CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5933 |
1.6032 |
0.0099 |
0.6% |
1.6119 |
| High |
1.6055 |
1.6058 |
0.0003 |
0.0% |
1.6158 |
| Low |
1.5867 |
1.5938 |
0.0071 |
0.4% |
1.5867 |
| Close |
1.6031 |
1.6032 |
0.0001 |
0.0% |
1.6032 |
| Range |
0.0188 |
0.0120 |
-0.0068 |
-36.2% |
0.0291 |
| ATR |
0.0160 |
0.0157 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
130,026 |
85,138 |
-44,888 |
-34.5% |
567,794 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6369 |
1.6321 |
1.6098 |
|
| R3 |
1.6249 |
1.6201 |
1.6065 |
|
| R2 |
1.6129 |
1.6129 |
1.6054 |
|
| R1 |
1.6081 |
1.6081 |
1.6043 |
1.6092 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6015 |
| S1 |
1.5961 |
1.5961 |
1.6021 |
1.5972 |
| S2 |
1.5889 |
1.5889 |
1.6010 |
|
| S3 |
1.5769 |
1.5841 |
1.5999 |
|
| S4 |
1.5649 |
1.5721 |
1.5966 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6892 |
1.6753 |
1.6192 |
|
| R3 |
1.6601 |
1.6462 |
1.6112 |
|
| R2 |
1.6310 |
1.6310 |
1.6085 |
|
| R1 |
1.6171 |
1.6171 |
1.6059 |
1.6095 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.5981 |
| S1 |
1.5880 |
1.5880 |
1.6005 |
1.5804 |
| S2 |
1.5728 |
1.5728 |
1.5979 |
|
| S3 |
1.5437 |
1.5589 |
1.5952 |
|
| S4 |
1.5146 |
1.5298 |
1.5872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6158 |
1.5867 |
0.0291 |
1.8% |
0.0170 |
1.1% |
57% |
False |
False |
113,558 |
| 10 |
1.6158 |
1.5867 |
0.0291 |
1.8% |
0.0146 |
0.9% |
57% |
False |
False |
104,313 |
| 20 |
1.6158 |
1.5517 |
0.0641 |
4.0% |
0.0152 |
0.9% |
80% |
False |
False |
100,963 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0153 |
1.0% |
87% |
False |
False |
103,008 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0147 |
0.9% |
61% |
False |
False |
69,197 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0135 |
0.8% |
61% |
False |
False |
51,908 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0121 |
0.8% |
61% |
False |
False |
41,533 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0104 |
0.7% |
61% |
False |
False |
34,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6568 |
|
2.618 |
1.6372 |
|
1.618 |
1.6252 |
|
1.000 |
1.6178 |
|
0.618 |
1.6132 |
|
HIGH |
1.6058 |
|
0.618 |
1.6012 |
|
0.500 |
1.5998 |
|
0.382 |
1.5984 |
|
LOW |
1.5938 |
|
0.618 |
1.5864 |
|
1.000 |
1.5818 |
|
1.618 |
1.5744 |
|
2.618 |
1.5624 |
|
4.250 |
1.5428 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6021 |
1.6009 |
| PP |
1.6009 |
1.5986 |
| S1 |
1.5998 |
1.5963 |
|