CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5429 |
1.5543 |
0.0114 |
0.7% |
1.5542 |
| High |
1.5636 |
1.5679 |
0.0043 |
0.3% |
1.5636 |
| Low |
1.5414 |
1.5517 |
0.0103 |
0.7% |
1.5179 |
| Close |
1.5544 |
1.5666 |
0.0122 |
0.8% |
1.5544 |
| Range |
0.0222 |
0.0162 |
-0.0060 |
-27.0% |
0.0457 |
| ATR |
0.0164 |
0.0164 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
134,119 |
73,418 |
-60,701 |
-45.3% |
647,433 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6107 |
1.6048 |
1.5755 |
|
| R3 |
1.5945 |
1.5886 |
1.5711 |
|
| R2 |
1.5783 |
1.5783 |
1.5696 |
|
| R1 |
1.5724 |
1.5724 |
1.5681 |
1.5754 |
| PP |
1.5621 |
1.5621 |
1.5621 |
1.5635 |
| S1 |
1.5562 |
1.5562 |
1.5651 |
1.5592 |
| S2 |
1.5459 |
1.5459 |
1.5636 |
|
| S3 |
1.5297 |
1.5400 |
1.5621 |
|
| S4 |
1.5135 |
1.5238 |
1.5577 |
|
|
| 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 |
1.5679 |
1.5179 |
0.0500 |
3.2% |
0.0192 |
1.2% |
97% |
True |
False |
118,284 |
| 10 |
1.5706 |
1.5179 |
0.0527 |
3.4% |
0.0175 |
1.1% |
92% |
False |
False |
117,170 |
| 20 |
1.5857 |
1.5179 |
0.0678 |
4.3% |
0.0158 |
1.0% |
72% |
False |
False |
107,905 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0146 |
0.9% |
35% |
False |
False |
55,147 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0131 |
0.8% |
35% |
False |
False |
36,780 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0115 |
0.7% |
35% |
False |
False |
27,592 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0096 |
0.6% |
35% |
False |
False |
22,076 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.7% |
0.0082 |
0.5% |
32% |
False |
False |
18,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6368 |
|
2.618 |
1.6103 |
|
1.618 |
1.5941 |
|
1.000 |
1.5841 |
|
0.618 |
1.5779 |
|
HIGH |
1.5679 |
|
0.618 |
1.5617 |
|
0.500 |
1.5598 |
|
0.382 |
1.5579 |
|
LOW |
1.5517 |
|
0.618 |
1.5417 |
|
1.000 |
1.5355 |
|
1.618 |
1.5255 |
|
2.618 |
1.5093 |
|
4.250 |
1.4829 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5643 |
1.5587 |
| PP |
1.5621 |
1.5508 |
| S1 |
1.5598 |
1.5429 |
|