CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5525 |
1.5470 |
-0.0055 |
-0.4% |
1.5737 |
| High |
1.5535 |
1.5566 |
0.0031 |
0.2% |
1.5738 |
| Low |
1.5415 |
1.5470 |
0.0055 |
0.4% |
1.5415 |
| Close |
1.5419 |
1.5477 |
0.0058 |
0.4% |
1.5419 |
| Range |
0.0120 |
0.0096 |
-0.0024 |
-20.0% |
0.0323 |
| ATR |
0.0116 |
0.0119 |
0.0002 |
1.9% |
0.0000 |
| Volume |
125 |
378 |
253 |
202.4% |
453 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5792 |
1.5731 |
1.5530 |
|
| R3 |
1.5696 |
1.5635 |
1.5503 |
|
| R2 |
1.5600 |
1.5600 |
1.5495 |
|
| R1 |
1.5539 |
1.5539 |
1.5486 |
1.5570 |
| PP |
1.5504 |
1.5504 |
1.5504 |
1.5520 |
| S1 |
1.5443 |
1.5443 |
1.5468 |
1.5474 |
| S2 |
1.5408 |
1.5408 |
1.5459 |
|
| S3 |
1.5312 |
1.5347 |
1.5451 |
|
| S4 |
1.5216 |
1.5251 |
1.5424 |
|
|
| 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 |
1.5738 |
1.5415 |
0.0323 |
2.1% |
0.0111 |
0.7% |
19% |
False |
False |
166 |
| 10 |
1.6000 |
1.5415 |
0.0585 |
3.8% |
0.0104 |
0.7% |
11% |
False |
False |
108 |
| 20 |
1.6120 |
1.5415 |
0.0705 |
4.6% |
0.0110 |
0.7% |
9% |
False |
False |
75 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0107 |
0.7% |
25% |
False |
False |
59 |
| 60 |
1.6175 |
1.5267 |
0.0908 |
5.9% |
0.0084 |
0.5% |
23% |
False |
False |
44 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0065 |
0.4% |
17% |
False |
False |
34 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0052 |
0.3% |
17% |
False |
False |
27 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
8.0% |
0.0043 |
0.3% |
17% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5974 |
|
2.618 |
1.5817 |
|
1.618 |
1.5721 |
|
1.000 |
1.5662 |
|
0.618 |
1.5625 |
|
HIGH |
1.5566 |
|
0.618 |
1.5529 |
|
0.500 |
1.5518 |
|
0.382 |
1.5507 |
|
LOW |
1.5470 |
|
0.618 |
1.5411 |
|
1.000 |
1.5374 |
|
1.618 |
1.5315 |
|
2.618 |
1.5219 |
|
4.250 |
1.5062 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5518 |
1.5504 |
| PP |
1.5504 |
1.5495 |
| S1 |
1.5491 |
1.5486 |
|