CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5900 |
1.5893 |
-0.0007 |
0.0% |
1.5929 |
| High |
1.6006 |
1.6016 |
0.0010 |
0.1% |
1.6112 |
| Low |
1.5900 |
1.5873 |
-0.0027 |
-0.2% |
1.5872 |
| Close |
1.5940 |
1.6016 |
0.0076 |
0.5% |
1.6090 |
| Range |
0.0106 |
0.0143 |
0.0037 |
34.9% |
0.0240 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.6% |
0.0000 |
| Volume |
23 |
24 |
1 |
4.3% |
295 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6397 |
1.6350 |
1.6095 |
|
| R3 |
1.6254 |
1.6207 |
1.6055 |
|
| R2 |
1.6111 |
1.6111 |
1.6042 |
|
| R1 |
1.6064 |
1.6064 |
1.6029 |
1.6088 |
| PP |
1.5968 |
1.5968 |
1.5968 |
1.5980 |
| S1 |
1.5921 |
1.5921 |
1.6003 |
1.5945 |
| S2 |
1.5825 |
1.5825 |
1.5990 |
|
| S3 |
1.5682 |
1.5778 |
1.5977 |
|
| S4 |
1.5539 |
1.5635 |
1.5937 |
|
|
| 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 |
1.5873 |
0.0247 |
1.5% |
0.0128 |
0.8% |
58% |
False |
True |
35 |
| 10 |
1.6120 |
1.5772 |
0.0348 |
2.2% |
0.0113 |
0.7% |
70% |
False |
False |
44 |
| 20 |
1.6120 |
1.5426 |
0.0694 |
4.3% |
0.0108 |
0.7% |
85% |
False |
False |
43 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.3% |
0.0085 |
0.5% |
88% |
False |
False |
31 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0058 |
0.4% |
61% |
False |
False |
21 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0044 |
0.3% |
61% |
False |
False |
16 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0035 |
0.2% |
61% |
False |
False |
13 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0030 |
0.2% |
61% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6624 |
|
2.618 |
1.6390 |
|
1.618 |
1.6247 |
|
1.000 |
1.6159 |
|
0.618 |
1.6104 |
|
HIGH |
1.6016 |
|
0.618 |
1.5961 |
|
0.500 |
1.5945 |
|
0.382 |
1.5928 |
|
LOW |
1.5873 |
|
0.618 |
1.5785 |
|
1.000 |
1.5730 |
|
1.618 |
1.5642 |
|
2.618 |
1.5499 |
|
4.250 |
1.5265 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5992 |
1.5998 |
| PP |
1.5968 |
1.5980 |
| S1 |
1.5945 |
1.5962 |
|