CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5646 |
1.5583 |
-0.0063 |
-0.4% |
1.5599 |
| High |
1.5661 |
1.5628 |
-0.0033 |
-0.2% |
1.5769 |
| Low |
1.5536 |
1.5450 |
-0.0086 |
-0.6% |
1.5560 |
| Close |
1.5580 |
1.5492 |
-0.0088 |
-0.6% |
1.5661 |
| Range |
0.0125 |
0.0178 |
0.0053 |
42.4% |
0.0209 |
| ATR |
0.0150 |
0.0152 |
0.0002 |
1.3% |
0.0000 |
| Volume |
93,970 |
120,757 |
26,787 |
28.5% |
448,829 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6057 |
1.5953 |
1.5590 |
|
| R3 |
1.5879 |
1.5775 |
1.5541 |
|
| R2 |
1.5701 |
1.5701 |
1.5525 |
|
| R1 |
1.5597 |
1.5597 |
1.5508 |
1.5560 |
| PP |
1.5523 |
1.5523 |
1.5523 |
1.5505 |
| S1 |
1.5419 |
1.5419 |
1.5476 |
1.5382 |
| S2 |
1.5345 |
1.5345 |
1.5459 |
|
| S3 |
1.5167 |
1.5241 |
1.5443 |
|
| S4 |
1.4989 |
1.5063 |
1.5394 |
|
|
| 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 |
1.5450 |
0.0319 |
2.1% |
0.0151 |
1.0% |
13% |
False |
True |
98,505 |
| 10 |
1.5780 |
1.5450 |
0.0330 |
2.1% |
0.0152 |
1.0% |
13% |
False |
True |
97,873 |
| 20 |
1.5927 |
1.5420 |
0.0507 |
3.3% |
0.0149 |
1.0% |
14% |
False |
False |
90,144 |
| 40 |
1.6158 |
1.5420 |
0.0738 |
4.8% |
0.0152 |
1.0% |
10% |
False |
False |
95,096 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0156 |
1.0% |
32% |
False |
False |
101,077 |
| 80 |
1.6550 |
1.5179 |
0.1371 |
8.8% |
0.0148 |
1.0% |
23% |
False |
False |
80,848 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0144 |
0.9% |
22% |
False |
False |
64,694 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0132 |
0.9% |
22% |
False |
False |
53,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6385 |
|
2.618 |
1.6094 |
|
1.618 |
1.5916 |
|
1.000 |
1.5806 |
|
0.618 |
1.5738 |
|
HIGH |
1.5628 |
|
0.618 |
1.5560 |
|
0.500 |
1.5539 |
|
0.382 |
1.5518 |
|
LOW |
1.5450 |
|
0.618 |
1.5340 |
|
1.000 |
1.5272 |
|
1.618 |
1.5162 |
|
2.618 |
1.4984 |
|
4.250 |
1.4694 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5539 |
1.5592 |
| PP |
1.5523 |
1.5559 |
| S1 |
1.5508 |
1.5525 |
|