CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5625 |
1.5646 |
0.0021 |
0.1% |
1.5599 |
| High |
1.5734 |
1.5661 |
-0.0073 |
-0.5% |
1.5769 |
| Low |
1.5584 |
1.5536 |
-0.0048 |
-0.3% |
1.5560 |
| Close |
1.5661 |
1.5580 |
-0.0081 |
-0.5% |
1.5661 |
| Range |
0.0150 |
0.0125 |
-0.0025 |
-16.7% |
0.0209 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
87,269 |
93,970 |
6,701 |
7.7% |
448,829 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5967 |
1.5899 |
1.5649 |
|
| R3 |
1.5842 |
1.5774 |
1.5614 |
|
| R2 |
1.5717 |
1.5717 |
1.5603 |
|
| R1 |
1.5649 |
1.5649 |
1.5591 |
1.5621 |
| PP |
1.5592 |
1.5592 |
1.5592 |
1.5578 |
| S1 |
1.5524 |
1.5524 |
1.5569 |
1.5496 |
| S2 |
1.5467 |
1.5467 |
1.5557 |
|
| S3 |
1.5342 |
1.5399 |
1.5546 |
|
| S4 |
1.5217 |
1.5274 |
1.5511 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6290 |
1.6185 |
1.5776 |
|
| R3 |
1.6081 |
1.5976 |
1.5718 |
|
| R2 |
1.5872 |
1.5872 |
1.5699 |
|
| R1 |
1.5767 |
1.5767 |
1.5680 |
1.5820 |
| PP |
1.5663 |
1.5663 |
1.5663 |
1.5690 |
| S1 |
1.5558 |
1.5558 |
1.5642 |
1.5611 |
| S2 |
1.5454 |
1.5454 |
1.5623 |
|
| S3 |
1.5245 |
1.5349 |
1.5604 |
|
| S4 |
1.5036 |
1.5140 |
1.5546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5769 |
1.5536 |
0.0233 |
1.5% |
0.0136 |
0.9% |
19% |
False |
True |
91,642 |
| 10 |
1.5780 |
1.5467 |
0.0313 |
2.0% |
0.0153 |
1.0% |
36% |
False |
False |
94,214 |
| 20 |
1.6090 |
1.5420 |
0.0670 |
4.3% |
0.0151 |
1.0% |
24% |
False |
False |
87,896 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.7% |
0.0150 |
1.0% |
22% |
False |
False |
93,954 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0155 |
1.0% |
41% |
False |
False |
100,627 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
29% |
False |
False |
79,343 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0142 |
0.9% |
29% |
False |
False |
63,487 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0131 |
0.8% |
29% |
False |
False |
52,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6192 |
|
2.618 |
1.5988 |
|
1.618 |
1.5863 |
|
1.000 |
1.5786 |
|
0.618 |
1.5738 |
|
HIGH |
1.5661 |
|
0.618 |
1.5613 |
|
0.500 |
1.5599 |
|
0.382 |
1.5584 |
|
LOW |
1.5536 |
|
0.618 |
1.5459 |
|
1.000 |
1.5411 |
|
1.618 |
1.5334 |
|
2.618 |
1.5209 |
|
4.250 |
1.5005 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5599 |
1.5653 |
| PP |
1.5592 |
1.5628 |
| S1 |
1.5586 |
1.5604 |
|