CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5697 |
1.5687 |
-0.0010 |
-0.1% |
1.5489 |
| High |
1.5753 |
1.5727 |
-0.0026 |
-0.2% |
1.5780 |
| Low |
1.5634 |
1.5574 |
-0.0060 |
-0.4% |
1.5432 |
| Close |
1.5683 |
1.5593 |
-0.0090 |
-0.6% |
1.5593 |
| Range |
0.0119 |
0.0153 |
0.0034 |
28.6% |
0.0348 |
| ATR |
0.0158 |
0.0158 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
97,599 |
78,386 |
-19,213 |
-19.7% |
473,013 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6090 |
1.5995 |
1.5677 |
|
| R3 |
1.5937 |
1.5842 |
1.5635 |
|
| R2 |
1.5784 |
1.5784 |
1.5621 |
|
| R1 |
1.5689 |
1.5689 |
1.5607 |
1.5660 |
| PP |
1.5631 |
1.5631 |
1.5631 |
1.5617 |
| S1 |
1.5536 |
1.5536 |
1.5579 |
1.5507 |
| S2 |
1.5478 |
1.5478 |
1.5565 |
|
| S3 |
1.5325 |
1.5383 |
1.5551 |
|
| S4 |
1.5172 |
1.5230 |
1.5509 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6646 |
1.6467 |
1.5784 |
|
| R3 |
1.6298 |
1.6119 |
1.5689 |
|
| R2 |
1.5950 |
1.5950 |
1.5657 |
|
| R1 |
1.5771 |
1.5771 |
1.5625 |
1.5861 |
| PP |
1.5602 |
1.5602 |
1.5602 |
1.5646 |
| S1 |
1.5423 |
1.5423 |
1.5561 |
1.5513 |
| S2 |
1.5254 |
1.5254 |
1.5529 |
|
| S3 |
1.4906 |
1.5075 |
1.5497 |
|
| S4 |
1.4558 |
1.4727 |
1.5402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5780 |
1.5432 |
0.0348 |
2.2% |
0.0176 |
1.1% |
46% |
False |
False |
94,602 |
| 10 |
1.5885 |
1.5420 |
0.0465 |
3.0% |
0.0163 |
1.0% |
37% |
False |
False |
87,533 |
| 20 |
1.6124 |
1.5420 |
0.0704 |
4.5% |
0.0152 |
1.0% |
25% |
False |
False |
86,921 |
| 40 |
1.6158 |
1.5414 |
0.0744 |
4.8% |
0.0154 |
1.0% |
24% |
False |
False |
95,167 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0153 |
1.0% |
42% |
False |
False |
96,444 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
29% |
False |
False |
72,565 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0137 |
0.9% |
29% |
False |
False |
58,060 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0127 |
0.8% |
29% |
False |
False |
48,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6377 |
|
2.618 |
1.6128 |
|
1.618 |
1.5975 |
|
1.000 |
1.5880 |
|
0.618 |
1.5822 |
|
HIGH |
1.5727 |
|
0.618 |
1.5669 |
|
0.500 |
1.5651 |
|
0.382 |
1.5632 |
|
LOW |
1.5574 |
|
0.618 |
1.5479 |
|
1.000 |
1.5421 |
|
1.618 |
1.5326 |
|
2.618 |
1.5173 |
|
4.250 |
1.4924 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5651 |
1.5652 |
| PP |
1.5631 |
1.5632 |
| S1 |
1.5612 |
1.5613 |
|