CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5758 |
1.5783 |
0.0025 |
0.2% |
1.6063 |
| High |
1.5885 |
1.5787 |
-0.0098 |
-0.6% |
1.6090 |
| Low |
1.5733 |
1.5607 |
-0.0126 |
-0.8% |
1.5686 |
| Close |
1.5780 |
1.5641 |
-0.0139 |
-0.9% |
1.5780 |
| Range |
0.0152 |
0.0180 |
0.0028 |
18.4% |
0.0404 |
| ATR |
0.0152 |
0.0154 |
0.0002 |
1.3% |
0.0000 |
| Volume |
76,919 |
82,134 |
5,215 |
6.8% |
416,718 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6218 |
1.6110 |
1.5740 |
|
| R3 |
1.6038 |
1.5930 |
1.5691 |
|
| R2 |
1.5858 |
1.5858 |
1.5674 |
|
| R1 |
1.5750 |
1.5750 |
1.5658 |
1.5714 |
| PP |
1.5678 |
1.5678 |
1.5678 |
1.5661 |
| S1 |
1.5570 |
1.5570 |
1.5625 |
1.5534 |
| S2 |
1.5498 |
1.5498 |
1.5608 |
|
| S3 |
1.5318 |
1.5390 |
1.5592 |
|
| S4 |
1.5138 |
1.5210 |
1.5542 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7064 |
1.6826 |
1.6002 |
|
| R3 |
1.6660 |
1.6422 |
1.5891 |
|
| R2 |
1.6256 |
1.6256 |
1.5854 |
|
| R1 |
1.6018 |
1.6018 |
1.5817 |
1.5935 |
| PP |
1.5852 |
1.5852 |
1.5852 |
1.5811 |
| S1 |
1.5614 |
1.5614 |
1.5743 |
1.5531 |
| S2 |
1.5448 |
1.5448 |
1.5706 |
|
| S3 |
1.5044 |
1.5210 |
1.5669 |
|
| S4 |
1.4640 |
1.4806 |
1.5558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5927 |
1.5607 |
0.0320 |
2.0% |
0.0138 |
0.9% |
11% |
False |
True |
84,610 |
| 10 |
1.6124 |
1.5607 |
0.0517 |
3.3% |
0.0153 |
1.0% |
7% |
False |
True |
86,432 |
| 20 |
1.6158 |
1.5607 |
0.0551 |
3.5% |
0.0149 |
1.0% |
6% |
False |
True |
94,945 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0156 |
1.0% |
47% |
False |
False |
101,364 |
| 60 |
1.6430 |
1.5179 |
0.1251 |
8.0% |
0.0150 |
1.0% |
37% |
False |
False |
84,791 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0146 |
0.9% |
33% |
False |
False |
63,619 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0132 |
0.8% |
33% |
False |
False |
50,901 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0117 |
0.8% |
33% |
False |
False |
42,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6552 |
|
2.618 |
1.6258 |
|
1.618 |
1.6078 |
|
1.000 |
1.5967 |
|
0.618 |
1.5898 |
|
HIGH |
1.5787 |
|
0.618 |
1.5718 |
|
0.500 |
1.5697 |
|
0.382 |
1.5676 |
|
LOW |
1.5607 |
|
0.618 |
1.5496 |
|
1.000 |
1.5427 |
|
1.618 |
1.5316 |
|
2.618 |
1.5136 |
|
4.250 |
1.4842 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5697 |
1.5746 |
| PP |
1.5678 |
1.5711 |
| S1 |
1.5660 |
1.5676 |
|