CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5624 |
1.5645 |
0.0021 |
0.1% |
1.5547 |
| High |
1.5624 |
1.5770 |
0.0146 |
0.9% |
1.5601 |
| Low |
1.5601 |
1.5645 |
0.0044 |
0.3% |
1.5267 |
| Close |
1.5568 |
1.5731 |
0.0163 |
1.0% |
1.5533 |
| Range |
0.0023 |
0.0125 |
0.0102 |
443.5% |
0.0334 |
| ATR |
0.0108 |
0.0115 |
0.0007 |
6.2% |
0.0000 |
| Volume |
61 |
3 |
-58 |
-95.1% |
153 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6090 |
1.6036 |
1.5800 |
|
| R3 |
1.5965 |
1.5911 |
1.5765 |
|
| R2 |
1.5840 |
1.5840 |
1.5754 |
|
| R1 |
1.5786 |
1.5786 |
1.5742 |
1.5813 |
| PP |
1.5715 |
1.5715 |
1.5715 |
1.5729 |
| S1 |
1.5661 |
1.5661 |
1.5720 |
1.5688 |
| S2 |
1.5590 |
1.5590 |
1.5708 |
|
| S3 |
1.5465 |
1.5536 |
1.5697 |
|
| S4 |
1.5340 |
1.5411 |
1.5662 |
|
|
| 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 |
1.5770 |
1.5267 |
0.0503 |
3.2% |
0.0138 |
0.9% |
92% |
True |
False |
44 |
| 10 |
1.5770 |
1.5267 |
0.0503 |
3.2% |
0.0105 |
0.7% |
92% |
True |
False |
31 |
| 20 |
1.5780 |
1.5267 |
0.0513 |
3.3% |
0.0086 |
0.5% |
90% |
False |
False |
28 |
| 40 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0044 |
0.3% |
38% |
False |
False |
15 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0031 |
0.2% |
38% |
False |
False |
10 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0023 |
0.1% |
38% |
False |
False |
8 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0019 |
0.1% |
38% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6301 |
|
2.618 |
1.6097 |
|
1.618 |
1.5972 |
|
1.000 |
1.5895 |
|
0.618 |
1.5847 |
|
HIGH |
1.5770 |
|
0.618 |
1.5722 |
|
0.500 |
1.5708 |
|
0.382 |
1.5693 |
|
LOW |
1.5645 |
|
0.618 |
1.5568 |
|
1.000 |
1.5520 |
|
1.618 |
1.5443 |
|
2.618 |
1.5318 |
|
4.250 |
1.5114 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5723 |
1.5701 |
| PP |
1.5715 |
1.5670 |
| S1 |
1.5708 |
1.5640 |
|