CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5809 |
1.5730 |
-0.0079 |
-0.5% |
1.5543 |
| High |
1.5839 |
1.5812 |
-0.0027 |
-0.2% |
1.5842 |
| Low |
1.5720 |
1.5621 |
-0.0099 |
-0.6% |
1.5517 |
| Close |
1.5742 |
1.5706 |
-0.0036 |
-0.2% |
1.5805 |
| Range |
0.0119 |
0.0191 |
0.0072 |
60.5% |
0.0325 |
| ATR |
0.0158 |
0.0160 |
0.0002 |
1.5% |
0.0000 |
| Volume |
75,074 |
121,164 |
46,090 |
61.4% |
457,179 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6286 |
1.6187 |
1.5811 |
|
| R3 |
1.6095 |
1.5996 |
1.5759 |
|
| R2 |
1.5904 |
1.5904 |
1.5741 |
|
| R1 |
1.5805 |
1.5805 |
1.5724 |
1.5759 |
| PP |
1.5713 |
1.5713 |
1.5713 |
1.5690 |
| S1 |
1.5614 |
1.5614 |
1.5688 |
1.5568 |
| S2 |
1.5522 |
1.5522 |
1.5671 |
|
| S3 |
1.5331 |
1.5423 |
1.5653 |
|
| S4 |
1.5140 |
1.5232 |
1.5601 |
|
|
| 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% |
0.0163 |
1.0% |
56% |
False |
False |
99,084 |
| 10 |
1.5842 |
1.5179 |
0.0663 |
4.2% |
0.0171 |
1.1% |
79% |
False |
False |
106,587 |
| 20 |
1.5842 |
1.5179 |
0.0663 |
4.2% |
0.0170 |
1.1% |
79% |
False |
False |
114,488 |
| 40 |
1.6550 |
1.5179 |
0.1371 |
8.7% |
0.0148 |
0.9% |
38% |
False |
False |
69,627 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0141 |
0.9% |
37% |
False |
False |
46,445 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0123 |
0.8% |
37% |
False |
False |
34,842 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0106 |
0.7% |
37% |
False |
False |
27,876 |
| 120 |
1.6702 |
1.5179 |
0.1523 |
9.7% |
0.0089 |
0.6% |
35% |
False |
False |
23,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6624 |
|
2.618 |
1.6312 |
|
1.618 |
1.6121 |
|
1.000 |
1.6003 |
|
0.618 |
1.5930 |
|
HIGH |
1.5812 |
|
0.618 |
1.5739 |
|
0.500 |
1.5717 |
|
0.382 |
1.5694 |
|
LOW |
1.5621 |
|
0.618 |
1.5503 |
|
1.000 |
1.5430 |
|
1.618 |
1.5312 |
|
2.618 |
1.5121 |
|
4.250 |
1.4809 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5717 |
1.5732 |
| PP |
1.5713 |
1.5723 |
| S1 |
1.5710 |
1.5715 |
|