CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6081 |
1.5906 |
-0.0175 |
-1.1% |
1.6119 |
| High |
1.6114 |
1.5980 |
-0.0134 |
-0.8% |
1.6158 |
| Low |
1.5899 |
1.5863 |
-0.0036 |
-0.2% |
1.5867 |
| Close |
1.5913 |
1.5900 |
-0.0013 |
-0.1% |
1.6032 |
| Range |
0.0215 |
0.0117 |
-0.0098 |
-45.6% |
0.0291 |
| ATR |
0.0154 |
0.0151 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
106,662 |
112,170 |
5,508 |
5.2% |
567,794 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6265 |
1.6200 |
1.5964 |
|
| R3 |
1.6148 |
1.6083 |
1.5932 |
|
| R2 |
1.6031 |
1.6031 |
1.5921 |
|
| R1 |
1.5966 |
1.5966 |
1.5911 |
1.5940 |
| PP |
1.5914 |
1.5914 |
1.5914 |
1.5902 |
| S1 |
1.5849 |
1.5849 |
1.5889 |
1.5823 |
| S2 |
1.5797 |
1.5797 |
1.5879 |
|
| S3 |
1.5680 |
1.5732 |
1.5868 |
|
| S4 |
1.5563 |
1.5615 |
1.5836 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6892 |
1.6753 |
1.6192 |
|
| R3 |
1.6601 |
1.6462 |
1.6112 |
|
| R2 |
1.6310 |
1.6310 |
1.6085 |
|
| R1 |
1.6171 |
1.6171 |
1.6059 |
1.6095 |
| PP |
1.6019 |
1.6019 |
1.6019 |
1.5981 |
| S1 |
1.5880 |
1.5880 |
1.6005 |
1.5804 |
| S2 |
1.5728 |
1.5728 |
1.5979 |
|
| S3 |
1.5437 |
1.5589 |
1.5952 |
|
| S4 |
1.5146 |
1.5298 |
1.5872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6124 |
1.5863 |
0.0261 |
1.6% |
0.0130 |
0.8% |
14% |
False |
True |
89,207 |
| 10 |
1.6158 |
1.5863 |
0.0295 |
1.9% |
0.0146 |
0.9% |
13% |
False |
True |
100,706 |
| 20 |
1.6158 |
1.5621 |
0.0537 |
3.4% |
0.0147 |
0.9% |
52% |
False |
False |
100,200 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0155 |
1.0% |
74% |
False |
False |
107,144 |
| 60 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0145 |
0.9% |
51% |
False |
False |
75,206 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0139 |
0.9% |
51% |
False |
False |
56,419 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0125 |
0.8% |
51% |
False |
False |
45,141 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.8% |
0.0109 |
0.7% |
51% |
False |
False |
37,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6477 |
|
2.618 |
1.6286 |
|
1.618 |
1.6169 |
|
1.000 |
1.6097 |
|
0.618 |
1.6052 |
|
HIGH |
1.5980 |
|
0.618 |
1.5935 |
|
0.500 |
1.5922 |
|
0.382 |
1.5908 |
|
LOW |
1.5863 |
|
0.618 |
1.5791 |
|
1.000 |
1.5746 |
|
1.618 |
1.5674 |
|
2.618 |
1.5557 |
|
4.250 |
1.5366 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5922 |
1.5994 |
| PP |
1.5914 |
1.5962 |
| S1 |
1.5907 |
1.5931 |
|