CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5930 |
1.6063 |
0.0133 |
0.8% |
1.6051 |
| High |
1.6087 |
1.6090 |
0.0003 |
0.0% |
1.6124 |
| Low |
1.5890 |
1.5875 |
-0.0015 |
-0.1% |
1.5863 |
| Close |
1.6056 |
1.5887 |
-0.0169 |
-1.1% |
1.6056 |
| Range |
0.0197 |
0.0215 |
0.0018 |
9.1% |
0.0261 |
| ATR |
0.0154 |
0.0159 |
0.0004 |
2.8% |
0.0000 |
| Volume |
77,263 |
75,802 |
-1,461 |
-1.9% |
438,164 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6596 |
1.6456 |
1.6005 |
|
| R3 |
1.6381 |
1.6241 |
1.5946 |
|
| R2 |
1.6166 |
1.6166 |
1.5926 |
|
| R1 |
1.6026 |
1.6026 |
1.5907 |
1.5989 |
| PP |
1.5951 |
1.5951 |
1.5951 |
1.5932 |
| S1 |
1.5811 |
1.5811 |
1.5867 |
1.5774 |
| S2 |
1.5736 |
1.5736 |
1.5848 |
|
| S3 |
1.5521 |
1.5596 |
1.5828 |
|
| S4 |
1.5306 |
1.5381 |
1.5769 |
|
|
| 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% |
0.0168 |
1.1% |
9% |
False |
False |
88,255 |
| 10 |
1.6124 |
1.5863 |
0.0261 |
1.6% |
0.0159 |
1.0% |
9% |
False |
False |
95,107 |
| 20 |
1.6158 |
1.5621 |
0.0537 |
3.4% |
0.0155 |
1.0% |
50% |
False |
False |
100,049 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0160 |
1.0% |
72% |
False |
False |
106,543 |
| 60 |
1.6550 |
1.5179 |
0.1371 |
8.6% |
0.0148 |
0.9% |
52% |
False |
False |
77,750 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0143 |
0.9% |
50% |
False |
False |
58,331 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0128 |
0.8% |
50% |
False |
False |
46,671 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0112 |
0.7% |
50% |
False |
False |
38,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7004 |
|
2.618 |
1.6653 |
|
1.618 |
1.6438 |
|
1.000 |
1.6305 |
|
0.618 |
1.6223 |
|
HIGH |
1.6090 |
|
0.618 |
1.6008 |
|
0.500 |
1.5983 |
|
0.382 |
1.5957 |
|
LOW |
1.5875 |
|
0.618 |
1.5742 |
|
1.000 |
1.5660 |
|
1.618 |
1.5527 |
|
2.618 |
1.5312 |
|
4.250 |
1.4961 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5983 |
1.5977 |
| PP |
1.5951 |
1.5947 |
| S1 |
1.5919 |
1.5917 |
|