CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5425 |
1.5467 |
0.0042 |
0.3% |
1.5463 |
| High |
1.5490 |
1.5486 |
-0.0004 |
0.0% |
1.5706 |
| Low |
1.5330 |
1.5385 |
0.0055 |
0.4% |
1.5412 |
| Close |
1.5368 |
1.5458 |
0.0090 |
0.6% |
1.5609 |
| Range |
0.0160 |
0.0101 |
-0.0059 |
-36.9% |
0.0294 |
| ATR |
0.0150 |
0.0148 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
105,547 |
109,688 |
4,141 |
3.9% |
562,962 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5746 |
1.5703 |
1.5514 |
|
| R3 |
1.5645 |
1.5602 |
1.5486 |
|
| R2 |
1.5544 |
1.5544 |
1.5477 |
|
| R1 |
1.5501 |
1.5501 |
1.5467 |
1.5472 |
| PP |
1.5443 |
1.5443 |
1.5443 |
1.5429 |
| S1 |
1.5400 |
1.5400 |
1.5449 |
1.5371 |
| S2 |
1.5342 |
1.5342 |
1.5439 |
|
| S3 |
1.5241 |
1.5299 |
1.5430 |
|
| S4 |
1.5140 |
1.5198 |
1.5402 |
|
|
| 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% |
0.0150 |
1.0% |
34% |
False |
False |
114,598 |
| 10 |
1.5706 |
1.5316 |
0.0390 |
2.5% |
0.0154 |
1.0% |
36% |
False |
False |
118,549 |
| 20 |
1.6067 |
1.5316 |
0.0751 |
4.9% |
0.0144 |
0.9% |
19% |
False |
False |
90,968 |
| 40 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0138 |
0.9% |
11% |
False |
False |
45,750 |
| 60 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0124 |
0.8% |
11% |
False |
False |
30,512 |
| 80 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0109 |
0.7% |
11% |
False |
False |
22,890 |
| 100 |
1.6586 |
1.5316 |
0.1270 |
8.2% |
0.0089 |
0.6% |
11% |
False |
False |
18,315 |
| 120 |
1.6702 |
1.5316 |
0.1386 |
9.0% |
0.0076 |
0.5% |
10% |
False |
False |
15,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5915 |
|
2.618 |
1.5750 |
|
1.618 |
1.5649 |
|
1.000 |
1.5587 |
|
0.618 |
1.5548 |
|
HIGH |
1.5486 |
|
0.618 |
1.5447 |
|
0.500 |
1.5436 |
|
0.382 |
1.5424 |
|
LOW |
1.5385 |
|
0.618 |
1.5323 |
|
1.000 |
1.5284 |
|
1.618 |
1.5222 |
|
2.618 |
1.5121 |
|
4.250 |
1.4956 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5451 |
1.5463 |
| PP |
1.5443 |
1.5461 |
| S1 |
1.5436 |
1.5460 |
|