CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 22-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2011 |
22-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5726 |
1.5491 |
-0.0235 |
-1.5% |
1.5810 |
| High |
1.5730 |
1.5505 |
-0.0225 |
-1.4% |
1.5872 |
| Low |
1.5474 |
1.5316 |
-0.0158 |
-1.0% |
1.5692 |
| Close |
1.5566 |
1.5342 |
-0.0224 |
-1.4% |
1.5774 |
| Range |
0.0256 |
0.0189 |
-0.0067 |
-26.2% |
0.0180 |
| ATR |
0.0135 |
0.0143 |
0.0008 |
6.1% |
0.0000 |
| Volume |
148,087 |
152,732 |
4,645 |
3.1% |
278,790 |
|
| Daily Pivots for day following 22-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5955 |
1.5837 |
1.5446 |
|
| R3 |
1.5766 |
1.5648 |
1.5394 |
|
| R2 |
1.5577 |
1.5577 |
1.5377 |
|
| R1 |
1.5459 |
1.5459 |
1.5359 |
1.5424 |
| PP |
1.5388 |
1.5388 |
1.5388 |
1.5370 |
| S1 |
1.5270 |
1.5270 |
1.5325 |
1.5235 |
| S2 |
1.5199 |
1.5199 |
1.5307 |
|
| S3 |
1.5010 |
1.5081 |
1.5290 |
|
| S4 |
1.4821 |
1.4892 |
1.5238 |
|
|
| 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 |
1.5826 |
1.5316 |
0.0510 |
3.3% |
0.0152 |
1.0% |
5% |
False |
True |
114,013 |
| 10 |
1.5972 |
1.5316 |
0.0656 |
4.3% |
0.0137 |
0.9% |
4% |
False |
True |
77,859 |
| 20 |
1.6430 |
1.5316 |
0.1114 |
7.3% |
0.0138 |
0.9% |
2% |
False |
True |
39,800 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0133 |
0.9% |
2% |
False |
True |
19,943 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0112 |
0.7% |
2% |
False |
True |
13,306 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0095 |
0.6% |
2% |
False |
True |
9,983 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0076 |
0.5% |
2% |
False |
True |
7,987 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
9.0% |
0.0065 |
0.4% |
2% |
False |
True |
6,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6308 |
|
2.618 |
1.6000 |
|
1.618 |
1.5811 |
|
1.000 |
1.5694 |
|
0.618 |
1.5622 |
|
HIGH |
1.5505 |
|
0.618 |
1.5433 |
|
0.500 |
1.5411 |
|
0.382 |
1.5388 |
|
LOW |
1.5316 |
|
0.618 |
1.5199 |
|
1.000 |
1.5127 |
|
1.618 |
1.5010 |
|
2.618 |
1.4821 |
|
4.250 |
1.4513 |
|
|
| Fisher Pivots for day following 22-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5411 |
1.5526 |
| PP |
1.5388 |
1.5464 |
| S1 |
1.5365 |
1.5403 |
|