CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5881 |
1.5869 |
-0.0012 |
-0.1% |
1.6094 |
| High |
1.5881 |
1.5869 |
-0.0012 |
-0.1% |
1.6094 |
| Low |
1.5881 |
1.5869 |
-0.0012 |
-0.1% |
1.5923 |
| Close |
1.5881 |
1.5869 |
-0.0012 |
-0.1% |
1.6000 |
| Range |
|
|
|
|
|
| ATR |
0.0071 |
0.0067 |
-0.0004 |
-5.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5869 |
1.5869 |
|
| R3 |
1.5869 |
1.5869 |
1.5869 |
|
| R2 |
1.5869 |
1.5869 |
1.5869 |
|
| R1 |
1.5869 |
1.5869 |
1.5869 |
1.5869 |
| PP |
1.5869 |
1.5869 |
1.5869 |
1.5869 |
| S1 |
1.5869 |
1.5869 |
1.5869 |
1.5869 |
| S2 |
1.5869 |
1.5869 |
1.5869 |
|
| S3 |
1.5869 |
1.5869 |
1.5869 |
|
| S4 |
1.5869 |
1.5869 |
1.5869 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6519 |
1.6430 |
1.6094 |
|
| R3 |
1.6348 |
1.6259 |
1.6047 |
|
| R2 |
1.6177 |
1.6177 |
1.6031 |
|
| R1 |
1.6088 |
1.6088 |
1.6016 |
1.6047 |
| PP |
1.6006 |
1.6006 |
1.6006 |
1.5985 |
| S1 |
1.5917 |
1.5917 |
1.5984 |
1.5876 |
| S2 |
1.5835 |
1.5835 |
1.5969 |
|
| S3 |
1.5664 |
1.5746 |
1.5953 |
|
| S4 |
1.5493 |
1.5575 |
1.5906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6077 |
1.5869 |
0.0208 |
1.3% |
0.0003 |
0.0% |
0% |
False |
True |
|
| 10 |
1.6094 |
1.5869 |
0.0225 |
1.4% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.6094 |
1.5679 |
0.0415 |
2.6% |
0.0001 |
0.0% |
46% |
False |
False |
1 |
| 40 |
1.6094 |
1.5322 |
0.0772 |
4.9% |
0.0000 |
0.0% |
71% |
False |
False |
1 |
| 60 |
1.6455 |
1.5322 |
0.1133 |
7.1% |
0.0000 |
0.0% |
48% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5869 |
|
2.618 |
1.5869 |
|
1.618 |
1.5869 |
|
1.000 |
1.5869 |
|
0.618 |
1.5869 |
|
HIGH |
1.5869 |
|
0.618 |
1.5869 |
|
0.500 |
1.5869 |
|
0.382 |
1.5869 |
|
LOW |
1.5869 |
|
0.618 |
1.5869 |
|
1.000 |
1.5869 |
|
1.618 |
1.5869 |
|
2.618 |
1.5869 |
|
4.250 |
1.5869 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5869 |
1.5973 |
| PP |
1.5869 |
1.5938 |
| S1 |
1.5869 |
1.5904 |
|