CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 20-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5687 |
1.5709 |
0.0022 |
0.1% |
1.5790 |
| High |
1.5706 |
1.5718 |
0.0012 |
0.1% |
1.5790 |
| Low |
1.5646 |
1.5683 |
0.0037 |
0.2% |
1.5745 |
| Close |
1.5665 |
1.5704 |
0.0039 |
0.2% |
1.5762 |
| Range |
0.0060 |
0.0035 |
-0.0025 |
-41.7% |
0.0045 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
4 |
30 |
26 |
650.0% |
17 |
|
| Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5807 |
1.5790 |
1.5723 |
|
| R3 |
1.5772 |
1.5755 |
1.5714 |
|
| R2 |
1.5737 |
1.5737 |
1.5710 |
|
| R1 |
1.5720 |
1.5720 |
1.5707 |
1.5711 |
| PP |
1.5702 |
1.5702 |
1.5702 |
1.5697 |
| S1 |
1.5685 |
1.5685 |
1.5701 |
1.5676 |
| S2 |
1.5667 |
1.5667 |
1.5698 |
|
| S3 |
1.5632 |
1.5650 |
1.5694 |
|
| S4 |
1.5597 |
1.5615 |
1.5685 |
|
|
| 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% |
0.0019 |
0.1% |
43% |
False |
False |
9 |
| 10 |
1.6055 |
1.5646 |
0.0409 |
2.6% |
0.0010 |
0.1% |
14% |
False |
False |
6 |
| 20 |
1.6467 |
1.5646 |
0.0821 |
5.2% |
0.0005 |
0.0% |
7% |
False |
False |
4 |
| 40 |
1.6503 |
1.5646 |
0.0857 |
5.5% |
0.0006 |
0.0% |
7% |
False |
False |
3 |
| 60 |
1.6503 |
1.5646 |
0.0857 |
5.5% |
0.0004 |
0.0% |
7% |
False |
False |
2 |
| 80 |
1.6503 |
1.5646 |
0.0857 |
5.5% |
0.0003 |
0.0% |
7% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5867 |
|
2.618 |
1.5810 |
|
1.618 |
1.5775 |
|
1.000 |
1.5753 |
|
0.618 |
1.5740 |
|
HIGH |
1.5718 |
|
0.618 |
1.5705 |
|
0.500 |
1.5701 |
|
0.382 |
1.5696 |
|
LOW |
1.5683 |
|
0.618 |
1.5661 |
|
1.000 |
1.5648 |
|
1.618 |
1.5626 |
|
2.618 |
1.5591 |
|
4.250 |
1.5534 |
|
|
| Fisher Pivots for day following 20-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5703 |
1.5704 |
| PP |
1.5702 |
1.5704 |
| S1 |
1.5701 |
1.5704 |
|