CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5331 |
1.5425 |
0.0094 |
0.6% |
1.5433 |
| High |
1.5459 |
1.5456 |
-0.0003 |
0.0% |
1.5668 |
| Low |
1.5331 |
1.5378 |
0.0047 |
0.3% |
1.5433 |
| Close |
1.5358 |
1.5448 |
0.0090 |
0.6% |
1.5597 |
| Range |
0.0128 |
0.0078 |
-0.0050 |
-39.1% |
0.0235 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.3% |
0.0000 |
| Volume |
19 |
33 |
14 |
73.7% |
74 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5661 |
1.5633 |
1.5491 |
|
| R3 |
1.5583 |
1.5555 |
1.5469 |
|
| R2 |
1.5505 |
1.5505 |
1.5462 |
|
| R1 |
1.5477 |
1.5477 |
1.5455 |
1.5491 |
| PP |
1.5427 |
1.5427 |
1.5427 |
1.5435 |
| S1 |
1.5399 |
1.5399 |
1.5441 |
1.5413 |
| S2 |
1.5349 |
1.5349 |
1.5434 |
|
| S3 |
1.5271 |
1.5321 |
1.5427 |
|
| S4 |
1.5193 |
1.5243 |
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 |
1.5647 |
1.5331 |
0.0316 |
2.0% |
0.0072 |
0.5% |
37% |
False |
False |
17 |
| 10 |
1.5668 |
1.5312 |
0.0356 |
2.3% |
0.0078 |
0.5% |
38% |
False |
False |
27 |
| 20 |
1.6055 |
1.5312 |
0.0743 |
4.8% |
0.0052 |
0.3% |
18% |
False |
False |
17 |
| 40 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0028 |
0.2% |
11% |
False |
False |
10 |
| 60 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0020 |
0.1% |
11% |
False |
False |
7 |
| 80 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0015 |
0.1% |
11% |
False |
False |
5 |
| 100 |
1.6503 |
1.5312 |
0.1191 |
7.7% |
0.0012 |
0.1% |
11% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5788 |
|
2.618 |
1.5660 |
|
1.618 |
1.5582 |
|
1.000 |
1.5534 |
|
0.618 |
1.5504 |
|
HIGH |
1.5456 |
|
0.618 |
1.5426 |
|
0.500 |
1.5417 |
|
0.382 |
1.5408 |
|
LOW |
1.5378 |
|
0.618 |
1.5330 |
|
1.000 |
1.5300 |
|
1.618 |
1.5252 |
|
2.618 |
1.5174 |
|
4.250 |
1.5047 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5438 |
1.5445 |
| PP |
1.5427 |
1.5442 |
| S1 |
1.5417 |
1.5439 |
|