CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5599 |
1.5643 |
0.0044 |
0.3% |
1.5489 |
| High |
1.5721 |
1.5664 |
-0.0057 |
-0.4% |
1.5780 |
| Low |
1.5586 |
1.5560 |
-0.0026 |
-0.2% |
1.5432 |
| Close |
1.5643 |
1.5603 |
-0.0040 |
-0.3% |
1.5593 |
| Range |
0.0135 |
0.0104 |
-0.0031 |
-23.0% |
0.0348 |
| ATR |
0.0156 |
0.0153 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
84,586 |
86,441 |
1,855 |
2.2% |
473,013 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5921 |
1.5866 |
1.5660 |
|
| R3 |
1.5817 |
1.5762 |
1.5632 |
|
| R2 |
1.5713 |
1.5713 |
1.5622 |
|
| R1 |
1.5658 |
1.5658 |
1.5613 |
1.5634 |
| PP |
1.5609 |
1.5609 |
1.5609 |
1.5597 |
| S1 |
1.5554 |
1.5554 |
1.5593 |
1.5530 |
| S2 |
1.5505 |
1.5505 |
1.5584 |
|
| S3 |
1.5401 |
1.5450 |
1.5574 |
|
| S4 |
1.5297 |
1.5346 |
1.5546 |
|
|
| 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 |
1.5523 |
0.0257 |
1.6% |
0.0154 |
1.0% |
31% |
False |
False |
97,241 |
| 10 |
1.5780 |
1.5420 |
0.0360 |
2.3% |
0.0153 |
1.0% |
51% |
False |
False |
88,730 |
| 20 |
1.6124 |
1.5420 |
0.0704 |
4.5% |
0.0153 |
1.0% |
26% |
False |
False |
87,581 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.7% |
0.0151 |
1.0% |
25% |
False |
False |
94,254 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0153 |
1.0% |
43% |
False |
False |
98,804 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
30% |
False |
False |
74,701 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0139 |
0.9% |
30% |
False |
False |
59,770 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0127 |
0.8% |
30% |
False |
False |
49,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6106 |
|
2.618 |
1.5936 |
|
1.618 |
1.5832 |
|
1.000 |
1.5768 |
|
0.618 |
1.5728 |
|
HIGH |
1.5664 |
|
0.618 |
1.5624 |
|
0.500 |
1.5612 |
|
0.382 |
1.5600 |
|
LOW |
1.5560 |
|
0.618 |
1.5496 |
|
1.000 |
1.5456 |
|
1.618 |
1.5392 |
|
2.618 |
1.5288 |
|
4.250 |
1.5118 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5612 |
1.5644 |
| PP |
1.5609 |
1.5630 |
| S1 |
1.5606 |
1.5617 |
|