CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 07-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.6032 |
1.6051 |
0.0019 |
0.1% |
1.6119 |
High |
1.6058 |
1.6073 |
0.0015 |
0.1% |
1.6158 |
Low |
1.5938 |
1.5972 |
0.0034 |
0.2% |
1.5867 |
Close |
1.6032 |
1.6050 |
0.0018 |
0.1% |
1.6032 |
Range |
0.0120 |
0.0101 |
-0.0019 |
-15.8% |
0.0291 |
ATR |
0.0157 |
0.0153 |
-0.0004 |
-2.6% |
0.0000 |
Volume |
85,138 |
72,690 |
-12,448 |
-14.6% |
567,794 |
|
Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6335 |
1.6293 |
1.6106 |
|
R3 |
1.6234 |
1.6192 |
1.6078 |
|
R2 |
1.6133 |
1.6133 |
1.6069 |
|
R1 |
1.6091 |
1.6091 |
1.6059 |
1.6062 |
PP |
1.6032 |
1.6032 |
1.6032 |
1.6017 |
S1 |
1.5990 |
1.5990 |
1.6041 |
1.5961 |
S2 |
1.5931 |
1.5931 |
1.6031 |
|
S3 |
1.5830 |
1.5889 |
1.6022 |
|
S4 |
1.5729 |
1.5788 |
1.5994 |
|
|
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 |
1.6090 |
1.5867 |
0.0223 |
1.4% |
0.0150 |
0.9% |
82% |
False |
False |
101,958 |
10 |
1.6158 |
1.5867 |
0.0291 |
1.8% |
0.0146 |
0.9% |
63% |
False |
False |
103,458 |
20 |
1.6158 |
1.5532 |
0.0626 |
3.9% |
0.0149 |
0.9% |
83% |
False |
False |
100,927 |
40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0153 |
1.0% |
89% |
False |
False |
104,416 |
60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0147 |
0.9% |
62% |
False |
False |
70,407 |
80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0135 |
0.8% |
62% |
False |
False |
52,817 |
100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0121 |
0.8% |
62% |
False |
False |
42,259 |
120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0105 |
0.7% |
62% |
False |
False |
35,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6502 |
2.618 |
1.6337 |
1.618 |
1.6236 |
1.000 |
1.6174 |
0.618 |
1.6135 |
HIGH |
1.6073 |
0.618 |
1.6034 |
0.500 |
1.6023 |
0.382 |
1.6011 |
LOW |
1.5972 |
0.618 |
1.5910 |
1.000 |
1.5871 |
1.618 |
1.5809 |
2.618 |
1.5708 |
4.250 |
1.5543 |
|
|
Fisher Pivots for day following 07-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6041 |
1.6023 |
PP |
1.6032 |
1.5997 |
S1 |
1.6023 |
1.5970 |
|