CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5687 |
1.5599 |
-0.0088 |
-0.6% |
1.5489 |
| High |
1.5727 |
1.5721 |
-0.0006 |
0.0% |
1.5780 |
| Low |
1.5574 |
1.5586 |
0.0012 |
0.1% |
1.5432 |
| Close |
1.5593 |
1.5643 |
0.0050 |
0.3% |
1.5593 |
| Range |
0.0153 |
0.0135 |
-0.0018 |
-11.8% |
0.0348 |
| ATR |
0.0158 |
0.0156 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
78,386 |
84,586 |
6,200 |
7.9% |
473,013 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6055 |
1.5984 |
1.5717 |
|
| R3 |
1.5920 |
1.5849 |
1.5680 |
|
| R2 |
1.5785 |
1.5785 |
1.5668 |
|
| R1 |
1.5714 |
1.5714 |
1.5655 |
1.5750 |
| PP |
1.5650 |
1.5650 |
1.5650 |
1.5668 |
| S1 |
1.5579 |
1.5579 |
1.5631 |
1.5615 |
| S2 |
1.5515 |
1.5515 |
1.5618 |
|
| S3 |
1.5380 |
1.5444 |
1.5606 |
|
| S4 |
1.5245 |
1.5309 |
1.5569 |
|
|
| 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 |
1.5467 |
0.0313 |
2.0% |
0.0171 |
1.1% |
56% |
False |
False |
96,786 |
| 10 |
1.5787 |
1.5420 |
0.0367 |
2.3% |
0.0161 |
1.0% |
61% |
False |
False |
88,299 |
| 20 |
1.6124 |
1.5420 |
0.0704 |
4.5% |
0.0153 |
1.0% |
32% |
False |
False |
86,893 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.7% |
0.0152 |
1.0% |
30% |
False |
False |
93,928 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0153 |
1.0% |
47% |
False |
False |
97,637 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
33% |
False |
False |
73,621 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0138 |
0.9% |
33% |
False |
False |
58,905 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0126 |
0.8% |
33% |
False |
False |
49,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6295 |
|
2.618 |
1.6074 |
|
1.618 |
1.5939 |
|
1.000 |
1.5856 |
|
0.618 |
1.5804 |
|
HIGH |
1.5721 |
|
0.618 |
1.5669 |
|
0.500 |
1.5654 |
|
0.382 |
1.5638 |
|
LOW |
1.5586 |
|
0.618 |
1.5503 |
|
1.000 |
1.5451 |
|
1.618 |
1.5368 |
|
2.618 |
1.5233 |
|
4.250 |
1.5012 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5654 |
1.5664 |
| PP |
1.5650 |
1.5657 |
| S1 |
1.5647 |
1.5650 |
|