CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5736 |
1.5737 |
0.0001 |
0.0% |
1.6000 |
| High |
1.5860 |
1.5738 |
-0.0122 |
-0.8% |
1.6000 |
| Low |
1.5736 |
1.5596 |
-0.0140 |
-0.9% |
1.5700 |
| Close |
1.5766 |
1.5626 |
-0.0140 |
-0.9% |
1.5766 |
| Range |
0.0124 |
0.0142 |
0.0018 |
14.5% |
0.0300 |
| ATR |
0.0114 |
0.0118 |
0.0004 |
3.5% |
0.0000 |
| Volume |
107 |
75 |
-32 |
-29.9% |
254 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6079 |
1.5995 |
1.5704 |
|
| R3 |
1.5937 |
1.5853 |
1.5665 |
|
| R2 |
1.5795 |
1.5795 |
1.5652 |
|
| R1 |
1.5711 |
1.5711 |
1.5639 |
1.5682 |
| PP |
1.5653 |
1.5653 |
1.5653 |
1.5639 |
| S1 |
1.5569 |
1.5569 |
1.5613 |
1.5540 |
| S2 |
1.5511 |
1.5511 |
1.5600 |
|
| S3 |
1.5369 |
1.5427 |
1.5587 |
|
| S4 |
1.5227 |
1.5285 |
1.5548 |
|
|
| 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 |
1.5860 |
1.5596 |
0.0264 |
1.7% |
0.0101 |
0.6% |
11% |
False |
True |
53 |
| 10 |
1.6101 |
1.5596 |
0.0505 |
3.2% |
0.0112 |
0.7% |
6% |
False |
True |
61 |
| 20 |
1.6120 |
1.5596 |
0.0524 |
3.4% |
0.0105 |
0.7% |
6% |
False |
True |
51 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0103 |
0.7% |
42% |
False |
False |
41 |
| 60 |
1.6371 |
1.5267 |
0.1104 |
7.1% |
0.0077 |
0.5% |
33% |
False |
False |
32 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0059 |
0.4% |
29% |
False |
False |
24 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0047 |
0.3% |
29% |
False |
False |
19 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0040 |
0.3% |
29% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6342 |
|
2.618 |
1.6110 |
|
1.618 |
1.5968 |
|
1.000 |
1.5880 |
|
0.618 |
1.5826 |
|
HIGH |
1.5738 |
|
0.618 |
1.5684 |
|
0.500 |
1.5667 |
|
0.382 |
1.5650 |
|
LOW |
1.5596 |
|
0.618 |
1.5508 |
|
1.000 |
1.5454 |
|
1.618 |
1.5366 |
|
2.618 |
1.5224 |
|
4.250 |
1.4993 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5667 |
1.5728 |
| PP |
1.5653 |
1.5694 |
| S1 |
1.5640 |
1.5660 |
|