CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5452 |
-0.0015 |
-0.1% |
1.5463 |
| High |
1.5486 |
1.5493 |
0.0007 |
0.0% |
1.5706 |
| Low |
1.5385 |
1.5179 |
-0.0206 |
-1.3% |
1.5412 |
| Close |
1.5458 |
1.5422 |
-0.0036 |
-0.2% |
1.5609 |
| Range |
0.0101 |
0.0314 |
0.0213 |
210.9% |
0.0294 |
| ATR |
0.0148 |
0.0160 |
0.0012 |
8.0% |
0.0000 |
| Volume |
109,688 |
168,650 |
58,962 |
53.8% |
562,962 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6307 |
1.6178 |
1.5595 |
|
| R3 |
1.5993 |
1.5864 |
1.5508 |
|
| R2 |
1.5679 |
1.5679 |
1.5480 |
|
| R1 |
1.5550 |
1.5550 |
1.5451 |
1.5458 |
| PP |
1.5365 |
1.5365 |
1.5365 |
1.5318 |
| S1 |
1.5236 |
1.5236 |
1.5393 |
1.5144 |
| S2 |
1.5051 |
1.5051 |
1.5364 |
|
| S3 |
1.4737 |
1.4922 |
1.5336 |
|
| S4 |
1.4423 |
1.4608 |
1.5249 |
|
|
| 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 |
1.5656 |
1.5179 |
0.0477 |
3.1% |
0.0178 |
1.2% |
51% |
False |
True |
125,800 |
| 10 |
1.5706 |
1.5179 |
0.0527 |
3.4% |
0.0166 |
1.1% |
46% |
False |
True |
120,140 |
| 20 |
1.5972 |
1.5179 |
0.0793 |
5.1% |
0.0151 |
1.0% |
31% |
False |
True |
99,000 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0141 |
0.9% |
17% |
False |
True |
49,962 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0126 |
0.8% |
17% |
False |
True |
33,322 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0113 |
0.7% |
17% |
False |
True |
24,998 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0093 |
0.6% |
17% |
False |
True |
20,001 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.9% |
0.0079 |
0.5% |
16% |
False |
True |
16,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6828 |
|
2.618 |
1.6315 |
|
1.618 |
1.6001 |
|
1.000 |
1.5807 |
|
0.618 |
1.5687 |
|
HIGH |
1.5493 |
|
0.618 |
1.5373 |
|
0.500 |
1.5336 |
|
0.382 |
1.5299 |
|
LOW |
1.5179 |
|
0.618 |
1.4985 |
|
1.000 |
1.4865 |
|
1.618 |
1.4671 |
|
2.618 |
1.4357 |
|
4.250 |
1.3845 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5393 |
1.5393 |
| PP |
1.5365 |
1.5365 |
| S1 |
1.5336 |
1.5336 |
|