CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5599 |
1.5706 |
0.0107 |
0.7% |
1.5489 |
| High |
1.5725 |
1.5769 |
0.0044 |
0.3% |
1.5780 |
| Low |
1.5586 |
1.5608 |
0.0022 |
0.1% |
1.5432 |
| Close |
1.5693 |
1.5641 |
-0.0052 |
-0.3% |
1.5593 |
| Range |
0.0139 |
0.0161 |
0.0022 |
15.8% |
0.0348 |
| ATR |
0.0152 |
0.0152 |
0.0001 |
0.4% |
0.0000 |
| Volume |
91,391 |
99,142 |
7,751 |
8.5% |
473,013 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6156 |
1.6059 |
1.5730 |
|
| R3 |
1.5995 |
1.5898 |
1.5685 |
|
| R2 |
1.5834 |
1.5834 |
1.5671 |
|
| R1 |
1.5737 |
1.5737 |
1.5656 |
1.5705 |
| PP |
1.5673 |
1.5673 |
1.5673 |
1.5657 |
| S1 |
1.5576 |
1.5576 |
1.5626 |
1.5544 |
| S2 |
1.5512 |
1.5512 |
1.5611 |
|
| S3 |
1.5351 |
1.5415 |
1.5597 |
|
| S4 |
1.5190 |
1.5254 |
1.5552 |
|
|
| 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 |
1.5769 |
1.5560 |
0.0209 |
1.3% |
0.0138 |
0.9% |
39% |
True |
False |
87,989 |
| 10 |
1.5780 |
1.5420 |
0.0360 |
2.3% |
0.0156 |
1.0% |
61% |
False |
False |
91,382 |
| 20 |
1.6090 |
1.5420 |
0.0670 |
4.3% |
0.0153 |
1.0% |
33% |
False |
False |
88,306 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.7% |
0.0150 |
1.0% |
30% |
False |
False |
93,847 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0155 |
1.0% |
47% |
False |
False |
100,510 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0149 |
0.9% |
33% |
False |
False |
77,079 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0141 |
0.9% |
33% |
False |
False |
61,675 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0129 |
0.8% |
33% |
False |
False |
51,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6453 |
|
2.618 |
1.6190 |
|
1.618 |
1.6029 |
|
1.000 |
1.5930 |
|
0.618 |
1.5868 |
|
HIGH |
1.5769 |
|
0.618 |
1.5707 |
|
0.500 |
1.5689 |
|
0.382 |
1.5670 |
|
LOW |
1.5608 |
|
0.618 |
1.5509 |
|
1.000 |
1.5447 |
|
1.618 |
1.5348 |
|
2.618 |
1.5187 |
|
4.250 |
1.4924 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5689 |
1.5665 |
| PP |
1.5673 |
1.5657 |
| S1 |
1.5657 |
1.5649 |
|