CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6050 |
1.5900 |
-0.0150 |
-0.9% |
1.5929 |
| High |
1.6050 |
1.6006 |
-0.0044 |
-0.3% |
1.6112 |
| Low |
1.5889 |
1.5900 |
0.0011 |
0.1% |
1.5872 |
| Close |
1.5940 |
1.5940 |
0.0000 |
0.0% |
1.6090 |
| Range |
0.0161 |
0.0106 |
-0.0055 |
-34.2% |
0.0240 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
53 |
23 |
-30 |
-56.6% |
295 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6267 |
1.6209 |
1.5998 |
|
| R3 |
1.6161 |
1.6103 |
1.5969 |
|
| R2 |
1.6055 |
1.6055 |
1.5959 |
|
| R1 |
1.5997 |
1.5997 |
1.5950 |
1.6026 |
| PP |
1.5949 |
1.5949 |
1.5949 |
1.5963 |
| S1 |
1.5891 |
1.5891 |
1.5930 |
1.5920 |
| S2 |
1.5843 |
1.5843 |
1.5921 |
|
| S3 |
1.5737 |
1.5785 |
1.5911 |
|
| S4 |
1.5631 |
1.5679 |
1.5882 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6745 |
1.6657 |
1.6222 |
|
| R3 |
1.6505 |
1.6417 |
1.6156 |
|
| R2 |
1.6265 |
1.6265 |
1.6134 |
|
| R1 |
1.6177 |
1.6177 |
1.6112 |
1.6221 |
| PP |
1.6025 |
1.6025 |
1.6025 |
1.6047 |
| S1 |
1.5937 |
1.5937 |
1.6068 |
1.5981 |
| S2 |
1.5785 |
1.5785 |
1.6046 |
|
| S3 |
1.5545 |
1.5697 |
1.6024 |
|
| S4 |
1.5305 |
1.5457 |
1.5958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6120 |
1.5889 |
0.0231 |
1.4% |
0.0121 |
0.8% |
22% |
False |
False |
42 |
| 10 |
1.6120 |
1.5693 |
0.0427 |
2.7% |
0.0108 |
0.7% |
58% |
False |
False |
46 |
| 20 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0111 |
0.7% |
79% |
False |
False |
44 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0082 |
0.5% |
79% |
False |
False |
30 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0056 |
0.3% |
54% |
False |
False |
21 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0043 |
0.3% |
54% |
False |
False |
16 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0034 |
0.2% |
54% |
False |
False |
13 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0028 |
0.2% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6457 |
|
2.618 |
1.6284 |
|
1.618 |
1.6178 |
|
1.000 |
1.6112 |
|
0.618 |
1.6072 |
|
HIGH |
1.6006 |
|
0.618 |
1.5966 |
|
0.500 |
1.5953 |
|
0.382 |
1.5940 |
|
LOW |
1.5900 |
|
0.618 |
1.5834 |
|
1.000 |
1.5794 |
|
1.618 |
1.5728 |
|
2.618 |
1.5622 |
|
4.250 |
1.5450 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5953 |
1.6005 |
| PP |
1.5949 |
1.5983 |
| S1 |
1.5944 |
1.5962 |
|