CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5645 |
1.5721 |
0.0076 |
0.5% |
1.5547 |
| High |
1.5770 |
1.5740 |
-0.0030 |
-0.2% |
1.5601 |
| Low |
1.5645 |
1.5655 |
0.0010 |
0.1% |
1.5267 |
| Close |
1.5731 |
1.5747 |
0.0016 |
0.1% |
1.5533 |
| Range |
0.0125 |
0.0085 |
-0.0040 |
-32.0% |
0.0334 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
3 |
125 |
122 |
4,066.7% |
153 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5969 |
1.5943 |
1.5794 |
|
| R3 |
1.5884 |
1.5858 |
1.5770 |
|
| R2 |
1.5799 |
1.5799 |
1.5763 |
|
| R1 |
1.5773 |
1.5773 |
1.5755 |
1.5786 |
| PP |
1.5714 |
1.5714 |
1.5714 |
1.5721 |
| S1 |
1.5688 |
1.5688 |
1.5739 |
1.5701 |
| S2 |
1.5629 |
1.5629 |
1.5731 |
|
| S3 |
1.5544 |
1.5603 |
1.5724 |
|
| S4 |
1.5459 |
1.5518 |
1.5700 |
|
|
| 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 |
1.5426 |
0.0344 |
2.2% |
0.0114 |
0.7% |
93% |
False |
False |
63 |
| 10 |
1.5770 |
1.5267 |
0.0503 |
3.2% |
0.0109 |
0.7% |
95% |
False |
False |
41 |
| 20 |
1.5770 |
1.5267 |
0.0503 |
3.2% |
0.0091 |
0.6% |
95% |
False |
False |
34 |
| 40 |
1.6470 |
1.5267 |
0.1203 |
7.6% |
0.0045 |
0.3% |
40% |
False |
False |
18 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0033 |
0.2% |
39% |
False |
False |
12 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0024 |
0.2% |
39% |
False |
False |
9 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0020 |
0.1% |
39% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6101 |
|
2.618 |
1.5963 |
|
1.618 |
1.5878 |
|
1.000 |
1.5825 |
|
0.618 |
1.5793 |
|
HIGH |
1.5740 |
|
0.618 |
1.5708 |
|
0.500 |
1.5698 |
|
0.382 |
1.5687 |
|
LOW |
1.5655 |
|
0.618 |
1.5602 |
|
1.000 |
1.5570 |
|
1.618 |
1.5517 |
|
2.618 |
1.5432 |
|
4.250 |
1.5294 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5731 |
1.5727 |
| PP |
1.5714 |
1.5706 |
| S1 |
1.5698 |
1.5686 |
|