 |
|
0.618 |
1.5970 |
|
0.500 |
1.5966 |
|
0.382 |
1.5962 |
|
LOW |
1.5947 |
|
0.618 |
1.5924 |
|
1.000 |
1.5909 |
|
1.618 |
1.5886 |
|
2.618 |
1.5848 |
|
4.250 |
1.5786 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5981 |
1.5952 |
| PP |
1.5974 |
1.5915 |
| S1 |
1.5966 |
1.5879 |
|