CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5572 |
1.5614 |
0.0042 |
0.3% |
1.5687 |
| High |
1.5668 |
1.5641 |
-0.0027 |
-0.2% |
1.5718 |
| Low |
1.5568 |
1.5553 |
-0.0015 |
-0.1% |
1.5312 |
| Close |
1.5632 |
1.5578 |
-0.0054 |
-0.3% |
1.5401 |
| Range |
0.0100 |
0.0088 |
-0.0012 |
-12.0% |
0.0406 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
15 |
11 |
-4 |
-26.7% |
201 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5855 |
1.5804 |
1.5626 |
|
| R3 |
1.5767 |
1.5716 |
1.5602 |
|
| R2 |
1.5679 |
1.5679 |
1.5594 |
|
| R1 |
1.5628 |
1.5628 |
1.5586 |
1.5610 |
| PP |
1.5591 |
1.5591 |
1.5591 |
1.5581 |
| S1 |
1.5540 |
1.5540 |
1.5570 |
1.5522 |
| S2 |
1.5503 |
1.5503 |
1.5562 |
|
| S3 |
1.5415 |
1.5452 |
1.5554 |
|
| S4 |
1.5327 |
1.5364 |
1.5530 |
|
|
| 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 |
1.5668 |
1.5312 |
0.0356 |
2.3% |
0.0085 |
0.5% |
75% |
False |
False |
37 |
| 10 |
1.5780 |
1.5312 |
0.0468 |
3.0% |
0.0068 |
0.4% |
57% |
False |
False |
25 |
| 20 |
1.6204 |
1.5312 |
0.0892 |
5.7% |
0.0034 |
0.2% |
30% |
False |
False |
14 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0020 |
0.1% |
22% |
False |
False |
8 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0014 |
0.1% |
22% |
False |
False |
5 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0010 |
0.1% |
22% |
False |
False |
4 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.6% |
0.0008 |
0.1% |
22% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6015 |
|
2.618 |
1.5871 |
|
1.618 |
1.5783 |
|
1.000 |
1.5729 |
|
0.618 |
1.5695 |
|
HIGH |
1.5641 |
|
0.618 |
1.5607 |
|
0.500 |
1.5597 |
|
0.382 |
1.5587 |
|
LOW |
1.5553 |
|
0.618 |
1.5499 |
|
1.000 |
1.5465 |
|
1.618 |
1.5411 |
|
2.618 |
1.5323 |
|
4.250 |
1.5179 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5597 |
1.5569 |
| PP |
1.5591 |
1.5560 |
| S1 |
1.5584 |
1.5551 |
|