CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 21-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2011 |
21-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5709 |
1.5668 |
-0.0041 |
-0.3% |
1.5790 |
| High |
1.5718 |
1.5691 |
-0.0027 |
-0.2% |
1.5790 |
| Low |
1.5683 |
1.5533 |
-0.0150 |
-1.0% |
1.5745 |
| Close |
1.5704 |
1.5554 |
-0.0150 |
-1.0% |
1.5762 |
| Range |
0.0035 |
0.0158 |
0.0123 |
351.4% |
0.0045 |
| ATR |
0.0064 |
0.0072 |
0.0008 |
11.9% |
0.0000 |
| Volume |
30 |
22 |
-8 |
-26.7% |
17 |
|
| Daily Pivots for day following 21-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6067 |
1.5968 |
1.5641 |
|
| R3 |
1.5909 |
1.5810 |
1.5597 |
|
| R2 |
1.5751 |
1.5751 |
1.5583 |
|
| R1 |
1.5652 |
1.5652 |
1.5568 |
1.5623 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5578 |
| S1 |
1.5494 |
1.5494 |
1.5540 |
1.5465 |
| S2 |
1.5435 |
1.5435 |
1.5525 |
|
| S3 |
1.5277 |
1.5336 |
1.5511 |
|
| S4 |
1.5119 |
1.5178 |
1.5467 |
|
|
| 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 |
1.5533 |
0.0247 |
1.6% |
0.0051 |
0.3% |
9% |
False |
True |
12 |
| 10 |
1.6055 |
1.5533 |
0.0522 |
3.4% |
0.0025 |
0.2% |
4% |
False |
True |
7 |
| 20 |
1.6390 |
1.5533 |
0.0857 |
5.5% |
0.0013 |
0.1% |
2% |
False |
True |
5 |
| 40 |
1.6503 |
1.5533 |
0.0970 |
6.2% |
0.0010 |
0.1% |
2% |
False |
True |
3 |
| 60 |
1.6503 |
1.5533 |
0.0970 |
6.2% |
0.0007 |
0.0% |
2% |
False |
True |
2 |
| 80 |
1.6503 |
1.5533 |
0.0970 |
6.2% |
0.0005 |
0.0% |
2% |
False |
True |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6363 |
|
2.618 |
1.6105 |
|
1.618 |
1.5947 |
|
1.000 |
1.5849 |
|
0.618 |
1.5789 |
|
HIGH |
1.5691 |
|
0.618 |
1.5631 |
|
0.500 |
1.5612 |
|
0.382 |
1.5593 |
|
LOW |
1.5533 |
|
0.618 |
1.5435 |
|
1.000 |
1.5375 |
|
1.618 |
1.5277 |
|
2.618 |
1.5119 |
|
4.250 |
1.4862 |
|
|
| Fisher Pivots for day following 21-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5612 |
1.5626 |
| PP |
1.5593 |
1.5602 |
| S1 |
1.5573 |
1.5578 |
|