CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.5960 |
| High |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.6075 |
| Low |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.5916 |
| Close |
1.6075 |
1.6074 |
-0.0001 |
0.0% |
1.6074 |
| Range |
|
|
|
|
|
| ATR |
0.0076 |
0.0071 |
-0.0005 |
-7.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6074 |
1.6074 |
1.6074 |
|
| R3 |
1.6074 |
1.6074 |
1.6074 |
|
| R2 |
1.6074 |
1.6074 |
1.6074 |
|
| R1 |
1.6074 |
1.6074 |
1.6074 |
1.6074 |
| PP |
1.6074 |
1.6074 |
1.6074 |
1.6074 |
| S1 |
1.6074 |
1.6074 |
1.6074 |
1.6074 |
| S2 |
1.6074 |
1.6074 |
1.6074 |
|
| S3 |
1.6074 |
1.6074 |
1.6074 |
|
| S4 |
1.6074 |
1.6074 |
1.6074 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6499 |
1.6445 |
1.6161 |
|
| R3 |
1.6340 |
1.6286 |
1.6118 |
|
| R2 |
1.6181 |
1.6181 |
1.6103 |
|
| R1 |
1.6127 |
1.6127 |
1.6089 |
1.6154 |
| PP |
1.6022 |
1.6022 |
1.6022 |
1.6035 |
| S1 |
1.5968 |
1.5968 |
1.6059 |
1.5995 |
| S2 |
1.5863 |
1.5863 |
1.6045 |
|
| S3 |
1.5704 |
1.5809 |
1.6030 |
|
| S4 |
1.5545 |
1.5650 |
1.5987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6075 |
1.5916 |
0.0159 |
1.0% |
0.0000 |
0.0% |
99% |
False |
False |
2 |
| 10 |
1.6075 |
1.5679 |
0.0396 |
2.5% |
0.0000 |
0.0% |
100% |
False |
False |
2 |
| 20 |
1.6075 |
1.5350 |
0.0725 |
4.5% |
0.0000 |
0.0% |
100% |
False |
False |
2 |
| 40 |
1.6153 |
1.5322 |
0.0831 |
5.2% |
0.0000 |
0.0% |
90% |
False |
False |
2 |
| 60 |
1.6514 |
1.5322 |
0.1192 |
7.4% |
0.0000 |
0.0% |
63% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6074 |
|
2.618 |
1.6074 |
|
1.618 |
1.6074 |
|
1.000 |
1.6074 |
|
0.618 |
1.6074 |
|
HIGH |
1.6074 |
|
0.618 |
1.6074 |
|
0.500 |
1.6074 |
|
0.382 |
1.6074 |
|
LOW |
1.6074 |
|
0.618 |
1.6074 |
|
1.000 |
1.6074 |
|
1.618 |
1.6074 |
|
2.618 |
1.6074 |
|
4.250 |
1.6074 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6074 |
1.6048 |
| PP |
1.6074 |
1.6022 |
| S1 |
1.6074 |
1.5996 |
|