CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6119 |
1.6083 |
-0.0036 |
-0.2% |
1.5933 |
| High |
1.6158 |
1.6090 |
-0.0068 |
-0.4% |
1.6144 |
| Low |
1.5958 |
1.5883 |
-0.0075 |
-0.5% |
1.5881 |
| Close |
1.6126 |
1.5955 |
-0.0171 |
-1.1% |
1.6108 |
| Range |
0.0200 |
0.0207 |
0.0007 |
3.5% |
0.0263 |
| ATR |
0.0154 |
0.0160 |
0.0006 |
4.2% |
0.0000 |
| Volume |
130,690 |
125,062 |
-5,628 |
-4.3% |
475,336 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6597 |
1.6483 |
1.6069 |
|
| R3 |
1.6390 |
1.6276 |
1.6012 |
|
| R2 |
1.6183 |
1.6183 |
1.5993 |
|
| R1 |
1.6069 |
1.6069 |
1.5974 |
1.6023 |
| PP |
1.5976 |
1.5976 |
1.5976 |
1.5953 |
| S1 |
1.5862 |
1.5862 |
1.5936 |
1.5816 |
| S2 |
1.5769 |
1.5769 |
1.5917 |
|
| S3 |
1.5562 |
1.5655 |
1.5898 |
|
| S4 |
1.5355 |
1.5448 |
1.5841 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6833 |
1.6734 |
1.6253 |
|
| R3 |
1.6570 |
1.6471 |
1.6180 |
|
| R2 |
1.6307 |
1.6307 |
1.6156 |
|
| R1 |
1.6208 |
1.6208 |
1.6132 |
1.6258 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6069 |
| S1 |
1.5945 |
1.5945 |
1.6084 |
1.5995 |
| S2 |
1.5781 |
1.5781 |
1.6060 |
|
| S3 |
1.5518 |
1.5682 |
1.6036 |
|
| S4 |
1.5255 |
1.5419 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6158 |
1.5881 |
0.0277 |
1.7% |
0.0166 |
1.0% |
27% |
False |
False |
110,802 |
| 10 |
1.6158 |
1.5672 |
0.0486 |
3.0% |
0.0152 |
1.0% |
58% |
False |
False |
105,381 |
| 20 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0161 |
1.0% |
79% |
False |
False |
105,984 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0153 |
1.0% |
79% |
False |
False |
95,810 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0147 |
0.9% |
55% |
False |
False |
64,002 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0133 |
0.8% |
55% |
False |
False |
48,010 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0119 |
0.7% |
55% |
False |
False |
38,412 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0101 |
0.6% |
55% |
False |
False |
32,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6970 |
|
2.618 |
1.6632 |
|
1.618 |
1.6425 |
|
1.000 |
1.6297 |
|
0.618 |
1.6218 |
|
HIGH |
1.6090 |
|
0.618 |
1.6011 |
|
0.500 |
1.5987 |
|
0.382 |
1.5962 |
|
LOW |
1.5883 |
|
0.618 |
1.5755 |
|
1.000 |
1.5676 |
|
1.618 |
1.5548 |
|
2.618 |
1.5341 |
|
4.250 |
1.5003 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5987 |
1.6021 |
| PP |
1.5976 |
1.5999 |
| S1 |
1.5966 |
1.5977 |
|