CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5620 |
1.5591 |
-0.0029 |
-0.2% |
1.6000 |
| High |
1.5647 |
1.5592 |
-0.0055 |
-0.4% |
1.6000 |
| Low |
1.5561 |
1.5480 |
-0.0081 |
-0.5% |
1.5700 |
| Close |
1.5606 |
1.5491 |
-0.0115 |
-0.7% |
1.5766 |
| Range |
0.0086 |
0.0112 |
0.0026 |
30.2% |
0.0300 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.7% |
0.0000 |
| Volume |
40 |
213 |
173 |
432.5% |
254 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5857 |
1.5786 |
1.5553 |
|
| R3 |
1.5745 |
1.5674 |
1.5522 |
|
| R2 |
1.5633 |
1.5633 |
1.5512 |
|
| R1 |
1.5562 |
1.5562 |
1.5501 |
1.5542 |
| PP |
1.5521 |
1.5521 |
1.5521 |
1.5511 |
| S1 |
1.5450 |
1.5450 |
1.5481 |
1.5430 |
| S2 |
1.5409 |
1.5409 |
1.5470 |
|
| S3 |
1.5297 |
1.5338 |
1.5460 |
|
| S4 |
1.5185 |
1.5226 |
1.5429 |
|
|
| 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 |
1.5480 |
0.0380 |
2.5% |
0.0112 |
0.7% |
3% |
False |
True |
96 |
| 10 |
1.6059 |
1.5480 |
0.0579 |
3.7% |
0.0104 |
0.7% |
2% |
False |
True |
83 |
| 20 |
1.6120 |
1.5480 |
0.0640 |
4.1% |
0.0107 |
0.7% |
2% |
False |
True |
57 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0103 |
0.7% |
26% |
False |
False |
47 |
| 60 |
1.6204 |
1.5267 |
0.0937 |
6.0% |
0.0080 |
0.5% |
24% |
False |
False |
36 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0062 |
0.4% |
18% |
False |
False |
27 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0049 |
0.3% |
18% |
False |
False |
22 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0041 |
0.3% |
18% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6068 |
|
2.618 |
1.5885 |
|
1.618 |
1.5773 |
|
1.000 |
1.5704 |
|
0.618 |
1.5661 |
|
HIGH |
1.5592 |
|
0.618 |
1.5549 |
|
0.500 |
1.5536 |
|
0.382 |
1.5523 |
|
LOW |
1.5480 |
|
0.618 |
1.5411 |
|
1.000 |
1.5368 |
|
1.618 |
1.5299 |
|
2.618 |
1.5187 |
|
4.250 |
1.5004 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5536 |
1.5609 |
| PP |
1.5521 |
1.5570 |
| S1 |
1.5506 |
1.5530 |
|