CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5452 |
1.5429 |
-0.0023 |
-0.1% |
1.5542 |
| High |
1.5493 |
1.5636 |
0.0143 |
0.9% |
1.5636 |
| Low |
1.5179 |
1.5414 |
0.0235 |
1.5% |
1.5179 |
| Close |
1.5422 |
1.5544 |
0.0122 |
0.8% |
1.5544 |
| Range |
0.0314 |
0.0222 |
-0.0092 |
-29.3% |
0.0457 |
| ATR |
0.0160 |
0.0164 |
0.0004 |
2.8% |
0.0000 |
| Volume |
168,650 |
134,119 |
-34,531 |
-20.5% |
647,433 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6197 |
1.6093 |
1.5666 |
|
| R3 |
1.5975 |
1.5871 |
1.5605 |
|
| R2 |
1.5753 |
1.5753 |
1.5585 |
|
| R1 |
1.5649 |
1.5649 |
1.5564 |
1.5701 |
| PP |
1.5531 |
1.5531 |
1.5531 |
1.5558 |
| S1 |
1.5427 |
1.5427 |
1.5524 |
1.5479 |
| S2 |
1.5309 |
1.5309 |
1.5503 |
|
| S3 |
1.5087 |
1.5205 |
1.5483 |
|
| S4 |
1.4865 |
1.4983 |
1.5422 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6824 |
1.6641 |
1.5795 |
|
| R3 |
1.6367 |
1.6184 |
1.5670 |
|
| R2 |
1.5910 |
1.5910 |
1.5628 |
|
| R1 |
1.5727 |
1.5727 |
1.5586 |
1.5819 |
| PP |
1.5453 |
1.5453 |
1.5453 |
1.5499 |
| S1 |
1.5270 |
1.5270 |
1.5502 |
1.5362 |
| S2 |
1.4996 |
1.4996 |
1.5460 |
|
| S3 |
1.4539 |
1.4813 |
1.5418 |
|
| S4 |
1.4082 |
1.4356 |
1.5293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5636 |
1.5179 |
0.0457 |
2.9% |
0.0196 |
1.3% |
80% |
True |
False |
129,486 |
| 10 |
1.5706 |
1.5179 |
0.0527 |
3.4% |
0.0173 |
1.1% |
69% |
False |
False |
121,039 |
| 20 |
1.5872 |
1.5179 |
0.0693 |
4.5% |
0.0155 |
1.0% |
53% |
False |
False |
105,053 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0144 |
0.9% |
26% |
False |
False |
53,313 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0129 |
0.8% |
26% |
False |
False |
35,557 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0113 |
0.7% |
26% |
False |
False |
26,675 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0095 |
0.6% |
26% |
False |
False |
21,342 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.8% |
0.0080 |
0.5% |
24% |
False |
False |
17,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6580 |
|
2.618 |
1.6217 |
|
1.618 |
1.5995 |
|
1.000 |
1.5858 |
|
0.618 |
1.5773 |
|
HIGH |
1.5636 |
|
0.618 |
1.5551 |
|
0.500 |
1.5525 |
|
0.382 |
1.5499 |
|
LOW |
1.5414 |
|
0.618 |
1.5277 |
|
1.000 |
1.5192 |
|
1.618 |
1.5055 |
|
2.618 |
1.4833 |
|
4.250 |
1.4471 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5499 |
| PP |
1.5531 |
1.5453 |
| S1 |
1.5525 |
1.5408 |
|