CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 15-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2011 |
15-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5752 |
-0.0010 |
-0.1% |
1.6148 |
| High |
1.5803 |
1.5852 |
0.0049 |
0.3% |
1.6189 |
| Low |
1.5692 |
1.5719 |
0.0027 |
0.2% |
1.5828 |
| Close |
1.5755 |
1.5793 |
0.0038 |
0.2% |
1.5848 |
| Range |
0.0111 |
0.0133 |
0.0022 |
19.8% |
0.0361 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.3% |
0.0000 |
| Volume |
61,115 |
90,918 |
29,803 |
48.8% |
28,367 |
|
| Daily Pivots for day following 15-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6187 |
1.6123 |
1.5866 |
|
| R3 |
1.6054 |
1.5990 |
1.5830 |
|
| R2 |
1.5921 |
1.5921 |
1.5817 |
|
| R1 |
1.5857 |
1.5857 |
1.5805 |
1.5889 |
| PP |
1.5788 |
1.5788 |
1.5788 |
1.5804 |
| S1 |
1.5724 |
1.5724 |
1.5781 |
1.5756 |
| S2 |
1.5655 |
1.5655 |
1.5769 |
|
| S3 |
1.5522 |
1.5591 |
1.5756 |
|
| S4 |
1.5389 |
1.5458 |
1.5720 |
|
|
| 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 |
1.5972 |
1.5692 |
0.0280 |
1.8% |
0.0122 |
0.8% |
36% |
False |
False |
41,706 |
| 10 |
1.6234 |
1.5692 |
0.0542 |
3.4% |
0.0136 |
0.9% |
19% |
False |
False |
22,482 |
| 20 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0126 |
0.8% |
11% |
False |
False |
11,329 |
| 40 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0124 |
0.8% |
11% |
False |
False |
5,693 |
| 60 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0105 |
0.7% |
11% |
False |
False |
3,806 |
| 80 |
1.6586 |
1.5692 |
0.0894 |
5.7% |
0.0086 |
0.5% |
11% |
False |
False |
2,858 |
| 100 |
1.6702 |
1.5692 |
0.1010 |
6.4% |
0.0070 |
0.4% |
10% |
False |
False |
2,287 |
| 120 |
1.6702 |
1.5692 |
0.1010 |
6.4% |
0.0058 |
0.4% |
10% |
False |
False |
1,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6417 |
|
2.618 |
1.6200 |
|
1.618 |
1.6067 |
|
1.000 |
1.5985 |
|
0.618 |
1.5934 |
|
HIGH |
1.5852 |
|
0.618 |
1.5801 |
|
0.500 |
1.5786 |
|
0.382 |
1.5770 |
|
LOW |
1.5719 |
|
0.618 |
1.5637 |
|
1.000 |
1.5586 |
|
1.618 |
1.5504 |
|
2.618 |
1.5371 |
|
4.250 |
1.5154 |
|
|
| Fisher Pivots for day following 15-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5791 |
1.5787 |
| PP |
1.5788 |
1.5781 |
| S1 |
1.5786 |
1.5775 |
|