CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5737 |
1.5620 |
-0.0117 |
-0.7% |
1.6000 |
| High |
1.5738 |
1.5647 |
-0.0091 |
-0.6% |
1.6000 |
| Low |
1.5596 |
1.5561 |
-0.0035 |
-0.2% |
1.5700 |
| Close |
1.5626 |
1.5606 |
-0.0020 |
-0.1% |
1.5766 |
| Range |
0.0142 |
0.0086 |
-0.0056 |
-39.4% |
0.0300 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
75 |
40 |
-35 |
-46.7% |
254 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5863 |
1.5820 |
1.5653 |
|
| R3 |
1.5777 |
1.5734 |
1.5630 |
|
| R2 |
1.5691 |
1.5691 |
1.5622 |
|
| R1 |
1.5648 |
1.5648 |
1.5614 |
1.5627 |
| PP |
1.5605 |
1.5605 |
1.5605 |
1.5594 |
| S1 |
1.5562 |
1.5562 |
1.5598 |
1.5541 |
| S2 |
1.5519 |
1.5519 |
1.5590 |
|
| S3 |
1.5433 |
1.5476 |
1.5582 |
|
| S4 |
1.5347 |
1.5390 |
1.5559 |
|
|
| 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 |
1.5561 |
0.0299 |
1.9% |
0.0102 |
0.7% |
15% |
False |
True |
59 |
| 10 |
1.6077 |
1.5561 |
0.0516 |
3.3% |
0.0112 |
0.7% |
9% |
False |
True |
65 |
| 20 |
1.6120 |
1.5561 |
0.0559 |
3.6% |
0.0108 |
0.7% |
8% |
False |
True |
52 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0103 |
0.7% |
40% |
False |
False |
42 |
| 60 |
1.6272 |
1.5267 |
0.1005 |
6.4% |
0.0078 |
0.5% |
34% |
False |
False |
32 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0060 |
0.4% |
27% |
False |
False |
25 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0048 |
0.3% |
27% |
False |
False |
20 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0040 |
0.3% |
27% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6013 |
|
2.618 |
1.5872 |
|
1.618 |
1.5786 |
|
1.000 |
1.5733 |
|
0.618 |
1.5700 |
|
HIGH |
1.5647 |
|
0.618 |
1.5614 |
|
0.500 |
1.5604 |
|
0.382 |
1.5594 |
|
LOW |
1.5561 |
|
0.618 |
1.5508 |
|
1.000 |
1.5475 |
|
1.618 |
1.5422 |
|
2.618 |
1.5336 |
|
4.250 |
1.5196 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5605 |
1.5711 |
| PP |
1.5605 |
1.5676 |
| S1 |
1.5604 |
1.5641 |
|