CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5642 |
1.5639 |
-0.0003 |
0.0% |
1.6063 |
| High |
1.5688 |
1.5652 |
-0.0036 |
-0.2% |
1.6090 |
| Low |
1.5577 |
1.5491 |
-0.0086 |
-0.6% |
1.5686 |
| Close |
1.5621 |
1.5505 |
-0.0116 |
-0.7% |
1.5780 |
| Range |
0.0111 |
0.0161 |
0.0050 |
45.0% |
0.0404 |
| ATR |
0.0151 |
0.0151 |
0.0001 |
0.5% |
0.0000 |
| Volume |
72,699 |
91,311 |
18,612 |
25.6% |
416,718 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6032 |
1.5930 |
1.5594 |
|
| R3 |
1.5871 |
1.5769 |
1.5549 |
|
| R2 |
1.5710 |
1.5710 |
1.5535 |
|
| R1 |
1.5608 |
1.5608 |
1.5520 |
1.5579 |
| PP |
1.5549 |
1.5549 |
1.5549 |
1.5535 |
| S1 |
1.5447 |
1.5447 |
1.5490 |
1.5418 |
| S2 |
1.5388 |
1.5388 |
1.5475 |
|
| S3 |
1.5227 |
1.5286 |
1.5461 |
|
| S4 |
1.5066 |
1.5125 |
1.5416 |
|
|
| 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 |
1.5885 |
1.5491 |
0.0394 |
2.5% |
0.0146 |
0.9% |
4% |
False |
True |
82,383 |
| 10 |
1.6090 |
1.5491 |
0.0599 |
3.9% |
0.0149 |
1.0% |
2% |
False |
True |
85,229 |
| 20 |
1.6158 |
1.5491 |
0.0667 |
4.3% |
0.0151 |
1.0% |
2% |
False |
True |
93,329 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0156 |
1.0% |
33% |
False |
False |
99,901 |
| 60 |
1.6316 |
1.5179 |
0.1137 |
7.3% |
0.0151 |
1.0% |
29% |
False |
False |
87,517 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0146 |
0.9% |
23% |
False |
False |
65,668 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0132 |
0.9% |
23% |
False |
False |
52,540 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0120 |
0.8% |
23% |
False |
False |
43,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6336 |
|
2.618 |
1.6073 |
|
1.618 |
1.5912 |
|
1.000 |
1.5813 |
|
0.618 |
1.5751 |
|
HIGH |
1.5652 |
|
0.618 |
1.5590 |
|
0.500 |
1.5572 |
|
0.382 |
1.5553 |
|
LOW |
1.5491 |
|
0.618 |
1.5392 |
|
1.000 |
1.5330 |
|
1.618 |
1.5231 |
|
2.618 |
1.5070 |
|
4.250 |
1.4807 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5572 |
1.5639 |
| PP |
1.5549 |
1.5594 |
| S1 |
1.5527 |
1.5550 |
|