CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5950 |
1.5933 |
-0.0017 |
-0.1% |
1.5933 |
| High |
1.6043 |
1.6055 |
0.0012 |
0.1% |
1.6144 |
| Low |
1.5909 |
1.5867 |
-0.0042 |
-0.3% |
1.5881 |
| Close |
1.5955 |
1.6031 |
0.0076 |
0.5% |
1.6108 |
| Range |
0.0134 |
0.0188 |
0.0054 |
40.3% |
0.0263 |
| ATR |
0.0158 |
0.0160 |
0.0002 |
1.4% |
0.0000 |
| Volume |
96,878 |
130,026 |
33,148 |
34.2% |
475,336 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6548 |
1.6478 |
1.6134 |
|
| R3 |
1.6360 |
1.6290 |
1.6083 |
|
| R2 |
1.6172 |
1.6172 |
1.6065 |
|
| R1 |
1.6102 |
1.6102 |
1.6048 |
1.6137 |
| PP |
1.5984 |
1.5984 |
1.5984 |
1.6002 |
| S1 |
1.5914 |
1.5914 |
1.6014 |
1.5949 |
| S2 |
1.5796 |
1.5796 |
1.5997 |
|
| S3 |
1.5608 |
1.5726 |
1.5979 |
|
| S4 |
1.5420 |
1.5538 |
1.5928 |
|
|
| 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 |
1.5867 |
0.0291 |
1.8% |
0.0162 |
1.0% |
56% |
False |
True |
112,205 |
| 10 |
1.6158 |
1.5745 |
0.0413 |
2.6% |
0.0156 |
1.0% |
69% |
False |
False |
105,829 |
| 20 |
1.6158 |
1.5414 |
0.0744 |
4.6% |
0.0157 |
1.0% |
83% |
False |
False |
103,412 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.1% |
0.0154 |
1.0% |
87% |
False |
False |
101,206 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0146 |
0.9% |
61% |
False |
False |
67,779 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0134 |
0.8% |
61% |
False |
False |
50,845 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0121 |
0.8% |
61% |
False |
False |
40,681 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0103 |
0.6% |
61% |
False |
False |
33,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6854 |
|
2.618 |
1.6547 |
|
1.618 |
1.6359 |
|
1.000 |
1.6243 |
|
0.618 |
1.6171 |
|
HIGH |
1.6055 |
|
0.618 |
1.5983 |
|
0.500 |
1.5961 |
|
0.382 |
1.5939 |
|
LOW |
1.5867 |
|
0.618 |
1.5751 |
|
1.000 |
1.5679 |
|
1.618 |
1.5563 |
|
2.618 |
1.5375 |
|
4.250 |
1.5068 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.6008 |
1.6014 |
| PP |
1.5984 |
1.5996 |
| S1 |
1.5961 |
1.5979 |
|