CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5967 |
1.5992 |
0.0025 |
0.2% |
1.5751 |
| High |
1.5985 |
1.5992 |
0.0007 |
0.0% |
1.5929 |
| Low |
1.5947 |
1.5872 |
-0.0075 |
-0.5% |
1.5611 |
| Close |
1.5989 |
1.5931 |
-0.0058 |
-0.4% |
1.5915 |
| Range |
0.0038 |
0.0120 |
0.0082 |
215.8% |
0.0318 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.1% |
0.0000 |
| Volume |
19 |
119 |
100 |
526.3% |
133 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6292 |
1.6231 |
1.5997 |
|
| R3 |
1.6172 |
1.6111 |
1.5964 |
|
| R2 |
1.6052 |
1.6052 |
1.5953 |
|
| R1 |
1.5991 |
1.5991 |
1.5942 |
1.5962 |
| PP |
1.5932 |
1.5932 |
1.5932 |
1.5917 |
| S1 |
1.5871 |
1.5871 |
1.5920 |
1.5842 |
| S2 |
1.5812 |
1.5812 |
1.5909 |
|
| S3 |
1.5692 |
1.5751 |
1.5898 |
|
| S4 |
1.5572 |
1.5631 |
1.5865 |
|
|
| 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 |
1.5992 |
1.5693 |
0.0299 |
1.9% |
0.0095 |
0.6% |
80% |
True |
False |
49 |
| 10 |
1.5992 |
1.5611 |
0.0381 |
2.4% |
0.0093 |
0.6% |
84% |
True |
False |
44 |
| 20 |
1.5992 |
1.5267 |
0.0725 |
4.6% |
0.0099 |
0.6% |
92% |
True |
False |
37 |
| 40 |
1.6204 |
1.5267 |
0.0937 |
5.9% |
0.0066 |
0.4% |
71% |
False |
False |
25 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0047 |
0.3% |
54% |
False |
False |
18 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0035 |
0.2% |
54% |
False |
False |
13 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0028 |
0.2% |
54% |
False |
False |
11 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0023 |
0.1% |
54% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6502 |
|
2.618 |
1.6306 |
|
1.618 |
1.6186 |
|
1.000 |
1.6112 |
|
0.618 |
1.6066 |
|
HIGH |
1.5992 |
|
0.618 |
1.5946 |
|
0.500 |
1.5932 |
|
0.382 |
1.5918 |
|
LOW |
1.5872 |
|
0.618 |
1.5798 |
|
1.000 |
1.5752 |
|
1.618 |
1.5678 |
|
2.618 |
1.5558 |
|
4.250 |
1.5362 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5932 |
1.5932 |
| PP |
1.5932 |
1.5932 |
| S1 |
1.5931 |
1.5931 |
|