CME British Pound Future December 2011
Trading Metrics calculated at close of trading on 08-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.6051 |
1.6047 |
-0.0004 |
0.0% |
1.6119 |
High |
1.6073 |
1.6124 |
0.0051 |
0.3% |
1.6158 |
Low |
1.5972 |
1.6029 |
0.0057 |
0.4% |
1.5867 |
Close |
1.6050 |
1.6113 |
0.0063 |
0.4% |
1.6032 |
Range |
0.0101 |
0.0095 |
-0.0006 |
-5.9% |
0.0291 |
ATR |
0.0153 |
0.0149 |
-0.0004 |
-2.7% |
0.0000 |
Volume |
72,690 |
69,379 |
-3,311 |
-4.6% |
567,794 |
|
Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6374 |
1.6338 |
1.6165 |
|
R3 |
1.6279 |
1.6243 |
1.6139 |
|
R2 |
1.6184 |
1.6184 |
1.6130 |
|
R1 |
1.6148 |
1.6148 |
1.6122 |
1.6166 |
PP |
1.6089 |
1.6089 |
1.6089 |
1.6098 |
S1 |
1.6053 |
1.6053 |
1.6104 |
1.6071 |
S2 |
1.5994 |
1.5994 |
1.6096 |
|
S3 |
1.5899 |
1.5958 |
1.6087 |
|
S4 |
1.5804 |
1.5863 |
1.6061 |
|
|
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 |
1.6124 |
1.5867 |
0.0257 |
1.6% |
0.0128 |
0.8% |
96% |
True |
False |
90,822 |
10 |
1.6158 |
1.5867 |
0.0291 |
1.8% |
0.0147 |
0.9% |
85% |
False |
False |
100,812 |
20 |
1.6158 |
1.5532 |
0.0626 |
3.9% |
0.0149 |
0.9% |
93% |
False |
False |
100,167 |
40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0153 |
0.9% |
95% |
False |
False |
105,474 |
60 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0146 |
0.9% |
66% |
False |
False |
71,562 |
80 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0136 |
0.8% |
66% |
False |
False |
53,684 |
100 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0122 |
0.8% |
66% |
False |
False |
42,953 |
120 |
1.6586 |
1.5179 |
0.1407 |
8.7% |
0.0106 |
0.7% |
66% |
False |
False |
35,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6528 |
2.618 |
1.6373 |
1.618 |
1.6278 |
1.000 |
1.6219 |
0.618 |
1.6183 |
HIGH |
1.6124 |
0.618 |
1.6088 |
0.500 |
1.6077 |
0.382 |
1.6065 |
LOW |
1.6029 |
0.618 |
1.5970 |
1.000 |
1.5934 |
1.618 |
1.5875 |
2.618 |
1.5780 |
4.250 |
1.5625 |
|
|
Fisher Pivots for day following 08-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.6101 |
1.6086 |
PP |
1.6089 |
1.6058 |
S1 |
1.6077 |
1.6031 |
|