CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5528 |
1.5579 |
0.0051 |
0.3% |
1.5613 |
| High |
1.5528 |
1.5579 |
0.0051 |
0.3% |
1.5613 |
| Low |
1.5467 |
1.5579 |
0.0112 |
0.7% |
1.5409 |
| Close |
1.5467 |
1.5579 |
0.0112 |
0.7% |
1.5409 |
| Range |
0.0061 |
0.0000 |
-0.0061 |
-100.0% |
0.0204 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.2% |
0.0000 |
| Volume |
53 |
3 |
-50 |
-94.3% |
0 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5579 |
1.5579 |
1.5579 |
|
| R3 |
1.5579 |
1.5579 |
1.5579 |
|
| R2 |
1.5579 |
1.5579 |
1.5579 |
|
| R1 |
1.5579 |
1.5579 |
1.5579 |
1.5579 |
| PP |
1.5579 |
1.5579 |
1.5579 |
1.5579 |
| S1 |
1.5579 |
1.5579 |
1.5579 |
1.5579 |
| S2 |
1.5579 |
1.5579 |
1.5579 |
|
| S3 |
1.5579 |
1.5579 |
1.5579 |
|
| S4 |
1.5579 |
1.5579 |
1.5579 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6089 |
1.5953 |
1.5521 |
|
| R3 |
1.5885 |
1.5749 |
1.5465 |
|
| R2 |
1.5681 |
1.5681 |
1.5446 |
|
| R1 |
1.5545 |
1.5545 |
1.5428 |
1.5511 |
| PP |
1.5477 |
1.5477 |
1.5477 |
1.5460 |
| S1 |
1.5341 |
1.5341 |
1.5390 |
1.5307 |
| S2 |
1.5273 |
1.5273 |
1.5372 |
|
| S3 |
1.5069 |
1.5137 |
1.5353 |
|
| S4 |
1.4865 |
1.4933 |
1.5297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5591 |
1.5409 |
0.0182 |
1.2% |
0.0030 |
0.2% |
93% |
False |
False |
11 |
| 10 |
1.5798 |
1.5409 |
0.0389 |
2.5% |
0.0015 |
0.1% |
44% |
False |
False |
5 |
| 20 |
1.6077 |
1.5409 |
0.0668 |
4.3% |
0.0008 |
0.1% |
25% |
False |
False |
3 |
| 40 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0004 |
0.0% |
31% |
False |
False |
2 |
| 60 |
1.6094 |
1.5322 |
0.0772 |
5.0% |
0.0003 |
0.0% |
33% |
False |
False |
2 |
| 80 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0002 |
0.0% |
22% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5579 |
|
2.618 |
1.5579 |
|
1.618 |
1.5579 |
|
1.000 |
1.5579 |
|
0.618 |
1.5579 |
|
HIGH |
1.5579 |
|
0.618 |
1.5579 |
|
0.500 |
1.5579 |
|
0.382 |
1.5579 |
|
LOW |
1.5579 |
|
0.618 |
1.5579 |
|
1.000 |
1.5579 |
|
1.618 |
1.5579 |
|
2.618 |
1.5579 |
|
4.250 |
1.5579 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5579 |
1.5551 |
| PP |
1.5579 |
1.5522 |
| S1 |
1.5579 |
1.5494 |
|