CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5541 |
1.5489 |
-0.0052 |
-0.3% |
1.5783 |
| High |
1.5563 |
1.5592 |
0.0029 |
0.2% |
1.5787 |
| Low |
1.5420 |
1.5432 |
0.0012 |
0.1% |
1.5420 |
| Close |
1.5432 |
1.5490 |
0.0058 |
0.4% |
1.5432 |
| Range |
0.0143 |
0.0160 |
0.0017 |
11.9% |
0.0367 |
| ATR |
0.0151 |
0.0151 |
0.0001 |
0.4% |
0.0000 |
| Volume |
79,254 |
73,667 |
-5,587 |
-7.0% |
325,398 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5985 |
1.5897 |
1.5578 |
|
| R3 |
1.5825 |
1.5737 |
1.5534 |
|
| R2 |
1.5665 |
1.5665 |
1.5519 |
|
| R1 |
1.5577 |
1.5577 |
1.5505 |
1.5621 |
| PP |
1.5505 |
1.5505 |
1.5505 |
1.5527 |
| S1 |
1.5417 |
1.5417 |
1.5475 |
1.5461 |
| S2 |
1.5345 |
1.5345 |
1.5461 |
|
| S3 |
1.5185 |
1.5257 |
1.5446 |
|
| S4 |
1.5025 |
1.5097 |
1.5402 |
|
|
| 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 |
1.5787 |
1.5420 |
0.0367 |
2.4% |
0.0151 |
1.0% |
19% |
False |
False |
79,813 |
| 10 |
1.6090 |
1.5420 |
0.0670 |
4.3% |
0.0148 |
1.0% |
10% |
False |
False |
81,578 |
| 20 |
1.6158 |
1.5420 |
0.0738 |
4.8% |
0.0153 |
1.0% |
9% |
False |
False |
91,087 |
| 40 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0155 |
1.0% |
32% |
False |
False |
98,016 |
| 60 |
1.6234 |
1.5179 |
0.1055 |
6.8% |
0.0152 |
1.0% |
29% |
False |
False |
90,052 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0147 |
0.9% |
22% |
False |
False |
67,578 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0135 |
0.9% |
22% |
False |
False |
54,068 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0121 |
0.8% |
22% |
False |
False |
45,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6272 |
|
2.618 |
1.6011 |
|
1.618 |
1.5851 |
|
1.000 |
1.5752 |
|
0.618 |
1.5691 |
|
HIGH |
1.5592 |
|
0.618 |
1.5531 |
|
0.500 |
1.5512 |
|
0.382 |
1.5493 |
|
LOW |
1.5432 |
|
0.618 |
1.5333 |
|
1.000 |
1.5272 |
|
1.618 |
1.5173 |
|
2.618 |
1.5013 |
|
4.250 |
1.4752 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5512 |
1.5536 |
| PP |
1.5505 |
1.5521 |
| S1 |
1.5497 |
1.5505 |
|