CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5775 |
1.5700 |
-0.0075 |
-0.5% |
1.6017 |
| High |
1.5794 |
1.5796 |
0.0002 |
0.0% |
1.6101 |
| Low |
1.5730 |
1.5700 |
-0.0030 |
-0.2% |
1.5885 |
| Close |
1.5756 |
1.5738 |
-0.0018 |
-0.1% |
1.6042 |
| Range |
0.0064 |
0.0096 |
0.0032 |
50.0% |
0.0216 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
31 |
45 |
14 |
45.2% |
301 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6033 |
1.5981 |
1.5791 |
|
| R3 |
1.5937 |
1.5885 |
1.5764 |
|
| R2 |
1.5841 |
1.5841 |
1.5756 |
|
| R1 |
1.5789 |
1.5789 |
1.5747 |
1.5815 |
| PP |
1.5745 |
1.5745 |
1.5745 |
1.5758 |
| S1 |
1.5693 |
1.5693 |
1.5729 |
1.5719 |
| S2 |
1.5649 |
1.5649 |
1.5720 |
|
| S3 |
1.5553 |
1.5597 |
1.5712 |
|
| S4 |
1.5457 |
1.5501 |
1.5685 |
|
|
| 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 |
1.6059 |
1.5700 |
0.0359 |
2.3% |
0.0103 |
0.7% |
11% |
False |
True |
68 |
| 10 |
1.6101 |
1.5700 |
0.0401 |
2.5% |
0.0094 |
0.6% |
9% |
False |
True |
46 |
| 20 |
1.6120 |
1.5700 |
0.0420 |
2.7% |
0.0104 |
0.7% |
9% |
False |
True |
45 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0100 |
0.6% |
55% |
False |
False |
39 |
| 60 |
1.6371 |
1.5267 |
0.1104 |
7.0% |
0.0072 |
0.5% |
43% |
False |
False |
29 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0056 |
0.4% |
38% |
False |
False |
22 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0045 |
0.3% |
38% |
False |
False |
18 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0037 |
0.2% |
38% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6204 |
|
2.618 |
1.6047 |
|
1.618 |
1.5951 |
|
1.000 |
1.5892 |
|
0.618 |
1.5855 |
|
HIGH |
1.5796 |
|
0.618 |
1.5759 |
|
0.500 |
1.5748 |
|
0.382 |
1.5737 |
|
LOW |
1.5700 |
|
0.618 |
1.5641 |
|
1.000 |
1.5604 |
|
1.618 |
1.5545 |
|
2.618 |
1.5449 |
|
4.250 |
1.5292 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5748 |
1.5780 |
| PP |
1.5745 |
1.5766 |
| S1 |
1.5741 |
1.5752 |
|