CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5482 |
1.5465 |
-0.0017 |
-0.1% |
1.5599 |
| High |
1.5531 |
1.5531 |
0.0000 |
0.0% |
1.5769 |
| Low |
1.5407 |
1.5435 |
0.0028 |
0.2% |
1.5560 |
| Close |
1.5467 |
1.5502 |
0.0035 |
0.2% |
1.5661 |
| Range |
0.0124 |
0.0096 |
-0.0028 |
-22.6% |
0.0209 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
120,979 |
91,100 |
-29,879 |
-24.7% |
448,829 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5777 |
1.5736 |
1.5555 |
|
| R3 |
1.5681 |
1.5640 |
1.5528 |
|
| R2 |
1.5585 |
1.5585 |
1.5520 |
|
| R1 |
1.5544 |
1.5544 |
1.5511 |
1.5565 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5500 |
| S1 |
1.5448 |
1.5448 |
1.5493 |
1.5469 |
| S2 |
1.5393 |
1.5393 |
1.5484 |
|
| S3 |
1.5297 |
1.5352 |
1.5476 |
|
| S4 |
1.5201 |
1.5256 |
1.5449 |
|
|
| 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 |
1.5734 |
1.5407 |
0.0327 |
2.1% |
0.0135 |
0.9% |
29% |
False |
False |
102,815 |
| 10 |
1.5769 |
1.5407 |
0.0362 |
2.3% |
0.0137 |
0.9% |
26% |
False |
False |
95,402 |
| 20 |
1.5885 |
1.5407 |
0.0478 |
3.1% |
0.0148 |
1.0% |
20% |
False |
False |
91,991 |
| 40 |
1.6158 |
1.5407 |
0.0751 |
4.8% |
0.0149 |
1.0% |
13% |
False |
False |
94,789 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0154 |
1.0% |
33% |
False |
False |
100,607 |
| 80 |
1.6475 |
1.5179 |
0.1296 |
8.4% |
0.0149 |
1.0% |
25% |
False |
False |
83,498 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0145 |
0.9% |
23% |
False |
False |
66,814 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0132 |
0.9% |
23% |
False |
False |
55,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5939 |
|
2.618 |
1.5782 |
|
1.618 |
1.5686 |
|
1.000 |
1.5627 |
|
0.618 |
1.5590 |
|
HIGH |
1.5531 |
|
0.618 |
1.5494 |
|
0.500 |
1.5483 |
|
0.382 |
1.5472 |
|
LOW |
1.5435 |
|
0.618 |
1.5376 |
|
1.000 |
1.5339 |
|
1.618 |
1.5280 |
|
2.618 |
1.5184 |
|
4.250 |
1.5027 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5496 |
1.5518 |
| PP |
1.5489 |
1.5512 |
| S1 |
1.5483 |
1.5507 |
|