CME British Pound Future December 2011
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5465 |
1.5517 |
0.0052 |
0.3% |
1.5646 |
| High |
1.5531 |
1.5562 |
0.0031 |
0.2% |
1.5661 |
| Low |
1.5435 |
1.5485 |
0.0050 |
0.3% |
1.5407 |
| Close |
1.5502 |
1.5498 |
-0.0004 |
0.0% |
1.5498 |
| Range |
0.0096 |
0.0077 |
-0.0019 |
-19.8% |
0.0254 |
| ATR |
0.0146 |
0.0141 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
91,100 |
16,889 |
-74,211 |
-81.5% |
443,695 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5746 |
1.5699 |
1.5540 |
|
| R3 |
1.5669 |
1.5622 |
1.5519 |
|
| R2 |
1.5592 |
1.5592 |
1.5512 |
|
| R1 |
1.5545 |
1.5545 |
1.5505 |
1.5530 |
| PP |
1.5515 |
1.5515 |
1.5515 |
1.5508 |
| S1 |
1.5468 |
1.5468 |
1.5491 |
1.5453 |
| S2 |
1.5438 |
1.5438 |
1.5484 |
|
| S3 |
1.5361 |
1.5391 |
1.5477 |
|
| S4 |
1.5284 |
1.5314 |
1.5456 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6145 |
1.5638 |
|
| R3 |
1.6030 |
1.5891 |
1.5568 |
|
| R2 |
1.5776 |
1.5776 |
1.5545 |
|
| R1 |
1.5637 |
1.5637 |
1.5521 |
1.5580 |
| PP |
1.5522 |
1.5522 |
1.5522 |
1.5493 |
| S1 |
1.5383 |
1.5383 |
1.5475 |
1.5326 |
| S2 |
1.5268 |
1.5268 |
1.5451 |
|
| S3 |
1.5014 |
1.5129 |
1.5428 |
|
| S4 |
1.4760 |
1.4875 |
1.5358 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5661 |
1.5407 |
0.0254 |
1.6% |
0.0120 |
0.8% |
36% |
False |
False |
88,739 |
| 10 |
1.5769 |
1.5407 |
0.0362 |
2.3% |
0.0129 |
0.8% |
25% |
False |
False |
89,252 |
| 20 |
1.5885 |
1.5407 |
0.0478 |
3.1% |
0.0146 |
0.9% |
19% |
False |
False |
88,392 |
| 40 |
1.6158 |
1.5407 |
0.0751 |
4.8% |
0.0147 |
1.0% |
12% |
False |
False |
92,231 |
| 60 |
1.6158 |
1.5179 |
0.0979 |
6.3% |
0.0152 |
1.0% |
33% |
False |
False |
98,343 |
| 80 |
1.6430 |
1.5179 |
0.1251 |
8.1% |
0.0149 |
1.0% |
25% |
False |
False |
83,707 |
| 100 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0144 |
0.9% |
23% |
False |
False |
66,983 |
| 120 |
1.6586 |
1.5179 |
0.1407 |
9.1% |
0.0132 |
0.9% |
23% |
False |
False |
55,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5889 |
|
2.618 |
1.5764 |
|
1.618 |
1.5687 |
|
1.000 |
1.5639 |
|
0.618 |
1.5610 |
|
HIGH |
1.5562 |
|
0.618 |
1.5533 |
|
0.500 |
1.5524 |
|
0.382 |
1.5514 |
|
LOW |
1.5485 |
|
0.618 |
1.5437 |
|
1.000 |
1.5408 |
|
1.618 |
1.5360 |
|
2.618 |
1.5283 |
|
4.250 |
1.5158 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5524 |
1.5494 |
| PP |
1.5515 |
1.5489 |
| S1 |
1.5507 |
1.5485 |
|