CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5824 |
1.5775 |
-0.0049 |
-0.3% |
1.6017 |
| High |
1.5859 |
1.5794 |
-0.0065 |
-0.4% |
1.6101 |
| Low |
1.5781 |
1.5730 |
-0.0051 |
-0.3% |
1.5885 |
| Close |
1.5814 |
1.5756 |
-0.0058 |
-0.4% |
1.6042 |
| Range |
0.0078 |
0.0064 |
-0.0014 |
-17.9% |
0.0216 |
| ATR |
0.0117 |
0.0114 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
7 |
31 |
24 |
342.9% |
301 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5918 |
1.5791 |
|
| R3 |
1.5888 |
1.5854 |
1.5774 |
|
| R2 |
1.5824 |
1.5824 |
1.5768 |
|
| R1 |
1.5790 |
1.5790 |
1.5762 |
1.5775 |
| PP |
1.5760 |
1.5760 |
1.5760 |
1.5753 |
| S1 |
1.5726 |
1.5726 |
1.5750 |
1.5711 |
| S2 |
1.5696 |
1.5696 |
1.5744 |
|
| S3 |
1.5632 |
1.5662 |
1.5738 |
|
| S4 |
1.5568 |
1.5598 |
1.5721 |
|
|
| 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 |
1.6059 |
1.5730 |
0.0329 |
2.1% |
0.0097 |
0.6% |
8% |
False |
True |
70 |
| 10 |
1.6101 |
1.5730 |
0.0371 |
2.4% |
0.0098 |
0.6% |
7% |
False |
True |
44 |
| 20 |
1.6120 |
1.5693 |
0.0427 |
2.7% |
0.0103 |
0.7% |
15% |
False |
False |
45 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0100 |
0.6% |
57% |
False |
False |
40 |
| 60 |
1.6390 |
1.5267 |
0.1123 |
7.1% |
0.0071 |
0.4% |
44% |
False |
False |
28 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0055 |
0.3% |
40% |
False |
False |
21 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0044 |
0.3% |
40% |
False |
False |
17 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.8% |
0.0037 |
0.2% |
40% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5962 |
|
1.618 |
1.5898 |
|
1.000 |
1.5858 |
|
0.618 |
1.5834 |
|
HIGH |
1.5794 |
|
0.618 |
1.5770 |
|
0.500 |
1.5762 |
|
0.382 |
1.5754 |
|
LOW |
1.5730 |
|
0.618 |
1.5690 |
|
1.000 |
1.5666 |
|
1.618 |
1.5626 |
|
2.618 |
1.5562 |
|
4.250 |
1.5458 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5762 |
1.5865 |
| PP |
1.5760 |
1.5829 |
| S1 |
1.5758 |
1.5792 |
|