CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5685 |
1.5669 |
-0.0016 |
-0.1% |
1.5470 |
| High |
1.5738 |
1.5700 |
-0.0038 |
-0.2% |
1.5758 |
| Low |
1.5623 |
1.5562 |
-0.0061 |
-0.4% |
1.5452 |
| Close |
1.5670 |
1.5579 |
-0.0091 |
-0.6% |
1.5579 |
| Range |
0.0115 |
0.0138 |
0.0023 |
20.0% |
0.0306 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.4% |
0.0000 |
| Volume |
757 |
10,093 |
9,336 |
1,233.3% |
16,632 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6028 |
1.5941 |
1.5655 |
|
| R3 |
1.5890 |
1.5803 |
1.5617 |
|
| R2 |
1.5752 |
1.5752 |
1.5604 |
|
| R1 |
1.5665 |
1.5665 |
1.5592 |
1.5640 |
| PP |
1.5614 |
1.5614 |
1.5614 |
1.5601 |
| S1 |
1.5527 |
1.5527 |
1.5566 |
1.5502 |
| S2 |
1.5476 |
1.5476 |
1.5554 |
|
| S3 |
1.5338 |
1.5389 |
1.5541 |
|
| S4 |
1.5200 |
1.5251 |
1.5503 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6514 |
1.6353 |
1.5747 |
|
| R3 |
1.6208 |
1.6047 |
1.5663 |
|
| R2 |
1.5902 |
1.5902 |
1.5635 |
|
| R1 |
1.5741 |
1.5741 |
1.5607 |
1.5822 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5637 |
| S1 |
1.5435 |
1.5435 |
1.5551 |
1.5516 |
| S2 |
1.5290 |
1.5290 |
1.5523 |
|
| S3 |
1.4984 |
1.5129 |
1.5495 |
|
| S4 |
1.4678 |
1.4823 |
1.5411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5758 |
1.5452 |
0.0306 |
2.0% |
0.0155 |
1.0% |
42% |
False |
False |
3,326 |
| 10 |
1.5860 |
1.5415 |
0.0445 |
2.9% |
0.0136 |
0.9% |
37% |
False |
False |
1,719 |
| 20 |
1.6101 |
1.5415 |
0.0686 |
4.4% |
0.0115 |
0.7% |
24% |
False |
False |
883 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.5% |
0.0111 |
0.7% |
23% |
False |
False |
463 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0095 |
0.6% |
37% |
False |
False |
315 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0072 |
0.5% |
25% |
False |
False |
237 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0058 |
0.4% |
25% |
False |
False |
189 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0049 |
0.3% |
25% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6287 |
|
2.618 |
1.6061 |
|
1.618 |
1.5923 |
|
1.000 |
1.5838 |
|
0.618 |
1.5785 |
|
HIGH |
1.5700 |
|
0.618 |
1.5647 |
|
0.500 |
1.5631 |
|
0.382 |
1.5615 |
|
LOW |
1.5562 |
|
0.618 |
1.5477 |
|
1.000 |
1.5424 |
|
1.618 |
1.5339 |
|
2.618 |
1.5201 |
|
4.250 |
1.4976 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5631 |
1.5637 |
| PP |
1.5614 |
1.5617 |
| S1 |
1.5596 |
1.5598 |
|