CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5607 |
1.5697 |
0.0090 |
0.6% |
1.5783 |
| High |
1.5780 |
1.5753 |
-0.0027 |
-0.2% |
1.5787 |
| Low |
1.5523 |
1.5634 |
0.0111 |
0.7% |
1.5420 |
| Close |
1.5697 |
1.5683 |
-0.0014 |
-0.1% |
1.5432 |
| Range |
0.0257 |
0.0119 |
-0.0138 |
-53.7% |
0.0367 |
| ATR |
0.0161 |
0.0158 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
139,195 |
97,599 |
-41,596 |
-29.9% |
325,398 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6047 |
1.5984 |
1.5748 |
|
| R3 |
1.5928 |
1.5865 |
1.5716 |
|
| R2 |
1.5809 |
1.5809 |
1.5705 |
|
| R1 |
1.5746 |
1.5746 |
1.5694 |
1.5718 |
| PP |
1.5690 |
1.5690 |
1.5690 |
1.5676 |
| S1 |
1.5627 |
1.5627 |
1.5672 |
1.5599 |
| S2 |
1.5571 |
1.5571 |
1.5661 |
|
| S3 |
1.5452 |
1.5508 |
1.5650 |
|
| S4 |
1.5333 |
1.5389 |
1.5618 |
|
|
| 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% |
0.0174 |
1.1% |
73% |
False |
False |
94,776 |
| 10 |
1.5885 |
1.5420 |
0.0465 |
3.0% |
0.0160 |
1.0% |
57% |
False |
False |
88,580 |
| 20 |
1.6124 |
1.5420 |
0.0704 |
4.5% |
0.0154 |
1.0% |
37% |
False |
False |
89,503 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0159 |
1.0% |
51% |
False |
False |
97,423 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0154 |
1.0% |
51% |
False |
False |
95,272 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
36% |
False |
False |
71,587 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0138 |
0.9% |
36% |
False |
False |
57,276 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0125 |
0.8% |
36% |
False |
False |
47,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6259 |
|
2.618 |
1.6065 |
|
1.618 |
1.5946 |
|
1.000 |
1.5872 |
|
0.618 |
1.5827 |
|
HIGH |
1.5753 |
|
0.618 |
1.5708 |
|
0.500 |
1.5694 |
|
0.382 |
1.5679 |
|
LOW |
1.5634 |
|
0.618 |
1.5560 |
|
1.000 |
1.5515 |
|
1.618 |
1.5441 |
|
2.618 |
1.5322 |
|
4.250 |
1.5128 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5694 |
1.5663 |
| PP |
1.5690 |
1.5643 |
| S1 |
1.5687 |
1.5624 |
|