CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5583 |
1.5482 |
-0.0101 |
-0.6% |
1.5599 |
| High |
1.5628 |
1.5531 |
-0.0097 |
-0.6% |
1.5769 |
| Low |
1.5450 |
1.5407 |
-0.0043 |
-0.3% |
1.5560 |
| Close |
1.5492 |
1.5467 |
-0.0025 |
-0.2% |
1.5661 |
| Range |
0.0178 |
0.0124 |
-0.0054 |
-30.3% |
0.0209 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
120,757 |
120,979 |
222 |
0.2% |
448,829 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5840 |
1.5778 |
1.5535 |
|
| R3 |
1.5716 |
1.5654 |
1.5501 |
|
| R2 |
1.5592 |
1.5592 |
1.5490 |
|
| R1 |
1.5530 |
1.5530 |
1.5478 |
1.5499 |
| PP |
1.5468 |
1.5468 |
1.5468 |
1.5453 |
| S1 |
1.5406 |
1.5406 |
1.5456 |
1.5375 |
| S2 |
1.5344 |
1.5344 |
1.5444 |
|
| S3 |
1.5220 |
1.5282 |
1.5433 |
|
| S4 |
1.5096 |
1.5158 |
1.5399 |
|
|
| 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 |
1.5407 |
0.0362 |
2.3% |
0.0148 |
1.0% |
17% |
False |
True |
104,423 |
| 10 |
1.5769 |
1.5407 |
0.0362 |
2.3% |
0.0139 |
0.9% |
17% |
False |
True |
96,052 |
| 20 |
1.5885 |
1.5407 |
0.0478 |
3.1% |
0.0148 |
1.0% |
13% |
False |
True |
92,161 |
| 40 |
1.6158 |
1.5407 |
0.0751 |
4.9% |
0.0150 |
1.0% |
8% |
False |
True |
95,092 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0157 |
1.0% |
29% |
False |
False |
101,557 |
| 80 |
1.6550 |
1.5179 |
0.1371 |
8.9% |
0.0149 |
1.0% |
21% |
False |
False |
82,359 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0145 |
0.9% |
20% |
False |
False |
65,904 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0132 |
0.9% |
20% |
False |
False |
54,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6058 |
|
2.618 |
1.5856 |
|
1.618 |
1.5732 |
|
1.000 |
1.5655 |
|
0.618 |
1.5608 |
|
HIGH |
1.5531 |
|
0.618 |
1.5484 |
|
0.500 |
1.5469 |
|
0.382 |
1.5454 |
|
LOW |
1.5407 |
|
0.618 |
1.5330 |
|
1.000 |
1.5283 |
|
1.618 |
1.5206 |
|
2.618 |
1.5082 |
|
4.250 |
1.4880 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5469 |
1.5534 |
| PP |
1.5468 |
1.5512 |
| S1 |
1.5468 |
1.5489 |
|