CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5783 |
1.5642 |
-0.0141 |
-0.9% |
1.6063 |
| High |
1.5787 |
1.5688 |
-0.0099 |
-0.6% |
1.6090 |
| Low |
1.5607 |
1.5577 |
-0.0030 |
-0.2% |
1.5686 |
| Close |
1.5641 |
1.5621 |
-0.0020 |
-0.1% |
1.5780 |
| Range |
0.0180 |
0.0111 |
-0.0069 |
-38.3% |
0.0404 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
82,134 |
72,699 |
-9,435 |
-11.5% |
416,718 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5962 |
1.5902 |
1.5682 |
|
| R3 |
1.5851 |
1.5791 |
1.5652 |
|
| R2 |
1.5740 |
1.5740 |
1.5641 |
|
| R1 |
1.5680 |
1.5680 |
1.5631 |
1.5655 |
| PP |
1.5629 |
1.5629 |
1.5629 |
1.5616 |
| S1 |
1.5569 |
1.5569 |
1.5611 |
1.5544 |
| S2 |
1.5518 |
1.5518 |
1.5601 |
|
| S3 |
1.5407 |
1.5458 |
1.5590 |
|
| S4 |
1.5296 |
1.5347 |
1.5560 |
|
|
| 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 |
1.5885 |
1.5577 |
0.0308 |
2.0% |
0.0134 |
0.9% |
14% |
False |
True |
83,023 |
| 10 |
1.6114 |
1.5577 |
0.0537 |
3.4% |
0.0155 |
1.0% |
8% |
False |
True |
86,764 |
| 20 |
1.6158 |
1.5577 |
0.0581 |
3.7% |
0.0151 |
1.0% |
8% |
False |
True |
93,788 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0154 |
1.0% |
45% |
False |
False |
100,100 |
| 60 |
1.6398 |
1.5179 |
0.1219 |
7.8% |
0.0150 |
1.0% |
36% |
False |
False |
85,999 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0145 |
0.9% |
31% |
False |
False |
64,527 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0132 |
0.8% |
31% |
False |
False |
51,627 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0118 |
0.8% |
31% |
False |
False |
43,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6160 |
|
2.618 |
1.5979 |
|
1.618 |
1.5868 |
|
1.000 |
1.5799 |
|
0.618 |
1.5757 |
|
HIGH |
1.5688 |
|
0.618 |
1.5646 |
|
0.500 |
1.5633 |
|
0.382 |
1.5619 |
|
LOW |
1.5577 |
|
0.618 |
1.5508 |
|
1.000 |
1.5466 |
|
1.618 |
1.5397 |
|
2.618 |
1.5286 |
|
4.250 |
1.5105 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5633 |
1.5731 |
| PP |
1.5629 |
1.5694 |
| S1 |
1.5625 |
1.5658 |
|