CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5992 |
1.5971 |
-0.0021 |
-0.1% |
1.5751 |
| High |
1.5992 |
1.6080 |
0.0088 |
0.6% |
1.5929 |
| Low |
1.5872 |
1.5970 |
0.0098 |
0.6% |
1.5611 |
| Close |
1.5931 |
1.6090 |
0.0159 |
1.0% |
1.5915 |
| Range |
0.0120 |
0.0110 |
-0.0010 |
-8.3% |
0.0318 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
3.0% |
0.0000 |
| Volume |
119 |
62 |
-57 |
-47.9% |
133 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6377 |
1.6343 |
1.6151 |
|
| R3 |
1.6267 |
1.6233 |
1.6120 |
|
| R2 |
1.6157 |
1.6157 |
1.6110 |
|
| R1 |
1.6123 |
1.6123 |
1.6100 |
1.6140 |
| PP |
1.6047 |
1.6047 |
1.6047 |
1.6055 |
| S1 |
1.6013 |
1.6013 |
1.6080 |
1.6030 |
| S2 |
1.5937 |
1.5937 |
1.6070 |
|
| S3 |
1.5827 |
1.5903 |
1.6060 |
|
| S4 |
1.5717 |
1.5793 |
1.6030 |
|
|
| 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 |
1.6080 |
1.5772 |
0.0308 |
1.9% |
0.0099 |
0.6% |
103% |
True |
False |
53 |
| 10 |
1.6080 |
1.5611 |
0.0469 |
2.9% |
0.0095 |
0.6% |
102% |
True |
False |
38 |
| 20 |
1.6080 |
1.5267 |
0.0813 |
5.1% |
0.0102 |
0.6% |
101% |
True |
False |
39 |
| 40 |
1.6175 |
1.5267 |
0.0908 |
5.6% |
0.0069 |
0.4% |
91% |
False |
False |
27 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0048 |
0.3% |
67% |
False |
False |
19 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0036 |
0.2% |
67% |
False |
False |
14 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0029 |
0.2% |
67% |
False |
False |
11 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0024 |
0.2% |
67% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6548 |
|
2.618 |
1.6368 |
|
1.618 |
1.6258 |
|
1.000 |
1.6190 |
|
0.618 |
1.6148 |
|
HIGH |
1.6080 |
|
0.618 |
1.6038 |
|
0.500 |
1.6025 |
|
0.382 |
1.6012 |
|
LOW |
1.5970 |
|
0.618 |
1.5902 |
|
1.000 |
1.5860 |
|
1.618 |
1.5792 |
|
2.618 |
1.5682 |
|
4.250 |
1.5503 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6068 |
1.6052 |
| PP |
1.6047 |
1.6014 |
| S1 |
1.6025 |
1.5976 |
|