CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 14-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5842 |
1.5762 |
-0.0080 |
-0.5% |
1.6148 |
| High |
1.5857 |
1.5803 |
-0.0054 |
-0.3% |
1.6189 |
| Low |
1.5750 |
1.5692 |
-0.0058 |
-0.4% |
1.5828 |
| Close |
1.5789 |
1.5755 |
-0.0034 |
-0.2% |
1.5848 |
| Range |
0.0107 |
0.0111 |
0.0004 |
3.7% |
0.0361 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
27,063 |
61,115 |
34,052 |
125.8% |
28,367 |
|
| Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6083 |
1.6030 |
1.5816 |
|
| R3 |
1.5972 |
1.5919 |
1.5786 |
|
| R2 |
1.5861 |
1.5861 |
1.5775 |
|
| R1 |
1.5808 |
1.5808 |
1.5765 |
1.5779 |
| PP |
1.5750 |
1.5750 |
1.5750 |
1.5736 |
| S1 |
1.5697 |
1.5697 |
1.5745 |
1.5668 |
| S2 |
1.5639 |
1.5639 |
1.5735 |
|
| S3 |
1.5528 |
1.5586 |
1.5724 |
|
| S4 |
1.5417 |
1.5475 |
1.5694 |
|
|
| 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 |
1.6067 |
1.5692 |
0.0375 |
2.4% |
0.0128 |
0.8% |
17% |
False |
True |
25,127 |
| 10 |
1.6316 |
1.5692 |
0.0624 |
4.0% |
0.0133 |
0.8% |
10% |
False |
True |
13,425 |
| 20 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0131 |
0.8% |
7% |
False |
True |
6,787 |
| 40 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0121 |
0.8% |
7% |
False |
True |
3,422 |
| 60 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0103 |
0.7% |
7% |
False |
True |
2,291 |
| 80 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0084 |
0.5% |
7% |
False |
True |
1,721 |
| 100 |
1.6702 |
1.5692 |
0.1010 |
6.4% |
0.0069 |
0.4% |
6% |
False |
True |
1,377 |
| 120 |
1.6702 |
1.5692 |
0.1010 |
6.4% |
0.0058 |
0.4% |
6% |
False |
True |
1,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6275 |
|
2.618 |
1.6094 |
|
1.618 |
1.5983 |
|
1.000 |
1.5914 |
|
0.618 |
1.5872 |
|
HIGH |
1.5803 |
|
0.618 |
1.5761 |
|
0.500 |
1.5748 |
|
0.382 |
1.5734 |
|
LOW |
1.5692 |
|
0.618 |
1.5623 |
|
1.000 |
1.5581 |
|
1.618 |
1.5512 |
|
2.618 |
1.5401 |
|
4.250 |
1.5220 |
|
|
| Fisher Pivots for day following 14-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5753 |
1.5782 |
| PP |
1.5750 |
1.5773 |
| S1 |
1.5748 |
1.5764 |
|