CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6076 |
1.5911 |
-0.0165 |
-1.0% |
1.5948 |
| High |
1.6077 |
1.5948 |
-0.0129 |
-0.8% |
1.6120 |
| Low |
1.5888 |
1.5885 |
-0.0003 |
0.0% |
1.5873 |
| Close |
1.5899 |
1.5886 |
-0.0013 |
-0.1% |
1.6017 |
| Range |
0.0189 |
0.0063 |
-0.0126 |
-66.7% |
0.0247 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
30 |
55 |
25 |
83.3% |
125 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6095 |
1.6054 |
1.5921 |
|
| R3 |
1.6032 |
1.5991 |
1.5903 |
|
| R2 |
1.5969 |
1.5969 |
1.5898 |
|
| R1 |
1.5928 |
1.5928 |
1.5892 |
1.5917 |
| PP |
1.5906 |
1.5906 |
1.5906 |
1.5901 |
| S1 |
1.5865 |
1.5865 |
1.5880 |
1.5854 |
| S2 |
1.5843 |
1.5843 |
1.5874 |
|
| S3 |
1.5780 |
1.5802 |
1.5869 |
|
| S4 |
1.5717 |
1.5739 |
1.5851 |
|
|
| 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 |
1.5885 |
0.0216 |
1.4% |
0.0084 |
0.5% |
0% |
False |
True |
25 |
| 10 |
1.6120 |
1.5873 |
0.0247 |
1.6% |
0.0106 |
0.7% |
5% |
False |
False |
30 |
| 20 |
1.6120 |
1.5611 |
0.0509 |
3.2% |
0.0101 |
0.6% |
54% |
False |
False |
34 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0096 |
0.6% |
73% |
False |
False |
34 |
| 60 |
1.6470 |
1.5267 |
0.1203 |
7.6% |
0.0064 |
0.4% |
51% |
False |
False |
23 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0050 |
0.3% |
50% |
False |
False |
18 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0040 |
0.2% |
50% |
False |
False |
14 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0033 |
0.2% |
50% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6216 |
|
2.618 |
1.6113 |
|
1.618 |
1.6050 |
|
1.000 |
1.6011 |
|
0.618 |
1.5987 |
|
HIGH |
1.5948 |
|
0.618 |
1.5924 |
|
0.500 |
1.5917 |
|
0.382 |
1.5909 |
|
LOW |
1.5885 |
|
0.618 |
1.5846 |
|
1.000 |
1.5822 |
|
1.618 |
1.5783 |
|
2.618 |
1.5720 |
|
4.250 |
1.5617 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5917 |
1.5993 |
| PP |
1.5906 |
1.5957 |
| S1 |
1.5896 |
1.5922 |
|