CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5744 |
1.5727 |
-0.0017 |
-0.1% |
1.6000 |
| High |
1.5744 |
1.5727 |
-0.0017 |
-0.1% |
1.6077 |
| Low |
1.5744 |
1.5727 |
-0.0017 |
-0.1% |
1.5869 |
| Close |
1.5744 |
1.5727 |
-0.0017 |
-0.1% |
1.6025 |
| Range |
|
|
|
|
|
| ATR |
0.0077 |
0.0072 |
-0.0004 |
-5.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5727 |
1.5727 |
1.5727 |
|
| R3 |
1.5727 |
1.5727 |
1.5727 |
|
| R2 |
1.5727 |
1.5727 |
1.5727 |
|
| R1 |
1.5727 |
1.5727 |
1.5727 |
1.5727 |
| PP |
1.5727 |
1.5727 |
1.5727 |
1.5727 |
| S1 |
1.5727 |
1.5727 |
1.5727 |
1.5727 |
| S2 |
1.5727 |
1.5727 |
1.5727 |
|
| S3 |
1.5727 |
1.5727 |
1.5727 |
|
| S4 |
1.5727 |
1.5727 |
1.5727 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6614 |
1.6528 |
1.6139 |
|
| R3 |
1.6406 |
1.6320 |
1.6082 |
|
| R2 |
1.6198 |
1.6198 |
1.6063 |
|
| R1 |
1.6112 |
1.6112 |
1.6044 |
1.6155 |
| PP |
1.5990 |
1.5990 |
1.5990 |
1.6012 |
| S1 |
1.5904 |
1.5904 |
1.6006 |
1.5947 |
| S2 |
1.5782 |
1.5782 |
1.5987 |
|
| S3 |
1.5574 |
1.5696 |
1.5968 |
|
| S4 |
1.5366 |
1.5488 |
1.5911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6025 |
1.5727 |
0.0298 |
1.9% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
| 10 |
1.6077 |
1.5727 |
0.0350 |
2.2% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
| 20 |
1.6094 |
1.5727 |
0.0367 |
2.3% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
| 40 |
1.6094 |
1.5350 |
0.0744 |
4.7% |
0.0000 |
0.0% |
51% |
False |
False |
1 |
| 60 |
1.6352 |
1.5322 |
0.1030 |
6.5% |
0.0000 |
0.0% |
39% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5727 |
|
2.618 |
1.5727 |
|
1.618 |
1.5727 |
|
1.000 |
1.5727 |
|
0.618 |
1.5727 |
|
HIGH |
1.5727 |
|
0.618 |
1.5727 |
|
0.500 |
1.5727 |
|
0.382 |
1.5727 |
|
LOW |
1.5727 |
|
0.618 |
1.5727 |
|
1.000 |
1.5727 |
|
1.618 |
1.5727 |
|
2.618 |
1.5727 |
|
4.250 |
1.5727 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5727 |
1.5763 |
| PP |
1.5727 |
1.5751 |
| S1 |
1.5727 |
1.5739 |
|