CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5721 |
1.5750 |
0.0029 |
0.2% |
1.5510 |
| High |
1.5740 |
1.5793 |
0.0053 |
0.3% |
1.5793 |
| Low |
1.5655 |
1.5750 |
0.0095 |
0.6% |
1.5510 |
| Close |
1.5747 |
1.5792 |
0.0045 |
0.3% |
1.5792 |
| Range |
0.0085 |
0.0043 |
-0.0042 |
-49.4% |
0.0283 |
| ATR |
0.0113 |
0.0108 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
125 |
23 |
-102 |
-81.6% |
273 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5907 |
1.5893 |
1.5816 |
|
| R3 |
1.5864 |
1.5850 |
1.5804 |
|
| R2 |
1.5821 |
1.5821 |
1.5800 |
|
| R1 |
1.5807 |
1.5807 |
1.5796 |
1.5814 |
| PP |
1.5778 |
1.5778 |
1.5778 |
1.5782 |
| S1 |
1.5764 |
1.5764 |
1.5788 |
1.5771 |
| S2 |
1.5735 |
1.5735 |
1.5784 |
|
| S3 |
1.5692 |
1.5721 |
1.5780 |
|
| S4 |
1.5649 |
1.5678 |
1.5768 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6547 |
1.6453 |
1.5948 |
|
| R3 |
1.6264 |
1.6170 |
1.5870 |
|
| R2 |
1.5981 |
1.5981 |
1.5844 |
|
| R1 |
1.5887 |
1.5887 |
1.5818 |
1.5934 |
| PP |
1.5698 |
1.5698 |
1.5698 |
1.5722 |
| S1 |
1.5604 |
1.5604 |
1.5766 |
1.5651 |
| S2 |
1.5415 |
1.5415 |
1.5740 |
|
| S3 |
1.5132 |
1.5321 |
1.5714 |
|
| S4 |
1.4849 |
1.5038 |
1.5636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5793 |
1.5510 |
0.0283 |
1.8% |
0.0087 |
0.6% |
100% |
True |
False |
54 |
| 10 |
1.5793 |
1.5267 |
0.0526 |
3.3% |
0.0110 |
0.7% |
100% |
True |
False |
42 |
| 20 |
1.5793 |
1.5267 |
0.0526 |
3.3% |
0.0093 |
0.6% |
100% |
True |
False |
35 |
| 40 |
1.6467 |
1.5267 |
0.1200 |
7.6% |
0.0046 |
0.3% |
44% |
False |
False |
19 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0033 |
0.2% |
42% |
False |
False |
13 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0025 |
0.2% |
42% |
False |
False |
10 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0020 |
0.1% |
42% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5976 |
|
2.618 |
1.5906 |
|
1.618 |
1.5863 |
|
1.000 |
1.5836 |
|
0.618 |
1.5820 |
|
HIGH |
1.5793 |
|
0.618 |
1.5777 |
|
0.500 |
1.5772 |
|
0.382 |
1.5766 |
|
LOW |
1.5750 |
|
0.618 |
1.5723 |
|
1.000 |
1.5707 |
|
1.618 |
1.5680 |
|
2.618 |
1.5637 |
|
4.250 |
1.5567 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5785 |
1.5768 |
| PP |
1.5778 |
1.5743 |
| S1 |
1.5772 |
1.5719 |
|