CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5586 |
1.5685 |
0.0099 |
0.6% |
1.5737 |
| High |
1.5758 |
1.5738 |
-0.0020 |
-0.1% |
1.5738 |
| Low |
1.5515 |
1.5623 |
0.0108 |
0.7% |
1.5415 |
| Close |
1.5684 |
1.5670 |
-0.0014 |
-0.1% |
1.5419 |
| Range |
0.0243 |
0.0115 |
-0.0128 |
-52.7% |
0.0323 |
| ATR |
0.0132 |
0.0130 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
3,647 |
757 |
-2,890 |
-79.2% |
453 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6022 |
1.5961 |
1.5733 |
|
| R3 |
1.5907 |
1.5846 |
1.5702 |
|
| R2 |
1.5792 |
1.5792 |
1.5691 |
|
| R1 |
1.5731 |
1.5731 |
1.5681 |
1.5704 |
| PP |
1.5677 |
1.5677 |
1.5677 |
1.5664 |
| S1 |
1.5616 |
1.5616 |
1.5659 |
1.5589 |
| S2 |
1.5562 |
1.5562 |
1.5649 |
|
| S3 |
1.5447 |
1.5501 |
1.5638 |
|
| S4 |
1.5332 |
1.5386 |
1.5607 |
|
|
| 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 |
1.5758 |
1.5415 |
0.0343 |
2.2% |
0.0151 |
1.0% |
74% |
False |
False |
1,332 |
| 10 |
1.5860 |
1.5415 |
0.0445 |
2.8% |
0.0132 |
0.8% |
57% |
False |
False |
714 |
| 20 |
1.6101 |
1.5415 |
0.0686 |
4.4% |
0.0115 |
0.7% |
37% |
False |
False |
379 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0113 |
0.7% |
47% |
False |
False |
211 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0093 |
0.6% |
47% |
False |
False |
147 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0071 |
0.5% |
33% |
False |
False |
110 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0057 |
0.4% |
33% |
False |
False |
89 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0048 |
0.3% |
33% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6227 |
|
2.618 |
1.6039 |
|
1.618 |
1.5924 |
|
1.000 |
1.5853 |
|
0.618 |
1.5809 |
|
HIGH |
1.5738 |
|
0.618 |
1.5694 |
|
0.500 |
1.5681 |
|
0.382 |
1.5667 |
|
LOW |
1.5623 |
|
0.618 |
1.5552 |
|
1.000 |
1.5508 |
|
1.618 |
1.5437 |
|
2.618 |
1.5322 |
|
4.250 |
1.5134 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5681 |
1.5648 |
| PP |
1.5677 |
1.5627 |
| S1 |
1.5674 |
1.5605 |
|