CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5956 |
1.5810 |
-0.0146 |
-0.9% |
1.6148 |
| High |
1.5972 |
1.5872 |
-0.0100 |
-0.6% |
1.6189 |
| Low |
1.5828 |
1.5759 |
-0.0069 |
-0.4% |
1.5828 |
| Close |
1.5848 |
1.5799 |
-0.0049 |
-0.3% |
1.5848 |
| Range |
0.0144 |
0.0113 |
-0.0031 |
-21.5% |
0.0361 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
13,045 |
16,390 |
3,345 |
25.6% |
28,367 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6149 |
1.6087 |
1.5861 |
|
| R3 |
1.6036 |
1.5974 |
1.5830 |
|
| R2 |
1.5923 |
1.5923 |
1.5820 |
|
| R1 |
1.5861 |
1.5861 |
1.5809 |
1.5836 |
| PP |
1.5810 |
1.5810 |
1.5810 |
1.5797 |
| S1 |
1.5748 |
1.5748 |
1.5789 |
1.5723 |
| S2 |
1.5697 |
1.5697 |
1.5778 |
|
| S3 |
1.5584 |
1.5635 |
1.5768 |
|
| S4 |
1.5471 |
1.5522 |
1.5737 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7038 |
1.6804 |
1.6047 |
|
| R3 |
1.6677 |
1.6443 |
1.5947 |
|
| R2 |
1.6316 |
1.6316 |
1.5914 |
|
| R1 |
1.6082 |
1.6082 |
1.5881 |
1.6019 |
| PP |
1.5955 |
1.5955 |
1.5955 |
1.5923 |
| S1 |
1.5721 |
1.5721 |
1.5815 |
1.5658 |
| S2 |
1.5594 |
1.5594 |
1.5782 |
|
| S3 |
1.5233 |
1.5360 |
1.5749 |
|
| S4 |
1.4872 |
1.4999 |
1.5649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6189 |
1.5759 |
0.0430 |
2.7% |
0.0164 |
1.0% |
9% |
False |
True |
8,951 |
| 10 |
1.6430 |
1.5759 |
0.0671 |
4.2% |
0.0137 |
0.9% |
6% |
False |
True |
4,650 |
| 20 |
1.6586 |
1.5759 |
0.0827 |
5.2% |
0.0133 |
0.8% |
5% |
False |
True |
2,390 |
| 40 |
1.6586 |
1.5759 |
0.0827 |
5.2% |
0.0118 |
0.7% |
5% |
False |
True |
1,218 |
| 60 |
1.6586 |
1.5759 |
0.0827 |
5.2% |
0.0100 |
0.6% |
5% |
False |
True |
822 |
| 80 |
1.6586 |
1.5759 |
0.0827 |
5.2% |
0.0081 |
0.5% |
5% |
False |
True |
619 |
| 100 |
1.6702 |
1.5759 |
0.0943 |
6.0% |
0.0067 |
0.4% |
4% |
False |
True |
496 |
| 120 |
1.6702 |
1.5759 |
0.0943 |
6.0% |
0.0056 |
0.4% |
4% |
False |
True |
413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6352 |
|
2.618 |
1.6168 |
|
1.618 |
1.6055 |
|
1.000 |
1.5985 |
|
0.618 |
1.5942 |
|
HIGH |
1.5872 |
|
0.618 |
1.5829 |
|
0.500 |
1.5816 |
|
0.382 |
1.5802 |
|
LOW |
1.5759 |
|
0.618 |
1.5689 |
|
1.000 |
1.5646 |
|
1.618 |
1.5576 |
|
2.618 |
1.5463 |
|
4.250 |
1.5279 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5816 |
1.5913 |
| PP |
1.5810 |
1.5875 |
| S1 |
1.5805 |
1.5837 |
|