CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5700 |
1.5736 |
0.0036 |
0.2% |
1.6000 |
| High |
1.5796 |
1.5860 |
0.0064 |
0.4% |
1.6000 |
| Low |
1.5700 |
1.5736 |
0.0036 |
0.2% |
1.5700 |
| Close |
1.5738 |
1.5766 |
0.0028 |
0.2% |
1.5766 |
| Range |
0.0096 |
0.0124 |
0.0028 |
29.2% |
0.0300 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.7% |
0.0000 |
| Volume |
45 |
107 |
62 |
137.8% |
254 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6159 |
1.6087 |
1.5834 |
|
| R3 |
1.6035 |
1.5963 |
1.5800 |
|
| R2 |
1.5911 |
1.5911 |
1.5789 |
|
| R1 |
1.5839 |
1.5839 |
1.5777 |
1.5875 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5806 |
| S1 |
1.5715 |
1.5715 |
1.5755 |
1.5751 |
| S2 |
1.5663 |
1.5663 |
1.5743 |
|
| S3 |
1.5539 |
1.5591 |
1.5732 |
|
| S4 |
1.5415 |
1.5467 |
1.5698 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6722 |
1.6544 |
1.5931 |
|
| R3 |
1.6422 |
1.6244 |
1.5849 |
|
| R2 |
1.6122 |
1.6122 |
1.5821 |
|
| R1 |
1.5944 |
1.5944 |
1.5794 |
1.5883 |
| PP |
1.5822 |
1.5822 |
1.5822 |
1.5792 |
| S1 |
1.5644 |
1.5644 |
1.5739 |
1.5583 |
| S2 |
1.5522 |
1.5522 |
1.5711 |
|
| S3 |
1.5222 |
1.5344 |
1.5684 |
|
| S4 |
1.4922 |
1.5044 |
1.5601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6000 |
1.5700 |
0.0300 |
1.9% |
0.0097 |
0.6% |
22% |
False |
False |
50 |
| 10 |
1.6101 |
1.5700 |
0.0401 |
2.5% |
0.0104 |
0.7% |
16% |
False |
False |
55 |
| 20 |
1.6120 |
1.5700 |
0.0420 |
2.7% |
0.0102 |
0.6% |
16% |
False |
False |
48 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0102 |
0.6% |
58% |
False |
False |
40 |
| 60 |
1.6371 |
1.5267 |
0.1104 |
7.0% |
0.0074 |
0.5% |
45% |
False |
False |
30 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0058 |
0.4% |
40% |
False |
False |
23 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0046 |
0.3% |
40% |
False |
False |
19 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0038 |
0.2% |
40% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6387 |
|
2.618 |
1.6185 |
|
1.618 |
1.6061 |
|
1.000 |
1.5984 |
|
0.618 |
1.5937 |
|
HIGH |
1.5860 |
|
0.618 |
1.5813 |
|
0.500 |
1.5798 |
|
0.382 |
1.5783 |
|
LOW |
1.5736 |
|
0.618 |
1.5659 |
|
1.000 |
1.5612 |
|
1.618 |
1.5535 |
|
2.618 |
1.5411 |
|
4.250 |
1.5209 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5798 |
1.5780 |
| PP |
1.5787 |
1.5775 |
| S1 |
1.5777 |
1.5771 |
|