CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5361 |
1.5383 |
0.0022 |
0.1% |
1.5687 |
| High |
1.5380 |
1.5452 |
0.0072 |
0.5% |
1.5718 |
| Low |
1.5312 |
1.5383 |
0.0071 |
0.5% |
1.5312 |
| Close |
1.5332 |
1.5401 |
0.0069 |
0.5% |
1.5401 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0406 |
| ATR |
0.0084 |
0.0086 |
0.0003 |
3.1% |
0.0000 |
| Volume |
53 |
92 |
39 |
73.6% |
201 |
|
| Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5619 |
1.5579 |
1.5439 |
|
| R3 |
1.5550 |
1.5510 |
1.5420 |
|
| R2 |
1.5481 |
1.5481 |
1.5414 |
|
| R1 |
1.5441 |
1.5441 |
1.5407 |
1.5461 |
| PP |
1.5412 |
1.5412 |
1.5412 |
1.5422 |
| S1 |
1.5372 |
1.5372 |
1.5395 |
1.5392 |
| S2 |
1.5343 |
1.5343 |
1.5388 |
|
| S3 |
1.5274 |
1.5303 |
1.5382 |
|
| S4 |
1.5205 |
1.5234 |
1.5363 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6695 |
1.6454 |
1.5624 |
|
| R3 |
1.6289 |
1.6048 |
1.5513 |
|
| R2 |
1.5883 |
1.5883 |
1.5475 |
|
| R1 |
1.5642 |
1.5642 |
1.5438 |
1.5560 |
| PP |
1.5477 |
1.5477 |
1.5477 |
1.5436 |
| S1 |
1.5236 |
1.5236 |
1.5364 |
1.5154 |
| S2 |
1.5071 |
1.5071 |
1.5327 |
|
| S3 |
1.4665 |
1.4830 |
1.5289 |
|
| S4 |
1.4259 |
1.4424 |
1.5178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5718 |
1.5312 |
0.0406 |
2.6% |
0.0078 |
0.5% |
22% |
False |
False |
40 |
| 10 |
1.5790 |
1.5312 |
0.0478 |
3.1% |
0.0039 |
0.3% |
19% |
False |
False |
21 |
| 20 |
1.6371 |
1.5312 |
0.1059 |
6.9% |
0.0020 |
0.1% |
8% |
False |
False |
12 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0013 |
0.1% |
7% |
False |
False |
7 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0009 |
0.1% |
7% |
False |
False |
5 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0007 |
0.0% |
7% |
False |
False |
4 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0005 |
0.0% |
7% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5745 |
|
2.618 |
1.5633 |
|
1.618 |
1.5564 |
|
1.000 |
1.5521 |
|
0.618 |
1.5495 |
|
HIGH |
1.5452 |
|
0.618 |
1.5426 |
|
0.500 |
1.5418 |
|
0.382 |
1.5409 |
|
LOW |
1.5383 |
|
0.618 |
1.5340 |
|
1.000 |
1.5314 |
|
1.618 |
1.5271 |
|
2.618 |
1.5202 |
|
4.250 |
1.5090 |
|
|
| Fisher Pivots for day following 23-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5418 |
1.5502 |
| PP |
1.5412 |
1.5468 |
| S1 |
1.5407 |
1.5435 |
|