CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5503 |
1.5607 |
0.0104 |
0.7% |
1.5783 |
| High |
1.5656 |
1.5780 |
0.0124 |
0.8% |
1.5787 |
| Low |
1.5467 |
1.5523 |
0.0056 |
0.4% |
1.5420 |
| Close |
1.5602 |
1.5697 |
0.0095 |
0.6% |
1.5432 |
| Range |
0.0189 |
0.0257 |
0.0068 |
36.0% |
0.0367 |
| ATR |
0.0154 |
0.0161 |
0.0007 |
4.8% |
0.0000 |
| Volume |
84,166 |
139,195 |
55,029 |
65.4% |
325,398 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6438 |
1.6324 |
1.5838 |
|
| R3 |
1.6181 |
1.6067 |
1.5768 |
|
| R2 |
1.5924 |
1.5924 |
1.5744 |
|
| R1 |
1.5810 |
1.5810 |
1.5721 |
1.5867 |
| PP |
1.5667 |
1.5667 |
1.5667 |
1.5695 |
| S1 |
1.5553 |
1.5553 |
1.5673 |
1.5610 |
| S2 |
1.5410 |
1.5410 |
1.5650 |
|
| S3 |
1.5153 |
1.5296 |
1.5626 |
|
| S4 |
1.4896 |
1.5039 |
1.5556 |
|
|
| 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 |
1.5780 |
1.5420 |
0.0360 |
2.3% |
0.0182 |
1.2% |
77% |
True |
False |
93,518 |
| 10 |
1.5885 |
1.5420 |
0.0465 |
3.0% |
0.0158 |
1.0% |
60% |
False |
False |
88,271 |
| 20 |
1.6124 |
1.5420 |
0.0704 |
4.5% |
0.0155 |
1.0% |
39% |
False |
False |
89,467 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0158 |
1.0% |
53% |
False |
False |
97,725 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0154 |
1.0% |
53% |
False |
False |
93,696 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0149 |
0.9% |
37% |
False |
False |
70,368 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0138 |
0.9% |
37% |
False |
False |
56,302 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0125 |
0.8% |
37% |
False |
False |
46,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6872 |
|
2.618 |
1.6453 |
|
1.618 |
1.6196 |
|
1.000 |
1.6037 |
|
0.618 |
1.5939 |
|
HIGH |
1.5780 |
|
0.618 |
1.5682 |
|
0.500 |
1.5652 |
|
0.382 |
1.5621 |
|
LOW |
1.5523 |
|
0.618 |
1.5364 |
|
1.000 |
1.5266 |
|
1.618 |
1.5107 |
|
2.618 |
1.4850 |
|
4.250 |
1.4431 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5682 |
1.5667 |
| PP |
1.5667 |
1.5636 |
| S1 |
1.5652 |
1.5606 |
|