CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 29-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5624 |
1.5562 |
-0.0062 |
-0.4% |
1.5705 |
| High |
1.5666 |
1.5706 |
0.0040 |
0.3% |
1.5741 |
| Low |
1.5553 |
1.5532 |
-0.0021 |
-0.1% |
1.5316 |
| Close |
1.5589 |
1.5579 |
-0.0010 |
-0.1% |
1.5412 |
| Range |
0.0113 |
0.0174 |
0.0061 |
54.0% |
0.0425 |
| ATR |
0.0144 |
0.0146 |
0.0002 |
1.5% |
0.0000 |
| Volume |
99,267 |
112,639 |
13,372 |
13.5% |
611,893 |
|
| Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6128 |
1.6027 |
1.5675 |
|
| R3 |
1.5954 |
1.5853 |
1.5627 |
|
| R2 |
1.5780 |
1.5780 |
1.5611 |
|
| R1 |
1.5679 |
1.5679 |
1.5595 |
1.5730 |
| PP |
1.5606 |
1.5606 |
1.5606 |
1.5631 |
| S1 |
1.5505 |
1.5505 |
1.5563 |
1.5556 |
| S2 |
1.5432 |
1.5432 |
1.5547 |
|
| S3 |
1.5258 |
1.5331 |
1.5531 |
|
| S4 |
1.5084 |
1.5157 |
1.5483 |
|
|
| 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 |
1.5706 |
1.5328 |
0.0378 |
2.4% |
0.0154 |
1.0% |
66% |
True |
False |
114,480 |
| 10 |
1.5826 |
1.5316 |
0.0510 |
3.3% |
0.0153 |
1.0% |
52% |
False |
False |
114,246 |
| 20 |
1.6234 |
1.5316 |
0.0918 |
5.9% |
0.0144 |
0.9% |
29% |
False |
False |
68,364 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0138 |
0.9% |
21% |
False |
False |
34,250 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0119 |
0.8% |
21% |
False |
False |
22,842 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0103 |
0.7% |
21% |
False |
False |
17,138 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0084 |
0.5% |
21% |
False |
False |
13,711 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
8.9% |
0.0071 |
0.5% |
19% |
False |
False |
11,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6446 |
|
2.618 |
1.6162 |
|
1.618 |
1.5988 |
|
1.000 |
1.5880 |
|
0.618 |
1.5814 |
|
HIGH |
1.5706 |
|
0.618 |
1.5640 |
|
0.500 |
1.5619 |
|
0.382 |
1.5598 |
|
LOW |
1.5532 |
|
0.618 |
1.5424 |
|
1.000 |
1.5358 |
|
1.618 |
1.5250 |
|
2.618 |
1.5076 |
|
4.250 |
1.4793 |
|
|
| Fisher Pivots for day following 29-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5619 |
1.5609 |
| PP |
1.5606 |
1.5599 |
| S1 |
1.5592 |
1.5589 |
|