CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5906 |
1.5930 |
0.0024 |
0.2% |
1.6051 |
| High |
1.5980 |
1.6087 |
0.0107 |
0.7% |
1.6124 |
| Low |
1.5863 |
1.5890 |
0.0027 |
0.2% |
1.5863 |
| Close |
1.5900 |
1.6056 |
0.0156 |
1.0% |
1.6056 |
| Range |
0.0117 |
0.0197 |
0.0080 |
68.4% |
0.0261 |
| ATR |
0.0151 |
0.0154 |
0.0003 |
2.2% |
0.0000 |
| Volume |
112,170 |
77,263 |
-34,907 |
-31.1% |
438,164 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6602 |
1.6526 |
1.6164 |
|
| R3 |
1.6405 |
1.6329 |
1.6110 |
|
| R2 |
1.6208 |
1.6208 |
1.6092 |
|
| R1 |
1.6132 |
1.6132 |
1.6074 |
1.6170 |
| PP |
1.6011 |
1.6011 |
1.6011 |
1.6030 |
| S1 |
1.5935 |
1.5935 |
1.6038 |
1.5973 |
| S2 |
1.5814 |
1.5814 |
1.6020 |
|
| S3 |
1.5617 |
1.5738 |
1.6002 |
|
| S4 |
1.5420 |
1.5541 |
1.5948 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6797 |
1.6688 |
1.6200 |
|
| R3 |
1.6536 |
1.6427 |
1.6128 |
|
| R2 |
1.6275 |
1.6275 |
1.6104 |
|
| R1 |
1.6166 |
1.6166 |
1.6080 |
1.6221 |
| PP |
1.6014 |
1.6014 |
1.6014 |
1.6042 |
| S1 |
1.5905 |
1.5905 |
1.6032 |
1.5960 |
| S2 |
1.5753 |
1.5753 |
1.6008 |
|
| S3 |
1.5492 |
1.5644 |
1.5984 |
|
| S4 |
1.5231 |
1.5383 |
1.5912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6124 |
1.5863 |
0.0261 |
1.6% |
0.0145 |
0.9% |
74% |
False |
False |
87,632 |
| 10 |
1.6158 |
1.5863 |
0.0295 |
1.8% |
0.0157 |
1.0% |
65% |
False |
False |
100,595 |
| 20 |
1.6158 |
1.5621 |
0.0537 |
3.3% |
0.0150 |
0.9% |
81% |
False |
False |
100,012 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0158 |
1.0% |
90% |
False |
False |
106,993 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0147 |
0.9% |
62% |
False |
False |
76,491 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0140 |
0.9% |
62% |
False |
False |
57,384 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0127 |
0.8% |
62% |
False |
False |
45,914 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0110 |
0.7% |
62% |
False |
False |
38,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6924 |
|
2.618 |
1.6603 |
|
1.618 |
1.6406 |
|
1.000 |
1.6284 |
|
0.618 |
1.6209 |
|
HIGH |
1.6087 |
|
0.618 |
1.6012 |
|
0.500 |
1.5989 |
|
0.382 |
1.5965 |
|
LOW |
1.5890 |
|
0.618 |
1.5768 |
|
1.000 |
1.5693 |
|
1.618 |
1.5571 |
|
2.618 |
1.5374 |
|
4.250 |
1.5053 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6034 |
| PP |
1.6011 |
1.6011 |
| S1 |
1.5989 |
1.5989 |
|