CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5786 |
1.5705 |
-0.0081 |
-0.5% |
1.5810 |
| High |
1.5826 |
1.5741 |
-0.0085 |
-0.5% |
1.5872 |
| Low |
1.5729 |
1.5618 |
-0.0111 |
-0.7% |
1.5692 |
| Close |
1.5774 |
1.5678 |
-0.0096 |
-0.6% |
1.5774 |
| Range |
0.0097 |
0.0123 |
0.0026 |
26.8% |
0.0180 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.7% |
0.0000 |
| Volume |
83,304 |
93,781 |
10,477 |
12.6% |
278,790 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6048 |
1.5986 |
1.5746 |
|
| R3 |
1.5925 |
1.5863 |
1.5712 |
|
| R2 |
1.5802 |
1.5802 |
1.5701 |
|
| R1 |
1.5740 |
1.5740 |
1.5689 |
1.5710 |
| PP |
1.5679 |
1.5679 |
1.5679 |
1.5664 |
| S1 |
1.5617 |
1.5617 |
1.5667 |
1.5587 |
| S2 |
1.5556 |
1.5556 |
1.5655 |
|
| S3 |
1.5433 |
1.5494 |
1.5644 |
|
| S4 |
1.5310 |
1.5371 |
1.5610 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6319 |
1.6227 |
1.5873 |
|
| R3 |
1.6139 |
1.6047 |
1.5824 |
|
| R2 |
1.5959 |
1.5959 |
1.5807 |
|
| R1 |
1.5867 |
1.5867 |
1.5791 |
1.5823 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5758 |
| S1 |
1.5687 |
1.5687 |
1.5758 |
1.5643 |
| S2 |
1.5599 |
1.5599 |
1.5741 |
|
| S3 |
1.5419 |
1.5507 |
1.5725 |
|
| S4 |
1.5239 |
1.5327 |
1.5675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5857 |
1.5618 |
0.0239 |
1.5% |
0.0114 |
0.7% |
25% |
False |
True |
71,236 |
| 10 |
1.6189 |
1.5618 |
0.0571 |
3.6% |
0.0139 |
0.9% |
11% |
False |
True |
40,093 |
| 20 |
1.6550 |
1.5618 |
0.0932 |
5.9% |
0.0124 |
0.8% |
6% |
False |
True |
20,163 |
| 40 |
1.6586 |
1.5618 |
0.0968 |
6.2% |
0.0125 |
0.8% |
6% |
False |
True |
10,120 |
| 60 |
1.6586 |
1.5618 |
0.0968 |
6.2% |
0.0108 |
0.7% |
6% |
False |
True |
6,757 |
| 80 |
1.6586 |
1.5618 |
0.0968 |
6.2% |
0.0088 |
0.6% |
6% |
False |
True |
5,071 |
| 100 |
1.6702 |
1.5618 |
0.1084 |
6.9% |
0.0072 |
0.5% |
6% |
False |
True |
4,057 |
| 120 |
1.6702 |
1.5618 |
0.1084 |
6.9% |
0.0060 |
0.4% |
6% |
False |
True |
3,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6264 |
|
2.618 |
1.6063 |
|
1.618 |
1.5940 |
|
1.000 |
1.5864 |
|
0.618 |
1.5817 |
|
HIGH |
1.5741 |
|
0.618 |
1.5694 |
|
0.500 |
1.5680 |
|
0.382 |
1.5665 |
|
LOW |
1.5618 |
|
0.618 |
1.5542 |
|
1.000 |
1.5495 |
|
1.618 |
1.5419 |
|
2.618 |
1.5296 |
|
4.250 |
1.5095 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5680 |
1.5735 |
| PP |
1.5679 |
1.5716 |
| S1 |
1.5679 |
1.5697 |
|