CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5689 |
1.5622 |
-0.0067 |
-0.4% |
1.5598 |
| High |
1.5753 |
1.5720 |
-0.0033 |
-0.2% |
1.5753 |
| Low |
1.5596 |
1.5572 |
-0.0024 |
-0.2% |
1.5547 |
| Close |
1.5628 |
1.5647 |
0.0019 |
0.1% |
1.5647 |
| Range |
0.0157 |
0.0148 |
-0.0009 |
-5.7% |
0.0206 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.9% |
0.0000 |
| Volume |
4,042 |
8,409 |
4,367 |
108.0% |
18,258 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6090 |
1.6017 |
1.5728 |
|
| R3 |
1.5942 |
1.5869 |
1.5688 |
|
| R2 |
1.5794 |
1.5794 |
1.5674 |
|
| R1 |
1.5721 |
1.5721 |
1.5661 |
1.5758 |
| PP |
1.5646 |
1.5646 |
1.5646 |
1.5665 |
| S1 |
1.5573 |
1.5573 |
1.5633 |
1.5610 |
| S2 |
1.5498 |
1.5498 |
1.5620 |
|
| S3 |
1.5350 |
1.5425 |
1.5606 |
|
| S4 |
1.5202 |
1.5277 |
1.5566 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6267 |
1.6163 |
1.5760 |
|
| R3 |
1.6061 |
1.5957 |
1.5704 |
|
| R2 |
1.5855 |
1.5855 |
1.5685 |
|
| R1 |
1.5751 |
1.5751 |
1.5666 |
1.5803 |
| PP |
1.5649 |
1.5649 |
1.5649 |
1.5675 |
| S1 |
1.5545 |
1.5545 |
1.5628 |
1.5597 |
| S2 |
1.5443 |
1.5443 |
1.5609 |
|
| S3 |
1.5237 |
1.5339 |
1.5590 |
|
| S4 |
1.5031 |
1.5133 |
1.5534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5753 |
1.5547 |
0.0206 |
1.3% |
0.0133 |
0.8% |
49% |
False |
False |
3,651 |
| 10 |
1.5758 |
1.5452 |
0.0306 |
2.0% |
0.0144 |
0.9% |
64% |
False |
False |
3,489 |
| 20 |
1.6059 |
1.5415 |
0.0644 |
4.1% |
0.0127 |
0.8% |
36% |
False |
False |
1,789 |
| 40 |
1.6120 |
1.5415 |
0.0705 |
4.5% |
0.0114 |
0.7% |
33% |
False |
False |
911 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0106 |
0.7% |
45% |
False |
False |
619 |
| 80 |
1.6470 |
1.5267 |
0.1203 |
7.7% |
0.0080 |
0.5% |
32% |
False |
False |
465 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0065 |
0.4% |
31% |
False |
False |
372 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0054 |
0.3% |
31% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6349 |
|
2.618 |
1.6107 |
|
1.618 |
1.5959 |
|
1.000 |
1.5868 |
|
0.618 |
1.5811 |
|
HIGH |
1.5720 |
|
0.618 |
1.5663 |
|
0.500 |
1.5646 |
|
0.382 |
1.5629 |
|
LOW |
1.5572 |
|
0.618 |
1.5481 |
|
1.000 |
1.5424 |
|
1.618 |
1.5333 |
|
2.618 |
1.5185 |
|
4.250 |
1.4943 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5647 |
1.5663 |
| PP |
1.5646 |
1.5657 |
| S1 |
1.5646 |
1.5652 |
|