CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5948 |
1.6050 |
0.0102 |
0.6% |
1.5929 |
| High |
1.6120 |
1.6050 |
-0.0070 |
-0.4% |
1.6112 |
| Low |
1.5948 |
1.5889 |
-0.0059 |
-0.4% |
1.5872 |
| Close |
1.6109 |
1.5940 |
-0.0169 |
-1.0% |
1.6090 |
| Range |
0.0172 |
0.0161 |
-0.0011 |
-6.4% |
0.0240 |
| ATR |
0.0110 |
0.0118 |
0.0008 |
7.2% |
0.0000 |
| Volume |
4 |
53 |
49 |
1,225.0% |
295 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6443 |
1.6352 |
1.6029 |
|
| R3 |
1.6282 |
1.6191 |
1.5984 |
|
| R2 |
1.6121 |
1.6121 |
1.5970 |
|
| R1 |
1.6030 |
1.6030 |
1.5955 |
1.5995 |
| PP |
1.5960 |
1.5960 |
1.5960 |
1.5942 |
| S1 |
1.5869 |
1.5869 |
1.5925 |
1.5834 |
| S2 |
1.5799 |
1.5799 |
1.5910 |
|
| S3 |
1.5638 |
1.5708 |
1.5896 |
|
| S4 |
1.5477 |
1.5547 |
1.5851 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6745 |
1.6657 |
1.6222 |
|
| R3 |
1.6505 |
1.6417 |
1.6156 |
|
| R2 |
1.6265 |
1.6265 |
1.6134 |
|
| R1 |
1.6177 |
1.6177 |
1.6112 |
1.6221 |
| PP |
1.6025 |
1.6025 |
1.6025 |
1.6047 |
| S1 |
1.5937 |
1.5937 |
1.6068 |
1.5981 |
| S2 |
1.5785 |
1.5785 |
1.6046 |
|
| S3 |
1.5545 |
1.5697 |
1.6024 |
|
| S4 |
1.5305 |
1.5457 |
1.5958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6120 |
1.5872 |
0.0248 |
1.6% |
0.0124 |
0.8% |
27% |
False |
False |
61 |
| 10 |
1.6120 |
1.5688 |
0.0432 |
2.7% |
0.0112 |
0.7% |
58% |
False |
False |
47 |
| 20 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0110 |
0.7% |
79% |
False |
False |
44 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0079 |
0.5% |
79% |
False |
False |
30 |
| 60 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0054 |
0.3% |
54% |
False |
False |
21 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0041 |
0.3% |
54% |
False |
False |
16 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0033 |
0.2% |
54% |
False |
False |
13 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0027 |
0.2% |
54% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6734 |
|
2.618 |
1.6471 |
|
1.618 |
1.6310 |
|
1.000 |
1.6211 |
|
0.618 |
1.6149 |
|
HIGH |
1.6050 |
|
0.618 |
1.5988 |
|
0.500 |
1.5970 |
|
0.382 |
1.5951 |
|
LOW |
1.5889 |
|
0.618 |
1.5790 |
|
1.000 |
1.5728 |
|
1.618 |
1.5629 |
|
2.618 |
1.5468 |
|
4.250 |
1.5205 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5970 |
1.6005 |
| PP |
1.5960 |
1.5983 |
| S1 |
1.5950 |
1.5962 |
|