CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5542 |
1.5425 |
-0.0117 |
-0.8% |
1.5463 |
| High |
1.5595 |
1.5490 |
-0.0105 |
-0.7% |
1.5706 |
| Low |
1.5413 |
1.5330 |
-0.0083 |
-0.5% |
1.5412 |
| Close |
1.5457 |
1.5368 |
-0.0089 |
-0.6% |
1.5609 |
| Range |
0.0182 |
0.0160 |
-0.0022 |
-12.1% |
0.0294 |
| ATR |
0.0149 |
0.0150 |
0.0001 |
0.5% |
0.0000 |
| Volume |
129,429 |
105,547 |
-23,882 |
-18.5% |
562,962 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5876 |
1.5782 |
1.5456 |
|
| R3 |
1.5716 |
1.5622 |
1.5412 |
|
| R2 |
1.5556 |
1.5556 |
1.5397 |
|
| R1 |
1.5462 |
1.5462 |
1.5383 |
1.5429 |
| PP |
1.5396 |
1.5396 |
1.5396 |
1.5380 |
| S1 |
1.5302 |
1.5302 |
1.5353 |
1.5269 |
| S2 |
1.5236 |
1.5236 |
1.5339 |
|
| S3 |
1.5076 |
1.5142 |
1.5324 |
|
| S4 |
1.4916 |
1.4982 |
1.5280 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6458 |
1.6327 |
1.5771 |
|
| R3 |
1.6164 |
1.6033 |
1.5690 |
|
| R2 |
1.5870 |
1.5870 |
1.5663 |
|
| R1 |
1.5739 |
1.5739 |
1.5636 |
1.5805 |
| PP |
1.5576 |
1.5576 |
1.5576 |
1.5608 |
| S1 |
1.5445 |
1.5445 |
1.5582 |
1.5511 |
| S2 |
1.5282 |
1.5282 |
1.5555 |
|
| S3 |
1.4988 |
1.5151 |
1.5528 |
|
| S4 |
1.4694 |
1.4857 |
1.5447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5706 |
1.5330 |
0.0376 |
2.4% |
0.0153 |
1.0% |
10% |
False |
True |
112,514 |
| 10 |
1.5730 |
1.5316 |
0.0414 |
2.7% |
0.0169 |
1.1% |
13% |
False |
False |
122,388 |
| 20 |
1.6067 |
1.5316 |
0.0751 |
4.9% |
0.0145 |
0.9% |
7% |
False |
False |
85,637 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0139 |
0.9% |
4% |
False |
False |
43,011 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0124 |
0.8% |
4% |
False |
False |
28,686 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0108 |
0.7% |
4% |
False |
False |
21,519 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.3% |
0.0088 |
0.6% |
4% |
False |
False |
17,218 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
9.0% |
0.0075 |
0.5% |
4% |
False |
False |
14,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6170 |
|
2.618 |
1.5909 |
|
1.618 |
1.5749 |
|
1.000 |
1.5650 |
|
0.618 |
1.5589 |
|
HIGH |
1.5490 |
|
0.618 |
1.5429 |
|
0.500 |
1.5410 |
|
0.382 |
1.5391 |
|
LOW |
1.5330 |
|
0.618 |
1.5231 |
|
1.000 |
1.5170 |
|
1.618 |
1.5071 |
|
2.618 |
1.4911 |
|
4.250 |
1.4650 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5410 |
1.5493 |
| PP |
1.5396 |
1.5451 |
| S1 |
1.5382 |
1.5410 |
|