CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5706 |
1.5625 |
-0.0081 |
-0.5% |
1.5599 |
| High |
1.5769 |
1.5734 |
-0.0035 |
-0.2% |
1.5769 |
| Low |
1.5608 |
1.5584 |
-0.0024 |
-0.2% |
1.5560 |
| Close |
1.5641 |
1.5661 |
0.0020 |
0.1% |
1.5661 |
| Range |
0.0161 |
0.0150 |
-0.0011 |
-6.8% |
0.0209 |
| ATR |
0.0152 |
0.0152 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
99,142 |
87,269 |
-11,873 |
-12.0% |
448,829 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6110 |
1.6035 |
1.5744 |
|
| R3 |
1.5960 |
1.5885 |
1.5702 |
|
| R2 |
1.5810 |
1.5810 |
1.5689 |
|
| R1 |
1.5735 |
1.5735 |
1.5675 |
1.5773 |
| PP |
1.5660 |
1.5660 |
1.5660 |
1.5678 |
| S1 |
1.5585 |
1.5585 |
1.5647 |
1.5623 |
| S2 |
1.5510 |
1.5510 |
1.5634 |
|
| S3 |
1.5360 |
1.5435 |
1.5620 |
|
| S4 |
1.5210 |
1.5285 |
1.5579 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6290 |
1.6185 |
1.5776 |
|
| R3 |
1.6081 |
1.5976 |
1.5718 |
|
| R2 |
1.5872 |
1.5872 |
1.5699 |
|
| R1 |
1.5767 |
1.5767 |
1.5680 |
1.5820 |
| PP |
1.5663 |
1.5663 |
1.5663 |
1.5690 |
| S1 |
1.5558 |
1.5558 |
1.5642 |
1.5611 |
| S2 |
1.5454 |
1.5454 |
1.5623 |
|
| S3 |
1.5245 |
1.5349 |
1.5604 |
|
| S4 |
1.5036 |
1.5140 |
1.5546 |
|
|
| 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% |
48% |
False |
False |
89,765 |
| 10 |
1.5780 |
1.5432 |
0.0348 |
2.2% |
0.0157 |
1.0% |
66% |
False |
False |
92,184 |
| 20 |
1.6090 |
1.5420 |
0.0670 |
4.3% |
0.0154 |
1.0% |
36% |
False |
False |
87,061 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.7% |
0.0150 |
1.0% |
33% |
False |
False |
93,630 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0155 |
1.0% |
49% |
False |
False |
100,449 |
| 80 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0148 |
0.9% |
34% |
False |
False |
78,169 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0142 |
0.9% |
34% |
False |
False |
62,547 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.0% |
0.0130 |
0.8% |
34% |
False |
False |
52,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6372 |
|
2.618 |
1.6127 |
|
1.618 |
1.5977 |
|
1.000 |
1.5884 |
|
0.618 |
1.5827 |
|
HIGH |
1.5734 |
|
0.618 |
1.5677 |
|
0.500 |
1.5659 |
|
0.382 |
1.5641 |
|
LOW |
1.5584 |
|
0.618 |
1.5491 |
|
1.000 |
1.5434 |
|
1.618 |
1.5341 |
|
2.618 |
1.5191 |
|
4.250 |
1.4947 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5660 |
1.5677 |
| PP |
1.5660 |
1.5671 |
| S1 |
1.5659 |
1.5666 |
|