CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5705 |
1.5688 |
-0.0017 |
-0.1% |
1.5810 |
| High |
1.5741 |
1.5735 |
-0.0006 |
0.0% |
1.5872 |
| Low |
1.5618 |
1.5641 |
0.0023 |
0.1% |
1.5692 |
| Close |
1.5678 |
1.5716 |
0.0038 |
0.2% |
1.5774 |
| Range |
0.0123 |
0.0094 |
-0.0029 |
-23.6% |
0.0180 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
93,781 |
92,161 |
-1,620 |
-1.7% |
278,790 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5979 |
1.5942 |
1.5768 |
|
| R3 |
1.5885 |
1.5848 |
1.5742 |
|
| R2 |
1.5791 |
1.5791 |
1.5733 |
|
| R1 |
1.5754 |
1.5754 |
1.5725 |
1.5773 |
| PP |
1.5697 |
1.5697 |
1.5697 |
1.5707 |
| S1 |
1.5660 |
1.5660 |
1.5707 |
1.5679 |
| S2 |
1.5603 |
1.5603 |
1.5699 |
|
| S3 |
1.5509 |
1.5566 |
1.5690 |
|
| S4 |
1.5415 |
1.5472 |
1.5664 |
|
|
| 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 |
1.5852 |
1.5618 |
0.0234 |
1.5% |
0.0112 |
0.7% |
42% |
False |
False |
84,255 |
| 10 |
1.6067 |
1.5618 |
0.0449 |
2.9% |
0.0120 |
0.8% |
22% |
False |
False |
48,885 |
| 20 |
1.6550 |
1.5618 |
0.0932 |
5.9% |
0.0127 |
0.8% |
11% |
False |
False |
24,766 |
| 40 |
1.6586 |
1.5618 |
0.0968 |
6.2% |
0.0127 |
0.8% |
10% |
False |
False |
12,424 |
| 60 |
1.6586 |
1.5618 |
0.0968 |
6.2% |
0.0108 |
0.7% |
10% |
False |
False |
8,293 |
| 80 |
1.6586 |
1.5618 |
0.0968 |
6.2% |
0.0089 |
0.6% |
10% |
False |
False |
6,223 |
| 100 |
1.6702 |
1.5618 |
0.1084 |
6.9% |
0.0073 |
0.5% |
9% |
False |
False |
4,979 |
| 120 |
1.6702 |
1.5618 |
0.1084 |
6.9% |
0.0061 |
0.4% |
9% |
False |
False |
4,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6135 |
|
2.618 |
1.5981 |
|
1.618 |
1.5887 |
|
1.000 |
1.5829 |
|
0.618 |
1.5793 |
|
HIGH |
1.5735 |
|
0.618 |
1.5699 |
|
0.500 |
1.5688 |
|
0.382 |
1.5677 |
|
LOW |
1.5641 |
|
0.618 |
1.5583 |
|
1.000 |
1.5547 |
|
1.618 |
1.5489 |
|
2.618 |
1.5395 |
|
4.250 |
1.5242 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5707 |
1.5722 |
| PP |
1.5697 |
1.5720 |
| S1 |
1.5688 |
1.5718 |
|