CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5971 |
1.6066 |
0.0095 |
0.6% |
1.5929 |
| High |
1.6080 |
1.6112 |
0.0032 |
0.2% |
1.6112 |
| Low |
1.5970 |
1.6055 |
0.0085 |
0.5% |
1.5872 |
| Close |
1.6090 |
1.6090 |
0.0000 |
0.0% |
1.6090 |
| Range |
0.0110 |
0.0057 |
-0.0053 |
-48.2% |
0.0240 |
| ATR |
0.0108 |
0.0105 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
62 |
71 |
9 |
14.5% |
295 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6257 |
1.6230 |
1.6121 |
|
| R3 |
1.6200 |
1.6173 |
1.6106 |
|
| R2 |
1.6143 |
1.6143 |
1.6100 |
|
| R1 |
1.6116 |
1.6116 |
1.6095 |
1.6130 |
| PP |
1.6086 |
1.6086 |
1.6086 |
1.6092 |
| S1 |
1.6059 |
1.6059 |
1.6085 |
1.6073 |
| S2 |
1.6029 |
1.6029 |
1.6080 |
|
| S3 |
1.5972 |
1.6002 |
1.6074 |
|
| S4 |
1.5915 |
1.5945 |
1.6059 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6745 |
1.6657 |
1.6222 |
|
| R3 |
1.6505 |
1.6417 |
1.6156 |
|
| R2 |
1.6265 |
1.6265 |
1.6134 |
|
| R1 |
1.6177 |
1.6177 |
1.6112 |
1.6221 |
| PP |
1.6025 |
1.6025 |
1.6025 |
1.6047 |
| S1 |
1.5937 |
1.5937 |
1.6068 |
1.5981 |
| S2 |
1.5785 |
1.5785 |
1.6046 |
|
| S3 |
1.5545 |
1.5697 |
1.6024 |
|
| S4 |
1.5305 |
1.5457 |
1.5958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6112 |
1.5872 |
0.0240 |
1.5% |
0.0079 |
0.5% |
91% |
True |
False |
59 |
| 10 |
1.6112 |
1.5611 |
0.0501 |
3.1% |
0.0097 |
0.6% |
96% |
True |
False |
42 |
| 20 |
1.6112 |
1.5267 |
0.0845 |
5.3% |
0.0103 |
0.6% |
97% |
True |
False |
42 |
| 40 |
1.6175 |
1.5267 |
0.0908 |
5.6% |
0.0071 |
0.4% |
91% |
False |
False |
29 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0049 |
0.3% |
67% |
False |
False |
20 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0037 |
0.2% |
67% |
False |
False |
15 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0030 |
0.2% |
67% |
False |
False |
12 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0025 |
0.2% |
67% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6354 |
|
2.618 |
1.6261 |
|
1.618 |
1.6204 |
|
1.000 |
1.6169 |
|
0.618 |
1.6147 |
|
HIGH |
1.6112 |
|
0.618 |
1.6090 |
|
0.500 |
1.6084 |
|
0.382 |
1.6077 |
|
LOW |
1.6055 |
|
0.618 |
1.6020 |
|
1.000 |
1.5998 |
|
1.618 |
1.5963 |
|
2.618 |
1.5906 |
|
4.250 |
1.5813 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6088 |
1.6057 |
| PP |
1.6086 |
1.6025 |
| S1 |
1.6084 |
1.5992 |
|