CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5911 |
1.5906 |
-0.0005 |
0.0% |
1.6017 |
| High |
1.5948 |
1.6059 |
0.0111 |
0.7% |
1.6101 |
| Low |
1.5885 |
1.5906 |
0.0021 |
0.1% |
1.5885 |
| Close |
1.5886 |
1.6042 |
0.0156 |
1.0% |
1.6042 |
| Range |
0.0063 |
0.0153 |
0.0090 |
142.9% |
0.0216 |
| ATR |
0.0110 |
0.0115 |
0.0004 |
4.1% |
0.0000 |
| Volume |
55 |
196 |
141 |
256.4% |
301 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6405 |
1.6126 |
|
| R3 |
1.6308 |
1.6252 |
1.6084 |
|
| R2 |
1.6155 |
1.6155 |
1.6070 |
|
| R1 |
1.6099 |
1.6099 |
1.6056 |
1.6127 |
| PP |
1.6002 |
1.6002 |
1.6002 |
1.6017 |
| S1 |
1.5946 |
1.5946 |
1.6028 |
1.5974 |
| S2 |
1.5849 |
1.5849 |
1.6014 |
|
| S3 |
1.5696 |
1.5793 |
1.6000 |
|
| S4 |
1.5543 |
1.5640 |
1.5958 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6657 |
1.6566 |
1.6161 |
|
| R3 |
1.6441 |
1.6350 |
1.6101 |
|
| R2 |
1.6225 |
1.6225 |
1.6082 |
|
| R1 |
1.6134 |
1.6134 |
1.6062 |
1.6180 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6032 |
| S1 |
1.5918 |
1.5918 |
1.6022 |
1.5964 |
| S2 |
1.5793 |
1.5793 |
1.6002 |
|
| S3 |
1.5577 |
1.5702 |
1.5983 |
|
| S4 |
1.5361 |
1.5486 |
1.5923 |
|
|
| 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 |
1.3% |
0.0111 |
0.7% |
73% |
False |
False |
60 |
| 10 |
1.6120 |
1.5873 |
0.0247 |
1.5% |
0.0116 |
0.7% |
68% |
False |
False |
42 |
| 20 |
1.6120 |
1.5611 |
0.0509 |
3.2% |
0.0106 |
0.7% |
85% |
False |
False |
42 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.3% |
0.0099 |
0.6% |
91% |
False |
False |
38 |
| 60 |
1.6467 |
1.5267 |
0.1200 |
7.5% |
0.0066 |
0.4% |
65% |
False |
False |
26 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0051 |
0.3% |
63% |
False |
False |
20 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0041 |
0.3% |
63% |
False |
False |
16 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.7% |
0.0034 |
0.2% |
63% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6709 |
|
2.618 |
1.6460 |
|
1.618 |
1.6307 |
|
1.000 |
1.6212 |
|
0.618 |
1.6154 |
|
HIGH |
1.6059 |
|
0.618 |
1.6001 |
|
0.500 |
1.5983 |
|
0.382 |
1.5964 |
|
LOW |
1.5906 |
|
0.618 |
1.5811 |
|
1.000 |
1.5753 |
|
1.618 |
1.5658 |
|
2.618 |
1.5505 |
|
4.250 |
1.5256 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6022 |
1.6022 |
| PP |
1.6002 |
1.6001 |
| S1 |
1.5983 |
1.5981 |
|