CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5695 |
1.5775 |
0.0080 |
0.5% |
1.5751 |
| High |
1.5784 |
1.5929 |
0.0145 |
0.9% |
1.5929 |
| Low |
1.5693 |
1.5772 |
0.0079 |
0.5% |
1.5611 |
| Close |
1.5764 |
1.5915 |
0.0151 |
1.0% |
1.5915 |
| Range |
0.0091 |
0.0157 |
0.0066 |
72.5% |
0.0318 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.7% |
0.0000 |
| Volume |
43 |
44 |
1 |
2.3% |
133 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6343 |
1.6286 |
1.6001 |
|
| R3 |
1.6186 |
1.6129 |
1.5958 |
|
| R2 |
1.6029 |
1.6029 |
1.5944 |
|
| R1 |
1.5972 |
1.5972 |
1.5929 |
1.6001 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5886 |
| S1 |
1.5815 |
1.5815 |
1.5901 |
1.5844 |
| S2 |
1.5715 |
1.5715 |
1.5886 |
|
| S3 |
1.5558 |
1.5658 |
1.5872 |
|
| S4 |
1.5401 |
1.5501 |
1.5829 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6772 |
1.6662 |
1.6090 |
|
| R3 |
1.6454 |
1.6344 |
1.6002 |
|
| R2 |
1.6136 |
1.6136 |
1.5973 |
|
| R1 |
1.6026 |
1.6026 |
1.5944 |
1.6081 |
| PP |
1.5818 |
1.5818 |
1.5818 |
1.5846 |
| S1 |
1.5708 |
1.5708 |
1.5886 |
1.5763 |
| S2 |
1.5500 |
1.5500 |
1.5857 |
|
| S3 |
1.5182 |
1.5390 |
1.5828 |
|
| S4 |
1.4864 |
1.5072 |
1.5740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5929 |
1.5611 |
0.0318 |
2.0% |
0.0114 |
0.7% |
96% |
True |
False |
26 |
| 10 |
1.5929 |
1.5510 |
0.0419 |
2.6% |
0.0101 |
0.6% |
97% |
True |
False |
40 |
| 20 |
1.5929 |
1.5267 |
0.0662 |
4.2% |
0.0102 |
0.6% |
98% |
True |
False |
31 |
| 40 |
1.6371 |
1.5267 |
0.1104 |
6.9% |
0.0061 |
0.4% |
59% |
False |
False |
21 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0043 |
0.3% |
52% |
False |
False |
15 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0032 |
0.2% |
52% |
False |
False |
11 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0026 |
0.2% |
52% |
False |
False |
9 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0021 |
0.1% |
52% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6596 |
|
2.618 |
1.6340 |
|
1.618 |
1.6183 |
|
1.000 |
1.6086 |
|
0.618 |
1.6026 |
|
HIGH |
1.5929 |
|
0.618 |
1.5869 |
|
0.500 |
1.5851 |
|
0.382 |
1.5832 |
|
LOW |
1.5772 |
|
0.618 |
1.5675 |
|
1.000 |
1.5615 |
|
1.618 |
1.5518 |
|
2.618 |
1.5361 |
|
4.250 |
1.5105 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5894 |
1.5880 |
| PP |
1.5872 |
1.5844 |
| S1 |
1.5851 |
1.5809 |
|