CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6017 |
1.6020 |
0.0003 |
0.0% |
1.5948 |
| High |
1.6035 |
1.6101 |
0.0066 |
0.4% |
1.6120 |
| Low |
1.5968 |
1.6017 |
0.0049 |
0.3% |
1.5873 |
| Close |
1.6035 |
1.6097 |
0.0062 |
0.4% |
1.6017 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0247 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
125 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6324 |
1.6294 |
1.6143 |
|
| R3 |
1.6240 |
1.6210 |
1.6120 |
|
| R2 |
1.6156 |
1.6156 |
1.6112 |
|
| R1 |
1.6126 |
1.6126 |
1.6105 |
1.6141 |
| PP |
1.6072 |
1.6072 |
1.6072 |
1.6079 |
| S1 |
1.6042 |
1.6042 |
1.6089 |
1.6057 |
| S2 |
1.5988 |
1.5988 |
1.6082 |
|
| S3 |
1.5904 |
1.5958 |
1.6074 |
|
| S4 |
1.5820 |
1.5874 |
1.6051 |
|
|
| 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 |
1.6101 |
1.5873 |
0.0228 |
1.4% |
0.0083 |
0.5% |
98% |
True |
False |
17 |
| 10 |
1.6120 |
1.5872 |
0.0248 |
1.5% |
0.0104 |
0.6% |
91% |
False |
False |
39 |
| 20 |
1.6120 |
1.5611 |
0.0509 |
3.2% |
0.0098 |
0.6% |
95% |
False |
False |
36 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.3% |
0.0089 |
0.6% |
97% |
False |
False |
32 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0061 |
0.4% |
67% |
False |
False |
22 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0046 |
0.3% |
67% |
False |
False |
17 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0037 |
0.2% |
67% |
False |
False |
13 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0031 |
0.2% |
67% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6458 |
|
2.618 |
1.6321 |
|
1.618 |
1.6237 |
|
1.000 |
1.6185 |
|
0.618 |
1.6153 |
|
HIGH |
1.6101 |
|
0.618 |
1.6069 |
|
0.500 |
1.6059 |
|
0.382 |
1.6049 |
|
LOW |
1.6017 |
|
0.618 |
1.5965 |
|
1.000 |
1.5933 |
|
1.618 |
1.5881 |
|
2.618 |
1.5797 |
|
4.250 |
1.5660 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6084 |
1.6076 |
| PP |
1.6072 |
1.6055 |
| S1 |
1.6059 |
1.6035 |
|