CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5634 |
1.5589 |
-0.0045 |
-0.3% |
1.5470 |
| High |
1.5647 |
1.5711 |
0.0064 |
0.4% |
1.5758 |
| Low |
1.5547 |
1.5582 |
0.0035 |
0.2% |
1.5452 |
| Close |
1.5589 |
1.5680 |
0.0091 |
0.6% |
1.5579 |
| Range |
0.0100 |
0.0129 |
0.0029 |
29.0% |
0.0306 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,650 |
3,231 |
1,581 |
95.8% |
16,632 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6045 |
1.5991 |
1.5751 |
|
| R3 |
1.5916 |
1.5862 |
1.5715 |
|
| R2 |
1.5787 |
1.5787 |
1.5704 |
|
| R1 |
1.5733 |
1.5733 |
1.5692 |
1.5760 |
| PP |
1.5658 |
1.5658 |
1.5658 |
1.5671 |
| S1 |
1.5604 |
1.5604 |
1.5668 |
1.5631 |
| S2 |
1.5529 |
1.5529 |
1.5656 |
|
| S3 |
1.5400 |
1.5475 |
1.5645 |
|
| S4 |
1.5271 |
1.5346 |
1.5609 |
|
|
| 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 |
1.5738 |
1.5547 |
0.0191 |
1.2% |
0.0122 |
0.8% |
70% |
False |
False |
3,331 |
| 10 |
1.5758 |
1.5415 |
0.0343 |
2.2% |
0.0136 |
0.9% |
77% |
False |
False |
2,277 |
| 20 |
1.6077 |
1.5415 |
0.0662 |
4.2% |
0.0124 |
0.8% |
40% |
False |
False |
1,171 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.5% |
0.0111 |
0.7% |
38% |
False |
False |
603 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0101 |
0.6% |
48% |
False |
False |
411 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0077 |
0.5% |
33% |
False |
False |
309 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0062 |
0.4% |
33% |
False |
False |
248 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0052 |
0.3% |
33% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6259 |
|
2.618 |
1.6049 |
|
1.618 |
1.5920 |
|
1.000 |
1.5840 |
|
0.618 |
1.5791 |
|
HIGH |
1.5711 |
|
0.618 |
1.5662 |
|
0.500 |
1.5647 |
|
0.382 |
1.5631 |
|
LOW |
1.5582 |
|
0.618 |
1.5502 |
|
1.000 |
1.5453 |
|
1.618 |
1.5373 |
|
2.618 |
1.5244 |
|
4.250 |
1.5034 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5669 |
1.5663 |
| PP |
1.5658 |
1.5646 |
| S1 |
1.5647 |
1.5629 |
|