CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5751 |
1.5809 |
0.0058 |
0.4% |
1.5543 |
| High |
1.5842 |
1.5839 |
-0.0003 |
0.0% |
1.5842 |
| Low |
1.5712 |
1.5720 |
0.0008 |
0.1% |
1.5517 |
| Close |
1.5805 |
1.5742 |
-0.0063 |
-0.4% |
1.5805 |
| Range |
0.0130 |
0.0119 |
-0.0011 |
-8.5% |
0.0325 |
| ATR |
0.0161 |
0.0158 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
81,014 |
75,074 |
-5,940 |
-7.3% |
457,179 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6124 |
1.6052 |
1.5807 |
|
| R3 |
1.6005 |
1.5933 |
1.5775 |
|
| R2 |
1.5886 |
1.5886 |
1.5764 |
|
| R1 |
1.5814 |
1.5814 |
1.5753 |
1.5791 |
| PP |
1.5767 |
1.5767 |
1.5767 |
1.5755 |
| S1 |
1.5695 |
1.5695 |
1.5731 |
1.5672 |
| S2 |
1.5648 |
1.5648 |
1.5720 |
|
| S3 |
1.5529 |
1.5576 |
1.5709 |
|
| S4 |
1.5410 |
1.5457 |
1.5677 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6696 |
1.6576 |
1.5984 |
|
| R3 |
1.6371 |
1.6251 |
1.5894 |
|
| R2 |
1.6046 |
1.6046 |
1.5865 |
|
| R1 |
1.5926 |
1.5926 |
1.5835 |
1.5986 |
| PP |
1.5721 |
1.5721 |
1.5721 |
1.5752 |
| S1 |
1.5601 |
1.5601 |
1.5775 |
1.5661 |
| S2 |
1.5396 |
1.5396 |
1.5745 |
|
| S3 |
1.5071 |
1.5276 |
1.5716 |
|
| S4 |
1.4746 |
1.4951 |
1.5626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5842 |
1.5532 |
0.0310 |
2.0% |
0.0143 |
0.9% |
68% |
False |
False |
91,767 |
| 10 |
1.5842 |
1.5179 |
0.0663 |
4.2% |
0.0168 |
1.1% |
85% |
False |
False |
105,025 |
| 20 |
1.5842 |
1.5179 |
0.0663 |
4.2% |
0.0165 |
1.0% |
85% |
False |
False |
113,038 |
| 40 |
1.6550 |
1.5179 |
0.1371 |
8.7% |
0.0145 |
0.9% |
41% |
False |
False |
66,600 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0139 |
0.9% |
40% |
False |
False |
44,426 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0122 |
0.8% |
40% |
False |
False |
33,327 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0104 |
0.7% |
40% |
False |
False |
26,664 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.7% |
0.0087 |
0.6% |
37% |
False |
False |
22,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6345 |
|
2.618 |
1.6151 |
|
1.618 |
1.6032 |
|
1.000 |
1.5958 |
|
0.618 |
1.5913 |
|
HIGH |
1.5839 |
|
0.618 |
1.5794 |
|
0.500 |
1.5780 |
|
0.382 |
1.5765 |
|
LOW |
1.5720 |
|
0.618 |
1.5646 |
|
1.000 |
1.5601 |
|
1.618 |
1.5527 |
|
2.618 |
1.5408 |
|
4.250 |
1.5214 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5749 |
| PP |
1.5767 |
1.5746 |
| S1 |
1.5755 |
1.5744 |
|