CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5543 |
1.5648 |
0.0105 |
0.7% |
1.5542 |
| High |
1.5679 |
1.5653 |
-0.0026 |
-0.2% |
1.5636 |
| Low |
1.5517 |
1.5561 |
0.0044 |
0.3% |
1.5179 |
| Close |
1.5666 |
1.5578 |
-0.0088 |
-0.6% |
1.5544 |
| Range |
0.0162 |
0.0092 |
-0.0070 |
-43.2% |
0.0457 |
| ATR |
0.0164 |
0.0160 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
73,418 |
84,575 |
11,157 |
15.2% |
647,433 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5873 |
1.5818 |
1.5629 |
|
| R3 |
1.5781 |
1.5726 |
1.5603 |
|
| R2 |
1.5689 |
1.5689 |
1.5595 |
|
| R1 |
1.5634 |
1.5634 |
1.5586 |
1.5616 |
| PP |
1.5597 |
1.5597 |
1.5597 |
1.5588 |
| S1 |
1.5542 |
1.5542 |
1.5570 |
1.5524 |
| S2 |
1.5505 |
1.5505 |
1.5561 |
|
| S3 |
1.5413 |
1.5450 |
1.5553 |
|
| S4 |
1.5321 |
1.5358 |
1.5527 |
|
|
| 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% |
0.0178 |
1.1% |
80% |
False |
False |
114,090 |
| 10 |
1.5706 |
1.5179 |
0.0527 |
3.4% |
0.0166 |
1.1% |
76% |
False |
False |
113,302 |
| 20 |
1.5852 |
1.5179 |
0.0673 |
4.3% |
0.0157 |
1.0% |
59% |
False |
False |
110,780 |
| 40 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0144 |
0.9% |
28% |
False |
False |
57,260 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0131 |
0.8% |
28% |
False |
False |
38,189 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0115 |
0.7% |
28% |
False |
False |
28,649 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0097 |
0.6% |
28% |
False |
False |
22,922 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.8% |
0.0083 |
0.5% |
26% |
False |
False |
19,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6044 |
|
2.618 |
1.5894 |
|
1.618 |
1.5802 |
|
1.000 |
1.5745 |
|
0.618 |
1.5710 |
|
HIGH |
1.5653 |
|
0.618 |
1.5618 |
|
0.500 |
1.5607 |
|
0.382 |
1.5596 |
|
LOW |
1.5561 |
|
0.618 |
1.5504 |
|
1.000 |
1.5469 |
|
1.618 |
1.5412 |
|
2.618 |
1.5320 |
|
4.250 |
1.5170 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5607 |
1.5568 |
| PP |
1.5597 |
1.5557 |
| S1 |
1.5588 |
1.5547 |
|