CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5639 |
1.5541 |
-0.0098 |
-0.6% |
1.5783 |
| High |
1.5652 |
1.5563 |
-0.0089 |
-0.6% |
1.5787 |
| Low |
1.5491 |
1.5420 |
-0.0071 |
-0.5% |
1.5420 |
| Close |
1.5505 |
1.5432 |
-0.0073 |
-0.5% |
1.5432 |
| Range |
0.0161 |
0.0143 |
-0.0018 |
-11.2% |
0.0367 |
| ATR |
0.0151 |
0.0151 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
91,311 |
79,254 |
-12,057 |
-13.2% |
325,398 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5901 |
1.5809 |
1.5511 |
|
| R3 |
1.5758 |
1.5666 |
1.5471 |
|
| R2 |
1.5615 |
1.5615 |
1.5458 |
|
| R1 |
1.5523 |
1.5523 |
1.5445 |
1.5498 |
| PP |
1.5472 |
1.5472 |
1.5472 |
1.5459 |
| S1 |
1.5380 |
1.5380 |
1.5419 |
1.5355 |
| S2 |
1.5329 |
1.5329 |
1.5406 |
|
| S3 |
1.5186 |
1.5237 |
1.5393 |
|
| S4 |
1.5043 |
1.5094 |
1.5353 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6647 |
1.6407 |
1.5634 |
|
| R3 |
1.6280 |
1.6040 |
1.5533 |
|
| R2 |
1.5913 |
1.5913 |
1.5499 |
|
| R1 |
1.5673 |
1.5673 |
1.5466 |
1.5610 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5515 |
| S1 |
1.5306 |
1.5306 |
1.5398 |
1.5243 |
| S2 |
1.5179 |
1.5179 |
1.5365 |
|
| S3 |
1.4812 |
1.4939 |
1.5331 |
|
| S4 |
1.4445 |
1.4572 |
1.5230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5885 |
1.5420 |
0.0465 |
3.0% |
0.0149 |
1.0% |
3% |
False |
True |
80,463 |
| 10 |
1.6090 |
1.5420 |
0.0670 |
4.3% |
0.0152 |
1.0% |
2% |
False |
True |
81,937 |
| 20 |
1.6158 |
1.5420 |
0.0738 |
4.8% |
0.0149 |
1.0% |
2% |
False |
True |
91,322 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0155 |
1.0% |
26% |
False |
False |
99,066 |
| 60 |
1.6234 |
1.5179 |
0.1055 |
6.8% |
0.0151 |
1.0% |
24% |
False |
False |
88,832 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0147 |
1.0% |
18% |
False |
False |
66,658 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0133 |
0.9% |
18% |
False |
False |
53,332 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0120 |
0.8% |
18% |
False |
False |
44,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6171 |
|
2.618 |
1.5937 |
|
1.618 |
1.5794 |
|
1.000 |
1.5706 |
|
0.618 |
1.5651 |
|
HIGH |
1.5563 |
|
0.618 |
1.5508 |
|
0.500 |
1.5492 |
|
0.382 |
1.5475 |
|
LOW |
1.5420 |
|
0.618 |
1.5332 |
|
1.000 |
1.5277 |
|
1.618 |
1.5189 |
|
2.618 |
1.5046 |
|
4.250 |
1.4812 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5492 |
1.5554 |
| PP |
1.5472 |
1.5513 |
| S1 |
1.5452 |
1.5473 |
|