CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6020 |
1.6076 |
0.0056 |
0.3% |
1.5948 |
| High |
1.6101 |
1.6077 |
-0.0024 |
-0.1% |
1.6120 |
| Low |
1.6017 |
1.5888 |
-0.0129 |
-0.8% |
1.5873 |
| Close |
1.6097 |
1.5899 |
-0.0198 |
-1.2% |
1.6017 |
| Range |
0.0084 |
0.0189 |
0.0105 |
125.0% |
0.0247 |
| ATR |
0.0106 |
0.0114 |
0.0007 |
6.9% |
0.0000 |
| Volume |
4 |
30 |
26 |
650.0% |
125 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6522 |
1.6399 |
1.6003 |
|
| R3 |
1.6333 |
1.6210 |
1.5951 |
|
| R2 |
1.6144 |
1.6144 |
1.5934 |
|
| R1 |
1.6021 |
1.6021 |
1.5916 |
1.5988 |
| PP |
1.5955 |
1.5955 |
1.5955 |
1.5938 |
| S1 |
1.5832 |
1.5832 |
1.5882 |
1.5799 |
| S2 |
1.5766 |
1.5766 |
1.5864 |
|
| S3 |
1.5577 |
1.5643 |
1.5847 |
|
| S4 |
1.5388 |
1.5454 |
1.5795 |
|
|
| 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% |
0.0100 |
0.6% |
11% |
False |
False |
19 |
| 10 |
1.6120 |
1.5873 |
0.0247 |
1.6% |
0.0111 |
0.7% |
11% |
False |
False |
30 |
| 20 |
1.6120 |
1.5611 |
0.0509 |
3.2% |
0.0102 |
0.6% |
57% |
False |
False |
37 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0094 |
0.6% |
74% |
False |
False |
32 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0063 |
0.4% |
51% |
False |
False |
22 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0049 |
0.3% |
51% |
False |
False |
17 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0039 |
0.2% |
51% |
False |
False |
14 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0033 |
0.2% |
51% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6880 |
|
2.618 |
1.6572 |
|
1.618 |
1.6383 |
|
1.000 |
1.6266 |
|
0.618 |
1.6194 |
|
HIGH |
1.6077 |
|
0.618 |
1.6005 |
|
0.500 |
1.5983 |
|
0.382 |
1.5960 |
|
LOW |
1.5888 |
|
0.618 |
1.5771 |
|
1.000 |
1.5699 |
|
1.618 |
1.5582 |
|
2.618 |
1.5393 |
|
4.250 |
1.5085 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5983 |
1.5995 |
| PP |
1.5955 |
1.5963 |
| S1 |
1.5927 |
1.5931 |
|