CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
1.5544 |
1.5624 |
0.0080 |
0.5% |
1.5705 |
High |
1.5693 |
1.5666 |
-0.0027 |
-0.2% |
1.5741 |
Low |
1.5511 |
1.5553 |
0.0042 |
0.3% |
1.5316 |
Close |
1.5644 |
1.5589 |
-0.0055 |
-0.4% |
1.5412 |
Range |
0.0182 |
0.0113 |
-0.0069 |
-37.9% |
0.0425 |
ATR |
0.0147 |
0.0144 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
123,257 |
99,267 |
-23,990 |
-19.5% |
611,893 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5942 |
1.5878 |
1.5651 |
|
R3 |
1.5829 |
1.5765 |
1.5620 |
|
R2 |
1.5716 |
1.5716 |
1.5610 |
|
R1 |
1.5652 |
1.5652 |
1.5599 |
1.5628 |
PP |
1.5603 |
1.5603 |
1.5603 |
1.5590 |
S1 |
1.5539 |
1.5539 |
1.5579 |
1.5515 |
S2 |
1.5490 |
1.5490 |
1.5568 |
|
S3 |
1.5377 |
1.5426 |
1.5558 |
|
S4 |
1.5264 |
1.5313 |
1.5527 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6765 |
1.6513 |
1.5646 |
|
R3 |
1.6340 |
1.6088 |
1.5529 |
|
R2 |
1.5915 |
1.5915 |
1.5490 |
|
R1 |
1.5663 |
1.5663 |
1.5451 |
1.5577 |
PP |
1.5490 |
1.5490 |
1.5490 |
1.5446 |
S1 |
1.5238 |
1.5238 |
1.5373 |
1.5152 |
S2 |
1.5065 |
1.5065 |
1.5334 |
|
S3 |
1.4640 |
1.4813 |
1.5295 |
|
S4 |
1.4215 |
1.4388 |
1.5178 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5693 |
1.5316 |
0.0377 |
2.4% |
0.0157 |
1.0% |
72% |
False |
False |
122,499 |
10 |
1.5852 |
1.5316 |
0.0536 |
3.4% |
0.0149 |
1.0% |
51% |
False |
False |
112,074 |
20 |
1.6316 |
1.5316 |
0.1000 |
6.4% |
0.0141 |
0.9% |
27% |
False |
False |
62,750 |
40 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0137 |
0.9% |
21% |
False |
False |
31,434 |
60 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0116 |
0.7% |
21% |
False |
False |
20,966 |
80 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0102 |
0.7% |
21% |
False |
False |
15,730 |
100 |
1.6586 |
1.5316 |
0.1270 |
8.1% |
0.0082 |
0.5% |
21% |
False |
False |
12,585 |
120 |
1.6702 |
1.5316 |
0.1386 |
8.9% |
0.0070 |
0.4% |
20% |
False |
False |
10,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6146 |
2.618 |
1.5962 |
1.618 |
1.5849 |
1.000 |
1.5779 |
0.618 |
1.5736 |
HIGH |
1.5666 |
0.618 |
1.5623 |
0.500 |
1.5610 |
0.382 |
1.5596 |
LOW |
1.5553 |
0.618 |
1.5483 |
1.000 |
1.5440 |
1.618 |
1.5370 |
2.618 |
1.5257 |
4.250 |
1.5073 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
1.5610 |
1.5577 |
PP |
1.5603 |
1.5565 |
S1 |
1.5596 |
1.5553 |
|