CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5669 |
1.5598 |
-0.0071 |
-0.5% |
1.5470 |
| High |
1.5700 |
1.5707 |
0.0007 |
0.0% |
1.5758 |
| Low |
1.5562 |
1.5577 |
0.0015 |
0.1% |
1.5452 |
| Close |
1.5579 |
1.5630 |
0.0051 |
0.3% |
1.5579 |
| Range |
0.0138 |
0.0130 |
-0.0008 |
-5.8% |
0.0306 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
10,093 |
926 |
-9,167 |
-90.8% |
16,632 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6028 |
1.5959 |
1.5702 |
|
| R3 |
1.5898 |
1.5829 |
1.5666 |
|
| R2 |
1.5768 |
1.5768 |
1.5654 |
|
| R1 |
1.5699 |
1.5699 |
1.5642 |
1.5734 |
| PP |
1.5638 |
1.5638 |
1.5638 |
1.5655 |
| S1 |
1.5569 |
1.5569 |
1.5618 |
1.5604 |
| S2 |
1.5508 |
1.5508 |
1.5606 |
|
| S3 |
1.5378 |
1.5439 |
1.5594 |
|
| S4 |
1.5248 |
1.5309 |
1.5559 |
|
|
| 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% |
0.0161 |
1.0% |
58% |
False |
False |
3,436 |
| 10 |
1.5758 |
1.5415 |
0.0343 |
2.2% |
0.0136 |
0.9% |
63% |
False |
False |
1,801 |
| 20 |
1.6101 |
1.5415 |
0.0686 |
4.4% |
0.0120 |
0.8% |
31% |
False |
False |
928 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.5% |
0.0110 |
0.7% |
30% |
False |
False |
484 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0097 |
0.6% |
43% |
False |
False |
330 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0074 |
0.5% |
29% |
False |
False |
248 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0060 |
0.4% |
29% |
False |
False |
199 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0050 |
0.3% |
29% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6260 |
|
2.618 |
1.6047 |
|
1.618 |
1.5917 |
|
1.000 |
1.5837 |
|
0.618 |
1.5787 |
|
HIGH |
1.5707 |
|
0.618 |
1.5657 |
|
0.500 |
1.5642 |
|
0.382 |
1.5627 |
|
LOW |
1.5577 |
|
0.618 |
1.5497 |
|
1.000 |
1.5447 |
|
1.618 |
1.5367 |
|
2.618 |
1.5237 |
|
4.250 |
1.5025 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5642 |
1.5650 |
| PP |
1.5638 |
1.5643 |
| S1 |
1.5634 |
1.5637 |
|