CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5858 |
| High |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5858 |
| Low |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5727 |
| Close |
1.5591 |
1.5478 |
-0.0113 |
-0.7% |
1.5751 |
| Range |
|
|
|
|
|
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5478 |
1.5478 |
1.5478 |
|
| R3 |
1.5478 |
1.5478 |
1.5478 |
|
| R2 |
1.5478 |
1.5478 |
1.5478 |
|
| R1 |
1.5478 |
1.5478 |
1.5478 |
1.5478 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5478 |
| S1 |
1.5478 |
1.5478 |
1.5478 |
1.5478 |
| S2 |
1.5478 |
1.5478 |
1.5478 |
|
| S3 |
1.5478 |
1.5478 |
1.5478 |
|
| S4 |
1.5478 |
1.5478 |
1.5478 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6172 |
1.6092 |
1.5823 |
|
| R3 |
1.6041 |
1.5961 |
1.5787 |
|
| R2 |
1.5910 |
1.5910 |
1.5775 |
|
| R1 |
1.5830 |
1.5830 |
1.5763 |
1.5805 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5766 |
| S1 |
1.5699 |
1.5699 |
1.5739 |
1.5674 |
| S2 |
1.5648 |
1.5648 |
1.5727 |
|
| S3 |
1.5517 |
1.5568 |
1.5715 |
|
| S4 |
1.5386 |
1.5437 |
1.5679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5751 |
1.5478 |
0.0273 |
1.8% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 10 |
1.6025 |
1.5478 |
0.0547 |
3.5% |
0.0000 |
0.0% |
0% |
False |
True |
|
| 20 |
1.6094 |
1.5478 |
0.0616 |
4.0% |
0.0001 |
0.0% |
0% |
False |
True |
|
| 40 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0000 |
0.0% |
17% |
False |
False |
1 |
| 60 |
1.6186 |
1.5322 |
0.0864 |
5.6% |
0.0000 |
0.0% |
18% |
False |
False |
1 |
| 80 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0000 |
0.0% |
13% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5478 |
|
2.618 |
1.5478 |
|
1.618 |
1.5478 |
|
1.000 |
1.5478 |
|
0.618 |
1.5478 |
|
HIGH |
1.5478 |
|
0.618 |
1.5478 |
|
0.500 |
1.5478 |
|
0.382 |
1.5478 |
|
LOW |
1.5478 |
|
0.618 |
1.5478 |
|
1.000 |
1.5478 |
|
1.618 |
1.5478 |
|
2.618 |
1.5478 |
|
4.250 |
1.5478 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5478 |
1.5546 |
| PP |
1.5478 |
1.5523 |
| S1 |
1.5478 |
1.5501 |
|