CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5598 |
1.5634 |
0.0036 |
0.2% |
1.5470 |
| High |
1.5707 |
1.5647 |
-0.0060 |
-0.4% |
1.5758 |
| Low |
1.5577 |
1.5547 |
-0.0030 |
-0.2% |
1.5452 |
| Close |
1.5630 |
1.5589 |
-0.0041 |
-0.3% |
1.5579 |
| Range |
0.0130 |
0.0100 |
-0.0030 |
-23.1% |
0.0306 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
926 |
1,650 |
724 |
78.2% |
16,632 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5894 |
1.5842 |
1.5644 |
|
| R3 |
1.5794 |
1.5742 |
1.5617 |
|
| R2 |
1.5694 |
1.5694 |
1.5607 |
|
| R1 |
1.5642 |
1.5642 |
1.5598 |
1.5618 |
| PP |
1.5594 |
1.5594 |
1.5594 |
1.5583 |
| S1 |
1.5542 |
1.5542 |
1.5580 |
1.5518 |
| S2 |
1.5494 |
1.5494 |
1.5571 |
|
| S3 |
1.5394 |
1.5442 |
1.5562 |
|
| S4 |
1.5294 |
1.5342 |
1.5534 |
|
|
| 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 |
1.5515 |
0.0243 |
1.6% |
0.0145 |
0.9% |
30% |
False |
False |
3,414 |
| 10 |
1.5758 |
1.5415 |
0.0343 |
2.2% |
0.0132 |
0.8% |
51% |
False |
False |
1,958 |
| 20 |
1.6101 |
1.5415 |
0.0686 |
4.4% |
0.0122 |
0.8% |
25% |
False |
False |
1,010 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.5% |
0.0109 |
0.7% |
25% |
False |
False |
524 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0099 |
0.6% |
38% |
False |
False |
358 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0075 |
0.5% |
26% |
False |
False |
269 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0061 |
0.4% |
26% |
False |
False |
215 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0051 |
0.3% |
26% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6072 |
|
2.618 |
1.5909 |
|
1.618 |
1.5809 |
|
1.000 |
1.5747 |
|
0.618 |
1.5709 |
|
HIGH |
1.5647 |
|
0.618 |
1.5609 |
|
0.500 |
1.5597 |
|
0.382 |
1.5585 |
|
LOW |
1.5547 |
|
0.618 |
1.5485 |
|
1.000 |
1.5447 |
|
1.618 |
1.5385 |
|
2.618 |
1.5285 |
|
4.250 |
1.5122 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5597 |
1.5627 |
| PP |
1.5594 |
1.5614 |
| S1 |
1.5592 |
1.5602 |
|