CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5775 |
1.5929 |
0.0154 |
1.0% |
1.5751 |
| High |
1.5929 |
1.5980 |
0.0051 |
0.3% |
1.5929 |
| Low |
1.5772 |
1.5910 |
0.0138 |
0.9% |
1.5611 |
| Close |
1.5915 |
1.5975 |
0.0060 |
0.4% |
1.5915 |
| Range |
0.0157 |
0.0070 |
-0.0087 |
-55.4% |
0.0318 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
44 |
24 |
-20 |
-45.5% |
133 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6165 |
1.6140 |
1.6014 |
|
| R3 |
1.6095 |
1.6070 |
1.5994 |
|
| R2 |
1.6025 |
1.6025 |
1.5988 |
|
| R1 |
1.6000 |
1.6000 |
1.5981 |
1.6013 |
| PP |
1.5955 |
1.5955 |
1.5955 |
1.5961 |
| S1 |
1.5930 |
1.5930 |
1.5969 |
1.5943 |
| S2 |
1.5885 |
1.5885 |
1.5962 |
|
| S3 |
1.5815 |
1.5860 |
1.5956 |
|
| S4 |
1.5745 |
1.5790 |
1.5937 |
|
|
| 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 |
1.5980 |
1.5611 |
0.0369 |
2.3% |
0.0123 |
0.8% |
99% |
True |
False |
29 |
| 10 |
1.5980 |
1.5601 |
0.0379 |
2.4% |
0.0092 |
0.6% |
99% |
True |
False |
36 |
| 20 |
1.5980 |
1.5267 |
0.0713 |
4.5% |
0.0100 |
0.6% |
99% |
True |
False |
32 |
| 40 |
1.6371 |
1.5267 |
0.1104 |
6.9% |
0.0062 |
0.4% |
64% |
False |
False |
22 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0044 |
0.3% |
57% |
False |
False |
15 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0033 |
0.2% |
57% |
False |
False |
12 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0026 |
0.2% |
57% |
False |
False |
9 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0022 |
0.1% |
57% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6278 |
|
2.618 |
1.6163 |
|
1.618 |
1.6093 |
|
1.000 |
1.6050 |
|
0.618 |
1.6023 |
|
HIGH |
1.5980 |
|
0.618 |
1.5953 |
|
0.500 |
1.5945 |
|
0.382 |
1.5937 |
|
LOW |
1.5910 |
|
0.618 |
1.5867 |
|
1.000 |
1.5840 |
|
1.618 |
1.5797 |
|
2.618 |
1.5727 |
|
4.250 |
1.5613 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5965 |
1.5929 |
| PP |
1.5955 |
1.5883 |
| S1 |
1.5945 |
1.5837 |
|