CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5895 |
1.5810 |
-0.0085 |
-0.5% |
1.6051 |
| High |
1.5927 |
1.5817 |
-0.0110 |
-0.7% |
1.6124 |
| Low |
1.5793 |
1.5716 |
-0.0077 |
-0.5% |
1.5863 |
| Close |
1.5827 |
1.5769 |
-0.0058 |
-0.4% |
1.6056 |
| Range |
0.0134 |
0.0101 |
-0.0033 |
-24.6% |
0.0261 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
80,630 |
94,511 |
13,881 |
17.2% |
438,164 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6070 |
1.6021 |
1.5825 |
|
| R3 |
1.5969 |
1.5920 |
1.5797 |
|
| R2 |
1.5868 |
1.5868 |
1.5788 |
|
| R1 |
1.5819 |
1.5819 |
1.5778 |
1.5793 |
| PP |
1.5767 |
1.5767 |
1.5767 |
1.5755 |
| S1 |
1.5718 |
1.5718 |
1.5760 |
1.5692 |
| S2 |
1.5666 |
1.5666 |
1.5750 |
|
| S3 |
1.5565 |
1.5617 |
1.5741 |
|
| S4 |
1.5464 |
1.5516 |
1.5713 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6797 |
1.6688 |
1.6200 |
|
| R3 |
1.6536 |
1.6427 |
1.6128 |
|
| R2 |
1.6275 |
1.6275 |
1.6104 |
|
| R1 |
1.6166 |
1.6166 |
1.6080 |
1.6221 |
| PP |
1.6014 |
1.6014 |
1.6014 |
1.6042 |
| S1 |
1.5905 |
1.5905 |
1.6032 |
1.5960 |
| S2 |
1.5753 |
1.5753 |
1.6008 |
|
| S3 |
1.5492 |
1.5644 |
1.5984 |
|
| S4 |
1.5231 |
1.5383 |
1.5912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6090 |
1.5716 |
0.0374 |
2.4% |
0.0153 |
1.0% |
14% |
False |
True |
88,075 |
| 10 |
1.6124 |
1.5716 |
0.0408 |
2.6% |
0.0148 |
0.9% |
13% |
False |
True |
90,427 |
| 20 |
1.6158 |
1.5672 |
0.0486 |
3.1% |
0.0149 |
0.9% |
20% |
False |
False |
97,587 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0157 |
1.0% |
60% |
False |
False |
104,916 |
| 60 |
1.6475 |
1.5179 |
0.1296 |
8.2% |
0.0150 |
0.9% |
46% |
False |
False |
80,667 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0144 |
0.9% |
42% |
False |
False |
60,520 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0129 |
0.8% |
42% |
False |
False |
48,423 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0114 |
0.7% |
42% |
False |
False |
40,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6246 |
|
2.618 |
1.6081 |
|
1.618 |
1.5980 |
|
1.000 |
1.5918 |
|
0.618 |
1.5879 |
|
HIGH |
1.5817 |
|
0.618 |
1.5778 |
|
0.500 |
1.5767 |
|
0.382 |
1.5755 |
|
LOW |
1.5716 |
|
0.618 |
1.5654 |
|
1.000 |
1.5615 |
|
1.618 |
1.5553 |
|
2.618 |
1.5452 |
|
4.250 |
1.5287 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5768 |
1.5903 |
| PP |
1.5767 |
1.5858 |
| S1 |
1.5767 |
1.5814 |
|