CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5643 |
1.5599 |
-0.0044 |
-0.3% |
1.5489 |
| High |
1.5664 |
1.5725 |
0.0061 |
0.4% |
1.5780 |
| Low |
1.5560 |
1.5586 |
0.0026 |
0.2% |
1.5432 |
| Close |
1.5603 |
1.5693 |
0.0090 |
0.6% |
1.5593 |
| Range |
0.0104 |
0.0139 |
0.0035 |
33.7% |
0.0348 |
| ATR |
0.0153 |
0.0152 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
86,441 |
91,391 |
4,950 |
5.7% |
473,013 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6085 |
1.6028 |
1.5769 |
|
| R3 |
1.5946 |
1.5889 |
1.5731 |
|
| R2 |
1.5807 |
1.5807 |
1.5718 |
|
| R1 |
1.5750 |
1.5750 |
1.5706 |
1.5779 |
| PP |
1.5668 |
1.5668 |
1.5668 |
1.5682 |
| S1 |
1.5611 |
1.5611 |
1.5680 |
1.5640 |
| S2 |
1.5529 |
1.5529 |
1.5668 |
|
| S3 |
1.5390 |
1.5472 |
1.5655 |
|
| S4 |
1.5251 |
1.5333 |
1.5617 |
|
|
| 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 |
1.5753 |
1.5560 |
0.0193 |
1.2% |
0.0130 |
0.8% |
69% |
False |
False |
87,680 |
| 10 |
1.5780 |
1.5420 |
0.0360 |
2.3% |
0.0156 |
1.0% |
76% |
False |
False |
90,599 |
| 20 |
1.6114 |
1.5420 |
0.0694 |
4.4% |
0.0155 |
1.0% |
39% |
False |
False |
88,682 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.7% |
0.0152 |
1.0% |
37% |
False |
False |
94,424 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.2% |
0.0154 |
1.0% |
53% |
False |
False |
99,876 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
37% |
False |
False |
75,842 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0140 |
0.9% |
37% |
False |
False |
60,683 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0127 |
0.8% |
37% |
False |
False |
50,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6316 |
|
2.618 |
1.6089 |
|
1.618 |
1.5950 |
|
1.000 |
1.5864 |
|
0.618 |
1.5811 |
|
HIGH |
1.5725 |
|
0.618 |
1.5672 |
|
0.500 |
1.5656 |
|
0.382 |
1.5639 |
|
LOW |
1.5586 |
|
0.618 |
1.5500 |
|
1.000 |
1.5447 |
|
1.618 |
1.5361 |
|
2.618 |
1.5222 |
|
4.250 |
1.4995 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5681 |
1.5676 |
| PP |
1.5668 |
1.5659 |
| S1 |
1.5656 |
1.5643 |
|