CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 27-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2011 |
27-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5433 |
1.5572 |
0.0139 |
0.9% |
1.5687 |
| High |
1.5531 |
1.5668 |
0.0137 |
0.9% |
1.5718 |
| Low |
1.5433 |
1.5568 |
0.0135 |
0.9% |
1.5312 |
| Close |
1.5500 |
1.5632 |
0.0132 |
0.9% |
1.5401 |
| Range |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0406 |
| ATR |
0.0090 |
0.0095 |
0.0006 |
6.3% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
201 |
|
| Daily Pivots for day following 27-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5877 |
1.5687 |
|
| R3 |
1.5823 |
1.5777 |
1.5660 |
|
| R2 |
1.5723 |
1.5723 |
1.5650 |
|
| R1 |
1.5677 |
1.5677 |
1.5641 |
1.5700 |
| PP |
1.5623 |
1.5623 |
1.5623 |
1.5634 |
| S1 |
1.5577 |
1.5577 |
1.5623 |
1.5600 |
| S2 |
1.5523 |
1.5523 |
1.5614 |
|
| S3 |
1.5423 |
1.5477 |
1.5605 |
|
| S4 |
1.5323 |
1.5377 |
1.5577 |
|
|
| 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 |
1.5691 |
1.5312 |
0.0379 |
2.4% |
0.0099 |
0.6% |
84% |
False |
False |
39 |
| 10 |
1.5780 |
1.5312 |
0.0468 |
3.0% |
0.0059 |
0.4% |
68% |
False |
False |
24 |
| 20 |
1.6272 |
1.5312 |
0.0960 |
6.1% |
0.0029 |
0.2% |
33% |
False |
False |
13 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0018 |
0.1% |
27% |
False |
False |
8 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0012 |
0.1% |
27% |
False |
False |
5 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0009 |
0.1% |
27% |
False |
False |
4 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0007 |
0.0% |
27% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6093 |
|
2.618 |
1.5930 |
|
1.618 |
1.5830 |
|
1.000 |
1.5768 |
|
0.618 |
1.5730 |
|
HIGH |
1.5668 |
|
0.618 |
1.5630 |
|
0.500 |
1.5618 |
|
0.382 |
1.5606 |
|
LOW |
1.5568 |
|
0.618 |
1.5506 |
|
1.000 |
1.5468 |
|
1.618 |
1.5406 |
|
2.618 |
1.5306 |
|
4.250 |
1.5143 |
|
|
| Fisher Pivots for day following 27-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5627 |
1.5597 |
| PP |
1.5623 |
1.5561 |
| S1 |
1.5618 |
1.5526 |
|