CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5596 |
1.5547 |
-0.0049 |
-0.3% |
1.5433 |
| High |
1.5596 |
1.5547 |
-0.0049 |
-0.3% |
1.5668 |
| Low |
1.5561 |
1.5474 |
-0.0087 |
-0.6% |
1.5433 |
| Close |
1.5597 |
1.5445 |
-0.0152 |
-1.0% |
1.5597 |
| Range |
0.0035 |
0.0073 |
0.0038 |
108.6% |
0.0235 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.8% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
74 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5708 |
1.5649 |
1.5485 |
|
| R3 |
1.5635 |
1.5576 |
1.5465 |
|
| R2 |
1.5562 |
1.5562 |
1.5458 |
|
| R1 |
1.5503 |
1.5503 |
1.5452 |
1.5496 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5485 |
| S1 |
1.5430 |
1.5430 |
1.5438 |
1.5423 |
| S2 |
1.5416 |
1.5416 |
1.5432 |
|
| S3 |
1.5343 |
1.5357 |
1.5425 |
|
| S4 |
1.5270 |
1.5284 |
1.5405 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6271 |
1.6169 |
1.5726 |
|
| R3 |
1.6036 |
1.5934 |
1.5662 |
|
| R2 |
1.5801 |
1.5801 |
1.5640 |
|
| R1 |
1.5699 |
1.5699 |
1.5619 |
1.5750 |
| PP |
1.5566 |
1.5566 |
1.5566 |
1.5592 |
| S1 |
1.5464 |
1.5464 |
1.5575 |
1.5515 |
| S2 |
1.5331 |
1.5331 |
1.5554 |
|
| S3 |
1.5096 |
1.5229 |
1.5532 |
|
| S4 |
1.4861 |
1.4994 |
1.5468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5668 |
1.5474 |
0.0194 |
1.3% |
0.0069 |
0.4% |
-15% |
False |
True |
12 |
| 10 |
1.5718 |
1.5312 |
0.0406 |
2.6% |
0.0077 |
0.5% |
33% |
False |
False |
27 |
| 20 |
1.6055 |
1.5312 |
0.0743 |
4.8% |
0.0042 |
0.3% |
18% |
False |
False |
15 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0023 |
0.1% |
11% |
False |
False |
8 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0016 |
0.1% |
11% |
False |
False |
6 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0012 |
0.1% |
11% |
False |
False |
5 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0010 |
0.1% |
11% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5857 |
|
2.618 |
1.5738 |
|
1.618 |
1.5665 |
|
1.000 |
1.5620 |
|
0.618 |
1.5592 |
|
HIGH |
1.5547 |
|
0.618 |
1.5519 |
|
0.500 |
1.5511 |
|
0.382 |
1.5502 |
|
LOW |
1.5474 |
|
0.618 |
1.5429 |
|
1.000 |
1.5401 |
|
1.618 |
1.5356 |
|
2.618 |
1.5283 |
|
4.250 |
1.5164 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5511 |
1.5561 |
| PP |
1.5489 |
1.5522 |
| S1 |
1.5467 |
1.5484 |
|