CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5591 |
1.5525 |
-0.0066 |
-0.4% |
1.5737 |
| High |
1.5592 |
1.5535 |
-0.0057 |
-0.4% |
1.5738 |
| Low |
1.5480 |
1.5415 |
-0.0065 |
-0.4% |
1.5415 |
| Close |
1.5491 |
1.5419 |
-0.0072 |
-0.5% |
1.5419 |
| Range |
0.0112 |
0.0120 |
0.0008 |
7.1% |
0.0323 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.2% |
0.0000 |
| Volume |
213 |
125 |
-88 |
-41.3% |
453 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5816 |
1.5738 |
1.5485 |
|
| R3 |
1.5696 |
1.5618 |
1.5452 |
|
| R2 |
1.5576 |
1.5576 |
1.5441 |
|
| R1 |
1.5498 |
1.5498 |
1.5430 |
1.5477 |
| PP |
1.5456 |
1.5456 |
1.5456 |
1.5446 |
| S1 |
1.5378 |
1.5378 |
1.5408 |
1.5357 |
| S2 |
1.5336 |
1.5336 |
1.5397 |
|
| S3 |
1.5216 |
1.5258 |
1.5386 |
|
| S4 |
1.5096 |
1.5138 |
1.5353 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6493 |
1.6279 |
1.5597 |
|
| R3 |
1.6170 |
1.5956 |
1.5508 |
|
| R2 |
1.5847 |
1.5847 |
1.5478 |
|
| R1 |
1.5633 |
1.5633 |
1.5449 |
1.5579 |
| PP |
1.5524 |
1.5524 |
1.5524 |
1.5497 |
| S1 |
1.5310 |
1.5310 |
1.5389 |
1.5256 |
| S2 |
1.5201 |
1.5201 |
1.5360 |
|
| S3 |
1.4878 |
1.4987 |
1.5330 |
|
| S4 |
1.4555 |
1.4664 |
1.5241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5860 |
1.5415 |
0.0445 |
2.9% |
0.0117 |
0.8% |
1% |
False |
True |
112 |
| 10 |
1.6059 |
1.5415 |
0.0644 |
4.2% |
0.0110 |
0.7% |
1% |
False |
True |
90 |
| 20 |
1.6120 |
1.5415 |
0.0705 |
4.6% |
0.0108 |
0.7% |
1% |
False |
True |
60 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0105 |
0.7% |
18% |
False |
False |
49 |
| 60 |
1.6175 |
1.5267 |
0.0908 |
5.9% |
0.0082 |
0.5% |
17% |
False |
False |
38 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0063 |
0.4% |
12% |
False |
False |
29 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0051 |
0.3% |
12% |
False |
False |
23 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0042 |
0.3% |
12% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6045 |
|
2.618 |
1.5849 |
|
1.618 |
1.5729 |
|
1.000 |
1.5655 |
|
0.618 |
1.5609 |
|
HIGH |
1.5535 |
|
0.618 |
1.5489 |
|
0.500 |
1.5475 |
|
0.382 |
1.5461 |
|
LOW |
1.5415 |
|
0.618 |
1.5341 |
|
1.000 |
1.5295 |
|
1.618 |
1.5221 |
|
2.618 |
1.5101 |
|
4.250 |
1.4905 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5475 |
1.5531 |
| PP |
1.5456 |
1.5494 |
| S1 |
1.5438 |
1.5456 |
|