CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 26-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5383 |
1.5433 |
0.0050 |
0.3% |
1.5687 |
| High |
1.5452 |
1.5531 |
0.0079 |
0.5% |
1.5718 |
| Low |
1.5383 |
1.5433 |
0.0050 |
0.3% |
1.5312 |
| Close |
1.5401 |
1.5500 |
0.0099 |
0.6% |
1.5401 |
| Range |
0.0069 |
0.0098 |
0.0029 |
42.0% |
0.0406 |
| ATR |
0.0086 |
0.0090 |
0.0003 |
3.6% |
0.0000 |
| Volume |
92 |
15 |
-77 |
-83.7% |
201 |
|
| Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5782 |
1.5739 |
1.5554 |
|
| R3 |
1.5684 |
1.5641 |
1.5527 |
|
| R2 |
1.5586 |
1.5586 |
1.5518 |
|
| R1 |
1.5543 |
1.5543 |
1.5509 |
1.5565 |
| PP |
1.5488 |
1.5488 |
1.5488 |
1.5499 |
| S1 |
1.5445 |
1.5445 |
1.5491 |
1.5467 |
| S2 |
1.5390 |
1.5390 |
1.5482 |
|
| S3 |
1.5292 |
1.5347 |
1.5473 |
|
| S4 |
1.5194 |
1.5249 |
1.5446 |
|
|
| 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% |
0.0086 |
0.6% |
46% |
False |
False |
42 |
| 10 |
1.5780 |
1.5312 |
0.0468 |
3.0% |
0.0049 |
0.3% |
40% |
False |
False |
23 |
| 20 |
1.6371 |
1.5312 |
0.1059 |
6.8% |
0.0024 |
0.2% |
18% |
False |
False |
13 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0016 |
0.1% |
16% |
False |
False |
7 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0011 |
0.1% |
16% |
False |
False |
5 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0008 |
0.1% |
16% |
False |
False |
4 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0006 |
0.0% |
16% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5948 |
|
2.618 |
1.5788 |
|
1.618 |
1.5690 |
|
1.000 |
1.5629 |
|
0.618 |
1.5592 |
|
HIGH |
1.5531 |
|
0.618 |
1.5494 |
|
0.500 |
1.5482 |
|
0.382 |
1.5470 |
|
LOW |
1.5433 |
|
0.618 |
1.5372 |
|
1.000 |
1.5335 |
|
1.618 |
1.5274 |
|
2.618 |
1.5176 |
|
4.250 |
1.5017 |
|
|
| Fisher Pivots for day following 26-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5494 |
1.5474 |
| PP |
1.5488 |
1.5448 |
| S1 |
1.5482 |
1.5422 |
|