CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5723 |
1.5758 |
0.0035 |
0.2% |
1.6063 |
| High |
1.5810 |
1.5885 |
0.0075 |
0.5% |
1.6090 |
| Low |
1.5686 |
1.5733 |
0.0047 |
0.3% |
1.5686 |
| Close |
1.5751 |
1.5780 |
0.0029 |
0.2% |
1.5780 |
| Range |
0.0124 |
0.0152 |
0.0028 |
22.6% |
0.0404 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
0.0% |
0.0000 |
| Volume |
88,856 |
76,919 |
-11,937 |
-13.4% |
416,718 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6170 |
1.5864 |
|
| R3 |
1.6103 |
1.6018 |
1.5822 |
|
| R2 |
1.5951 |
1.5951 |
1.5808 |
|
| R1 |
1.5866 |
1.5866 |
1.5794 |
1.5909 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5821 |
| S1 |
1.5714 |
1.5714 |
1.5766 |
1.5757 |
| S2 |
1.5647 |
1.5647 |
1.5752 |
|
| S3 |
1.5495 |
1.5562 |
1.5738 |
|
| S4 |
1.5343 |
1.5410 |
1.5696 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7064 |
1.6826 |
1.6002 |
|
| R3 |
1.6660 |
1.6422 |
1.5891 |
|
| R2 |
1.6256 |
1.6256 |
1.5854 |
|
| R1 |
1.6018 |
1.6018 |
1.5817 |
1.5935 |
| PP |
1.5852 |
1.5852 |
1.5852 |
1.5811 |
| S1 |
1.5614 |
1.5614 |
1.5743 |
1.5531 |
| S2 |
1.5448 |
1.5448 |
1.5706 |
|
| S3 |
1.5044 |
1.5210 |
1.5669 |
|
| S4 |
1.4640 |
1.4806 |
1.5558 |
|
|
| 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% |
0.0145 |
0.9% |
23% |
False |
False |
83,343 |
| 10 |
1.6124 |
1.5686 |
0.0438 |
2.8% |
0.0145 |
0.9% |
21% |
False |
False |
85,488 |
| 20 |
1.6158 |
1.5686 |
0.0472 |
3.0% |
0.0146 |
0.9% |
20% |
False |
False |
94,900 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0155 |
1.0% |
61% |
False |
False |
102,113 |
| 60 |
1.6430 |
1.5179 |
0.1251 |
7.9% |
0.0150 |
1.0% |
48% |
False |
False |
83,426 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0145 |
0.9% |
43% |
False |
False |
62,592 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0131 |
0.8% |
43% |
False |
False |
50,080 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
8.9% |
0.0116 |
0.7% |
43% |
False |
False |
41,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6531 |
|
2.618 |
1.6283 |
|
1.618 |
1.6131 |
|
1.000 |
1.6037 |
|
0.618 |
1.5979 |
|
HIGH |
1.5885 |
|
0.618 |
1.5827 |
|
0.500 |
1.5809 |
|
0.382 |
1.5791 |
|
LOW |
1.5733 |
|
0.618 |
1.5639 |
|
1.000 |
1.5581 |
|
1.618 |
1.5487 |
|
2.618 |
1.5335 |
|
4.250 |
1.5087 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5809 |
1.5786 |
| PP |
1.5799 |
1.5784 |
| S1 |
1.5790 |
1.5782 |
|