CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6063 |
1.5895 |
-0.0168 |
-1.0% |
1.6051 |
| High |
1.6090 |
1.5927 |
-0.0163 |
-1.0% |
1.6124 |
| Low |
1.5875 |
1.5793 |
-0.0082 |
-0.5% |
1.5863 |
| Close |
1.5887 |
1.5827 |
-0.0060 |
-0.4% |
1.6056 |
| Range |
0.0215 |
0.0134 |
-0.0081 |
-37.7% |
0.0261 |
| ATR |
0.0159 |
0.0157 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
75,802 |
80,630 |
4,828 |
6.4% |
438,164 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6251 |
1.6173 |
1.5901 |
|
| R3 |
1.6117 |
1.6039 |
1.5864 |
|
| R2 |
1.5983 |
1.5983 |
1.5852 |
|
| R1 |
1.5905 |
1.5905 |
1.5839 |
1.5877 |
| PP |
1.5849 |
1.5849 |
1.5849 |
1.5835 |
| S1 |
1.5771 |
1.5771 |
1.5815 |
1.5743 |
| S2 |
1.5715 |
1.5715 |
1.5802 |
|
| S3 |
1.5581 |
1.5637 |
1.5790 |
|
| S4 |
1.5447 |
1.5503 |
1.5753 |
|
|
| 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 |
1.6114 |
1.5793 |
0.0321 |
2.0% |
0.0176 |
1.1% |
11% |
False |
True |
90,505 |
| 10 |
1.6124 |
1.5793 |
0.0331 |
2.1% |
0.0152 |
1.0% |
10% |
False |
True |
90,663 |
| 20 |
1.6158 |
1.5672 |
0.0486 |
3.1% |
0.0152 |
1.0% |
32% |
False |
False |
98,022 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0161 |
1.0% |
66% |
False |
False |
106,255 |
| 60 |
1.6550 |
1.5179 |
0.1371 |
8.7% |
0.0150 |
0.9% |
47% |
False |
False |
79,092 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0144 |
0.9% |
46% |
False |
False |
59,339 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0129 |
0.8% |
46% |
False |
False |
47,478 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0113 |
0.7% |
46% |
False |
False |
39,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6497 |
|
2.618 |
1.6278 |
|
1.618 |
1.6144 |
|
1.000 |
1.6061 |
|
0.618 |
1.6010 |
|
HIGH |
1.5927 |
|
0.618 |
1.5876 |
|
0.500 |
1.5860 |
|
0.382 |
1.5844 |
|
LOW |
1.5793 |
|
0.618 |
1.5710 |
|
1.000 |
1.5659 |
|
1.618 |
1.5576 |
|
2.618 |
1.5442 |
|
4.250 |
1.5224 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5860 |
1.5942 |
| PP |
1.5849 |
1.5903 |
| S1 |
1.5838 |
1.5865 |
|