CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5893 |
1.6028 |
0.0135 |
0.8% |
1.5948 |
| High |
1.6016 |
1.6034 |
0.0018 |
0.1% |
1.6120 |
| Low |
1.5873 |
1.6017 |
0.0144 |
0.9% |
1.5873 |
| Close |
1.6016 |
1.6017 |
0.0001 |
0.0% |
1.6017 |
| Range |
0.0143 |
0.0017 |
-0.0126 |
-88.1% |
0.0247 |
| ATR |
0.0119 |
0.0111 |
-0.0007 |
-6.1% |
0.0000 |
| Volume |
24 |
21 |
-3 |
-12.5% |
125 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6074 |
1.6062 |
1.6026 |
|
| R3 |
1.6057 |
1.6045 |
1.6022 |
|
| R2 |
1.6040 |
1.6040 |
1.6020 |
|
| R1 |
1.6028 |
1.6028 |
1.6019 |
1.6026 |
| PP |
1.6023 |
1.6023 |
1.6023 |
1.6021 |
| S1 |
1.6011 |
1.6011 |
1.6015 |
1.6009 |
| S2 |
1.6006 |
1.6006 |
1.6014 |
|
| S3 |
1.5989 |
1.5994 |
1.6012 |
|
| S4 |
1.5972 |
1.5977 |
1.6008 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6744 |
1.6628 |
1.6153 |
|
| R3 |
1.6497 |
1.6381 |
1.6085 |
|
| R2 |
1.6250 |
1.6250 |
1.6062 |
|
| R1 |
1.6134 |
1.6134 |
1.6040 |
1.6192 |
| PP |
1.6003 |
1.6003 |
1.6003 |
1.6033 |
| S1 |
1.5887 |
1.5887 |
1.5994 |
1.5945 |
| S2 |
1.5756 |
1.5756 |
1.5972 |
|
| S3 |
1.5509 |
1.5640 |
1.5949 |
|
| S4 |
1.5262 |
1.5393 |
1.5881 |
|
|
| 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% |
0.0120 |
0.7% |
58% |
False |
False |
25 |
| 10 |
1.6120 |
1.5872 |
0.0248 |
1.5% |
0.0099 |
0.6% |
58% |
False |
False |
42 |
| 20 |
1.6120 |
1.5510 |
0.0610 |
3.8% |
0.0100 |
0.6% |
83% |
False |
False |
41 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.3% |
0.0086 |
0.5% |
88% |
False |
False |
31 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0058 |
0.4% |
61% |
False |
False |
22 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0045 |
0.3% |
61% |
False |
False |
16 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0036 |
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 |
1.6106 |
|
2.618 |
1.6079 |
|
1.618 |
1.6062 |
|
1.000 |
1.6051 |
|
0.618 |
1.6045 |
|
HIGH |
1.6034 |
|
0.618 |
1.6028 |
|
0.500 |
1.6026 |
|
0.382 |
1.6023 |
|
LOW |
1.6017 |
|
0.618 |
1.6006 |
|
1.000 |
1.6000 |
|
1.618 |
1.5989 |
|
2.618 |
1.5972 |
|
4.250 |
1.5945 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6026 |
1.5996 |
| PP |
1.6023 |
1.5975 |
| S1 |
1.6020 |
1.5954 |
|