CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5489 |
1.5503 |
0.0014 |
0.1% |
1.5783 |
| High |
1.5592 |
1.5656 |
0.0064 |
0.4% |
1.5787 |
| Low |
1.5432 |
1.5467 |
0.0035 |
0.2% |
1.5420 |
| Close |
1.5490 |
1.5602 |
0.0112 |
0.7% |
1.5432 |
| Range |
0.0160 |
0.0189 |
0.0029 |
18.1% |
0.0367 |
| ATR |
0.0151 |
0.0154 |
0.0003 |
1.8% |
0.0000 |
| Volume |
73,667 |
84,166 |
10,499 |
14.3% |
325,398 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6142 |
1.6061 |
1.5706 |
|
| R3 |
1.5953 |
1.5872 |
1.5654 |
|
| R2 |
1.5764 |
1.5764 |
1.5637 |
|
| R1 |
1.5683 |
1.5683 |
1.5619 |
1.5724 |
| PP |
1.5575 |
1.5575 |
1.5575 |
1.5595 |
| S1 |
1.5494 |
1.5494 |
1.5585 |
1.5535 |
| S2 |
1.5386 |
1.5386 |
1.5567 |
|
| S3 |
1.5197 |
1.5305 |
1.5550 |
|
| S4 |
1.5008 |
1.5116 |
1.5498 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6647 |
1.6407 |
1.5634 |
|
| R3 |
1.6280 |
1.6040 |
1.5533 |
|
| R2 |
1.5913 |
1.5913 |
1.5499 |
|
| R1 |
1.5673 |
1.5673 |
1.5466 |
1.5610 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5515 |
| S1 |
1.5306 |
1.5306 |
1.5398 |
1.5243 |
| S2 |
1.5179 |
1.5179 |
1.5365 |
|
| S3 |
1.4812 |
1.4939 |
1.5331 |
|
| S4 |
1.4445 |
1.4572 |
1.5230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5688 |
1.5420 |
0.0268 |
1.7% |
0.0153 |
1.0% |
68% |
False |
False |
80,219 |
| 10 |
1.5927 |
1.5420 |
0.0507 |
3.2% |
0.0146 |
0.9% |
36% |
False |
False |
82,414 |
| 20 |
1.6124 |
1.5420 |
0.0704 |
4.5% |
0.0152 |
1.0% |
26% |
False |
False |
88,760 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0156 |
1.0% |
43% |
False |
False |
96,884 |
| 60 |
1.6189 |
1.5179 |
0.1010 |
6.5% |
0.0154 |
1.0% |
42% |
False |
False |
91,447 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0147 |
0.9% |
30% |
False |
False |
68,630 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0136 |
0.9% |
30% |
False |
False |
54,910 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0123 |
0.8% |
30% |
False |
False |
45,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6459 |
|
2.618 |
1.6151 |
|
1.618 |
1.5962 |
|
1.000 |
1.5845 |
|
0.618 |
1.5773 |
|
HIGH |
1.5656 |
|
0.618 |
1.5584 |
|
0.500 |
1.5562 |
|
0.382 |
1.5539 |
|
LOW |
1.5467 |
|
0.618 |
1.5350 |
|
1.000 |
1.5278 |
|
1.618 |
1.5161 |
|
2.618 |
1.4972 |
|
4.250 |
1.4664 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5589 |
1.5581 |
| PP |
1.5575 |
1.5559 |
| S1 |
1.5562 |
1.5538 |
|