CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 19-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2011 |
19-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5762 |
1.5687 |
-0.0075 |
-0.5% |
1.5790 |
| High |
1.5762 |
1.5706 |
-0.0056 |
-0.4% |
1.5790 |
| Low |
1.5762 |
1.5646 |
-0.0116 |
-0.7% |
1.5745 |
| Close |
1.5762 |
1.5665 |
-0.0097 |
-0.6% |
1.5762 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0045 |
| ATR |
0.0061 |
0.0065 |
0.0004 |
6.4% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
17 |
|
| Daily Pivots for day following 19-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5852 |
1.5819 |
1.5698 |
|
| R3 |
1.5792 |
1.5759 |
1.5682 |
|
| R2 |
1.5732 |
1.5732 |
1.5676 |
|
| R1 |
1.5699 |
1.5699 |
1.5671 |
1.5686 |
| PP |
1.5672 |
1.5672 |
1.5672 |
1.5666 |
| S1 |
1.5639 |
1.5639 |
1.5660 |
1.5626 |
| S2 |
1.5612 |
1.5612 |
1.5654 |
|
| S3 |
1.5552 |
1.5579 |
1.5649 |
|
| S4 |
1.5492 |
1.5519 |
1.5632 |
|
|
| Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5901 |
1.5876 |
1.5787 |
|
| R3 |
1.5856 |
1.5831 |
1.5774 |
|
| R2 |
1.5811 |
1.5811 |
1.5770 |
|
| R1 |
1.5786 |
1.5786 |
1.5766 |
1.5776 |
| PP |
1.5766 |
1.5766 |
1.5766 |
1.5761 |
| S1 |
1.5741 |
1.5741 |
1.5758 |
1.5731 |
| S2 |
1.5721 |
1.5721 |
1.5754 |
|
| S3 |
1.5676 |
1.5696 |
1.5750 |
|
| S4 |
1.5631 |
1.5651 |
1.5737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5780 |
1.5646 |
0.0134 |
0.9% |
0.0012 |
0.1% |
14% |
False |
True |
4 |
| 10 |
1.6055 |
1.5646 |
0.0409 |
2.6% |
0.0006 |
0.0% |
5% |
False |
True |
4 |
| 20 |
1.6467 |
1.5646 |
0.0821 |
5.2% |
0.0003 |
0.0% |
2% |
False |
True |
3 |
| 40 |
1.6503 |
1.5646 |
0.0857 |
5.5% |
0.0005 |
0.0% |
2% |
False |
True |
2 |
| 60 |
1.6503 |
1.5646 |
0.0857 |
5.5% |
0.0003 |
0.0% |
2% |
False |
True |
2 |
| 80 |
1.6503 |
1.5646 |
0.0857 |
5.5% |
0.0003 |
0.0% |
2% |
False |
True |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5961 |
|
2.618 |
1.5863 |
|
1.618 |
1.5803 |
|
1.000 |
1.5766 |
|
0.618 |
1.5743 |
|
HIGH |
1.5706 |
|
0.618 |
1.5683 |
|
0.500 |
1.5676 |
|
0.382 |
1.5669 |
|
LOW |
1.5646 |
|
0.618 |
1.5609 |
|
1.000 |
1.5586 |
|
1.618 |
1.5549 |
|
2.618 |
1.5489 |
|
4.250 |
1.5391 |
|
|
| Fisher Pivots for day following 19-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5676 |
1.5713 |
| PP |
1.5672 |
1.5697 |
| S1 |
1.5669 |
1.5681 |
|