CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5769 |
1.5692 |
-0.0077 |
-0.5% |
1.5510 |
| High |
1.5769 |
1.5827 |
0.0058 |
0.4% |
1.5793 |
| Low |
1.5611 |
1.5688 |
0.0077 |
0.5% |
1.5510 |
| Close |
1.5692 |
1.5740 |
0.0048 |
0.3% |
1.5792 |
| Range |
0.0158 |
0.0139 |
-0.0019 |
-12.0% |
0.0283 |
| ATR |
0.0107 |
0.0110 |
0.0002 |
2.1% |
0.0000 |
| Volume |
5 |
31 |
26 |
520.0% |
273 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6169 |
1.6093 |
1.5816 |
|
| R3 |
1.6030 |
1.5954 |
1.5778 |
|
| R2 |
1.5891 |
1.5891 |
1.5765 |
|
| R1 |
1.5815 |
1.5815 |
1.5753 |
1.5853 |
| PP |
1.5752 |
1.5752 |
1.5752 |
1.5771 |
| S1 |
1.5676 |
1.5676 |
1.5727 |
1.5714 |
| S2 |
1.5613 |
1.5613 |
1.5715 |
|
| S3 |
1.5474 |
1.5537 |
1.5702 |
|
| S4 |
1.5335 |
1.5398 |
1.5664 |
|
|
| 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 |
1.5827 |
1.5611 |
0.0216 |
1.4% |
0.0090 |
0.6% |
60% |
True |
False |
38 |
| 10 |
1.5827 |
1.5267 |
0.0560 |
3.6% |
0.0114 |
0.7% |
84% |
True |
False |
41 |
| 20 |
1.5827 |
1.5267 |
0.0560 |
3.6% |
0.0096 |
0.6% |
84% |
True |
False |
34 |
| 40 |
1.6390 |
1.5267 |
0.1123 |
7.1% |
0.0054 |
0.3% |
42% |
False |
False |
20 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0039 |
0.2% |
38% |
False |
False |
14 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0029 |
0.2% |
38% |
False |
False |
10 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0023 |
0.1% |
38% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6418 |
|
2.618 |
1.6191 |
|
1.618 |
1.6052 |
|
1.000 |
1.5966 |
|
0.618 |
1.5913 |
|
HIGH |
1.5827 |
|
0.618 |
1.5774 |
|
0.500 |
1.5758 |
|
0.382 |
1.5741 |
|
LOW |
1.5688 |
|
0.618 |
1.5602 |
|
1.000 |
1.5549 |
|
1.618 |
1.5463 |
|
2.618 |
1.5324 |
|
4.250 |
1.5097 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5758 |
1.5733 |
| PP |
1.5752 |
1.5726 |
| S1 |
1.5746 |
1.5719 |
|