CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6083 |
1.5950 |
-0.0133 |
-0.8% |
1.5933 |
| High |
1.6090 |
1.6043 |
-0.0047 |
-0.3% |
1.6144 |
| Low |
1.5883 |
1.5909 |
0.0026 |
0.2% |
1.5881 |
| Close |
1.5955 |
1.5955 |
0.0000 |
0.0% |
1.6108 |
| Range |
0.0207 |
0.0134 |
-0.0073 |
-35.3% |
0.0263 |
| ATR |
0.0160 |
0.0158 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
125,062 |
96,878 |
-28,184 |
-22.5% |
475,336 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6371 |
1.6297 |
1.6029 |
|
| R3 |
1.6237 |
1.6163 |
1.5992 |
|
| R2 |
1.6103 |
1.6103 |
1.5980 |
|
| R1 |
1.6029 |
1.6029 |
1.5967 |
1.6066 |
| PP |
1.5969 |
1.5969 |
1.5969 |
1.5988 |
| S1 |
1.5895 |
1.5895 |
1.5943 |
1.5932 |
| S2 |
1.5835 |
1.5835 |
1.5930 |
|
| S3 |
1.5701 |
1.5761 |
1.5918 |
|
| S4 |
1.5567 |
1.5627 |
1.5881 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6833 |
1.6734 |
1.6253 |
|
| R3 |
1.6570 |
1.6471 |
1.6180 |
|
| R2 |
1.6307 |
1.6307 |
1.6156 |
|
| R1 |
1.6208 |
1.6208 |
1.6132 |
1.6258 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6069 |
| S1 |
1.5945 |
1.5945 |
1.6084 |
1.5995 |
| S2 |
1.5781 |
1.5781 |
1.6060 |
|
| S3 |
1.5518 |
1.5682 |
1.6036 |
|
| S4 |
1.5255 |
1.5419 |
1.5963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6158 |
1.5883 |
0.0275 |
1.7% |
0.0162 |
1.0% |
26% |
False |
False |
110,080 |
| 10 |
1.6158 |
1.5672 |
0.0486 |
3.0% |
0.0150 |
0.9% |
58% |
False |
False |
104,747 |
| 20 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0163 |
1.0% |
79% |
False |
False |
105,343 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0154 |
1.0% |
79% |
False |
False |
98,156 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0146 |
0.9% |
55% |
False |
False |
65,615 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0133 |
0.8% |
55% |
False |
False |
49,220 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0120 |
0.8% |
55% |
False |
False |
39,381 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0102 |
0.6% |
55% |
False |
False |
32,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6613 |
|
2.618 |
1.6394 |
|
1.618 |
1.6260 |
|
1.000 |
1.6177 |
|
0.618 |
1.6126 |
|
HIGH |
1.6043 |
|
0.618 |
1.5992 |
|
0.500 |
1.5976 |
|
0.382 |
1.5960 |
|
LOW |
1.5909 |
|
0.618 |
1.5826 |
|
1.000 |
1.5775 |
|
1.618 |
1.5692 |
|
2.618 |
1.5558 |
|
4.250 |
1.5340 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5976 |
1.6021 |
| PP |
1.5969 |
1.5999 |
| S1 |
1.5962 |
1.5977 |
|