CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5510 |
1.5624 |
0.0114 |
0.7% |
1.5547 |
| High |
1.5671 |
1.5624 |
-0.0047 |
-0.3% |
1.5601 |
| Low |
1.5510 |
1.5601 |
0.0091 |
0.6% |
1.5267 |
| Close |
1.5656 |
1.5568 |
-0.0088 |
-0.6% |
1.5533 |
| Range |
0.0161 |
0.0023 |
-0.0138 |
-85.7% |
0.0334 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
61 |
61 |
0 |
0.0% |
153 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5667 |
1.5640 |
1.5581 |
|
| R3 |
1.5644 |
1.5617 |
1.5574 |
|
| R2 |
1.5621 |
1.5621 |
1.5572 |
|
| R1 |
1.5594 |
1.5594 |
1.5570 |
1.5596 |
| PP |
1.5598 |
1.5598 |
1.5598 |
1.5599 |
| S1 |
1.5571 |
1.5571 |
1.5566 |
1.5573 |
| S2 |
1.5575 |
1.5575 |
1.5564 |
|
| S3 |
1.5552 |
1.5548 |
1.5562 |
|
| S4 |
1.5529 |
1.5525 |
1.5555 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6469 |
1.6335 |
1.5717 |
|
| R3 |
1.6135 |
1.6001 |
1.5625 |
|
| R2 |
1.5801 |
1.5801 |
1.5594 |
|
| R1 |
1.5667 |
1.5667 |
1.5564 |
1.5567 |
| PP |
1.5467 |
1.5467 |
1.5467 |
1.5417 |
| S1 |
1.5333 |
1.5333 |
1.5502 |
1.5233 |
| S2 |
1.5133 |
1.5133 |
1.5472 |
|
| S3 |
1.4799 |
1.4999 |
1.5441 |
|
| S4 |
1.4465 |
1.4665 |
1.5349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5671 |
1.5267 |
0.0404 |
2.6% |
0.0129 |
0.8% |
75% |
False |
False |
50 |
| 10 |
1.5671 |
1.5267 |
0.0404 |
2.6% |
0.0102 |
0.7% |
75% |
False |
False |
31 |
| 20 |
1.5780 |
1.5267 |
0.0513 |
3.3% |
0.0080 |
0.5% |
59% |
False |
False |
28 |
| 40 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0042 |
0.3% |
24% |
False |
False |
15 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0029 |
0.2% |
24% |
False |
False |
10 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0022 |
0.1% |
24% |
False |
False |
8 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0017 |
0.1% |
24% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5722 |
|
2.618 |
1.5684 |
|
1.618 |
1.5661 |
|
1.000 |
1.5647 |
|
0.618 |
1.5638 |
|
HIGH |
1.5624 |
|
0.618 |
1.5615 |
|
0.500 |
1.5613 |
|
0.382 |
1.5610 |
|
LOW |
1.5601 |
|
0.618 |
1.5587 |
|
1.000 |
1.5578 |
|
1.618 |
1.5564 |
|
2.618 |
1.5541 |
|
4.250 |
1.5503 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5613 |
1.5562 |
| PP |
1.5598 |
1.5555 |
| S1 |
1.5583 |
1.5549 |
|