CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.6000 |
1.5824 |
-0.0176 |
-1.1% |
1.6017 |
| High |
1.6000 |
1.5859 |
-0.0141 |
-0.9% |
1.6101 |
| Low |
1.5875 |
1.5781 |
-0.0094 |
-0.6% |
1.5885 |
| Close |
1.5873 |
1.5814 |
-0.0059 |
-0.4% |
1.6042 |
| Range |
0.0125 |
0.0078 |
-0.0047 |
-37.6% |
0.0216 |
| ATR |
0.0118 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
64 |
7 |
-57 |
-89.1% |
301 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6052 |
1.6011 |
1.5857 |
|
| R3 |
1.5974 |
1.5933 |
1.5835 |
|
| R2 |
1.5896 |
1.5896 |
1.5828 |
|
| R1 |
1.5855 |
1.5855 |
1.5821 |
1.5837 |
| PP |
1.5818 |
1.5818 |
1.5818 |
1.5809 |
| S1 |
1.5777 |
1.5777 |
1.5807 |
1.5759 |
| S2 |
1.5740 |
1.5740 |
1.5800 |
|
| S3 |
1.5662 |
1.5699 |
1.5793 |
|
| S4 |
1.5584 |
1.5621 |
1.5771 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6657 |
1.6566 |
1.6161 |
|
| R3 |
1.6441 |
1.6350 |
1.6101 |
|
| R2 |
1.6225 |
1.6225 |
1.6082 |
|
| R1 |
1.6134 |
1.6134 |
1.6062 |
1.6180 |
| PP |
1.6009 |
1.6009 |
1.6009 |
1.6032 |
| S1 |
1.5918 |
1.5918 |
1.6022 |
1.5964 |
| S2 |
1.5793 |
1.5793 |
1.6002 |
|
| S3 |
1.5577 |
1.5702 |
1.5983 |
|
| S4 |
1.5361 |
1.5486 |
1.5923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6077 |
1.5781 |
0.0296 |
1.9% |
0.0122 |
0.8% |
11% |
False |
True |
70 |
| 10 |
1.6101 |
1.5781 |
0.0320 |
2.0% |
0.0103 |
0.6% |
10% |
False |
True |
44 |
| 20 |
1.6120 |
1.5688 |
0.0432 |
2.7% |
0.0107 |
0.7% |
29% |
False |
False |
45 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0102 |
0.6% |
64% |
False |
False |
39 |
| 60 |
1.6467 |
1.5267 |
0.1200 |
7.6% |
0.0070 |
0.4% |
46% |
False |
False |
28 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0054 |
0.3% |
44% |
False |
False |
21 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0043 |
0.3% |
44% |
False |
False |
17 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0036 |
0.2% |
44% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6191 |
|
2.618 |
1.6063 |
|
1.618 |
1.5985 |
|
1.000 |
1.5937 |
|
0.618 |
1.5907 |
|
HIGH |
1.5859 |
|
0.618 |
1.5829 |
|
0.500 |
1.5820 |
|
0.382 |
1.5811 |
|
LOW |
1.5781 |
|
0.618 |
1.5733 |
|
1.000 |
1.5703 |
|
1.618 |
1.5655 |
|
2.618 |
1.5577 |
|
4.250 |
1.5450 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5820 |
1.5920 |
| PP |
1.5818 |
1.5885 |
| S1 |
1.5816 |
1.5849 |
|