CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6047 |
1.6081 |
0.0034 |
0.2% |
1.6119 |
| High |
1.6124 |
1.6114 |
-0.0010 |
-0.1% |
1.6158 |
| Low |
1.6029 |
1.5899 |
-0.0130 |
-0.8% |
1.5867 |
| Close |
1.6113 |
1.5913 |
-0.0200 |
-1.2% |
1.6032 |
| Range |
0.0095 |
0.0215 |
0.0120 |
126.3% |
0.0291 |
| ATR |
0.0149 |
0.0154 |
0.0005 |
3.2% |
0.0000 |
| Volume |
69,379 |
106,662 |
37,283 |
53.7% |
567,794 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6620 |
1.6482 |
1.6031 |
|
| R3 |
1.6405 |
1.6267 |
1.5972 |
|
| R2 |
1.6190 |
1.6190 |
1.5952 |
|
| R1 |
1.6052 |
1.6052 |
1.5933 |
1.6014 |
| PP |
1.5975 |
1.5975 |
1.5975 |
1.5956 |
| S1 |
1.5837 |
1.5837 |
1.5893 |
1.5799 |
| S2 |
1.5760 |
1.5760 |
1.5874 |
|
| S3 |
1.5545 |
1.5622 |
1.5854 |
|
| S4 |
1.5330 |
1.5407 |
1.5795 |
|
|
| 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% |
0.0144 |
0.9% |
18% |
False |
False |
92,779 |
| 10 |
1.6158 |
1.5867 |
0.0291 |
1.8% |
0.0153 |
1.0% |
16% |
False |
False |
101,429 |
| 20 |
1.6158 |
1.5621 |
0.0537 |
3.4% |
0.0147 |
0.9% |
54% |
False |
False |
99,388 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0155 |
1.0% |
75% |
False |
False |
106,612 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0147 |
0.9% |
52% |
False |
False |
73,337 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0138 |
0.9% |
52% |
False |
False |
55,017 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0124 |
0.8% |
52% |
False |
False |
44,019 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0108 |
0.7% |
52% |
False |
False |
36,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7028 |
|
2.618 |
1.6677 |
|
1.618 |
1.6462 |
|
1.000 |
1.6329 |
|
0.618 |
1.6247 |
|
HIGH |
1.6114 |
|
0.618 |
1.6032 |
|
0.500 |
1.6007 |
|
0.382 |
1.5981 |
|
LOW |
1.5899 |
|
0.618 |
1.5766 |
|
1.000 |
1.5684 |
|
1.618 |
1.5551 |
|
2.618 |
1.5336 |
|
4.250 |
1.4985 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6007 |
1.6012 |
| PP |
1.5975 |
1.5979 |
| S1 |
1.5944 |
1.5946 |
|