CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5810 |
1.5723 |
-0.0087 |
-0.6% |
1.6051 |
| High |
1.5817 |
1.5810 |
-0.0007 |
0.0% |
1.6124 |
| Low |
1.5716 |
1.5686 |
-0.0030 |
-0.2% |
1.5863 |
| Close |
1.5769 |
1.5751 |
-0.0018 |
-0.1% |
1.6056 |
| Range |
0.0101 |
0.0124 |
0.0023 |
22.8% |
0.0261 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
94,511 |
88,856 |
-5,655 |
-6.0% |
438,164 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6121 |
1.6060 |
1.5819 |
|
| R3 |
1.5997 |
1.5936 |
1.5785 |
|
| R2 |
1.5873 |
1.5873 |
1.5774 |
|
| R1 |
1.5812 |
1.5812 |
1.5762 |
1.5843 |
| PP |
1.5749 |
1.5749 |
1.5749 |
1.5764 |
| S1 |
1.5688 |
1.5688 |
1.5740 |
1.5719 |
| S2 |
1.5625 |
1.5625 |
1.5728 |
|
| S3 |
1.5501 |
1.5564 |
1.5717 |
|
| S4 |
1.5377 |
1.5440 |
1.5683 |
|
|
| 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 |
1.5686 |
0.0404 |
2.6% |
0.0154 |
1.0% |
16% |
False |
True |
83,412 |
| 10 |
1.6124 |
1.5686 |
0.0438 |
2.8% |
0.0142 |
0.9% |
15% |
False |
True |
86,310 |
| 20 |
1.6158 |
1.5686 |
0.0472 |
3.0% |
0.0149 |
0.9% |
14% |
False |
True |
96,069 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0155 |
1.0% |
58% |
False |
False |
103,319 |
| 60 |
1.6430 |
1.5179 |
0.1251 |
7.9% |
0.0150 |
0.9% |
46% |
False |
False |
82,146 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0144 |
0.9% |
41% |
False |
False |
61,631 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0130 |
0.8% |
41% |
False |
False |
49,311 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0115 |
0.7% |
41% |
False |
False |
41,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6337 |
|
2.618 |
1.6135 |
|
1.618 |
1.6011 |
|
1.000 |
1.5934 |
|
0.618 |
1.5887 |
|
HIGH |
1.5810 |
|
0.618 |
1.5763 |
|
0.500 |
1.5748 |
|
0.382 |
1.5733 |
|
LOW |
1.5686 |
|
0.618 |
1.5609 |
|
1.000 |
1.5562 |
|
1.618 |
1.5485 |
|
2.618 |
1.5361 |
|
4.250 |
1.5159 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5750 |
1.5807 |
| PP |
1.5749 |
1.5788 |
| S1 |
1.5748 |
1.5770 |
|