CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5470 |
1.5480 |
0.0010 |
0.1% |
1.5737 |
| High |
1.5566 |
1.5633 |
0.0067 |
0.4% |
1.5738 |
| Low |
1.5470 |
1.5452 |
-0.0018 |
-0.1% |
1.5415 |
| Close |
1.5477 |
1.5589 |
0.0112 |
0.7% |
1.5419 |
| Range |
0.0096 |
0.0181 |
0.0085 |
88.5% |
0.0323 |
| ATR |
0.0119 |
0.0123 |
0.0004 |
3.8% |
0.0000 |
| Volume |
378 |
1,757 |
1,379 |
364.8% |
453 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6101 |
1.6026 |
1.5689 |
|
| R3 |
1.5920 |
1.5845 |
1.5639 |
|
| R2 |
1.5739 |
1.5739 |
1.5622 |
|
| R1 |
1.5664 |
1.5664 |
1.5606 |
1.5702 |
| PP |
1.5558 |
1.5558 |
1.5558 |
1.5577 |
| S1 |
1.5483 |
1.5483 |
1.5572 |
1.5521 |
| S2 |
1.5377 |
1.5377 |
1.5556 |
|
| S3 |
1.5196 |
1.5302 |
1.5539 |
|
| S4 |
1.5015 |
1.5121 |
1.5489 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6493 |
1.6279 |
1.5597 |
|
| R3 |
1.6170 |
1.5956 |
1.5508 |
|
| R2 |
1.5847 |
1.5847 |
1.5478 |
|
| R1 |
1.5633 |
1.5633 |
1.5449 |
1.5579 |
| PP |
1.5524 |
1.5524 |
1.5524 |
1.5497 |
| S1 |
1.5310 |
1.5310 |
1.5389 |
1.5256 |
| S2 |
1.5201 |
1.5201 |
1.5360 |
|
| S3 |
1.4878 |
1.4987 |
1.5330 |
|
| S4 |
1.4555 |
1.4664 |
1.5241 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5647 |
1.5415 |
0.0232 |
1.5% |
0.0119 |
0.8% |
75% |
False |
False |
502 |
| 10 |
1.5860 |
1.5415 |
0.0445 |
2.9% |
0.0110 |
0.7% |
39% |
False |
False |
277 |
| 20 |
1.6101 |
1.5415 |
0.0686 |
4.4% |
0.0110 |
0.7% |
25% |
False |
False |
163 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0109 |
0.7% |
38% |
False |
False |
103 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.5% |
0.0087 |
0.6% |
38% |
False |
False |
73 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0066 |
0.4% |
26% |
False |
False |
55 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0053 |
0.3% |
26% |
False |
False |
45 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0045 |
0.3% |
26% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6402 |
|
2.618 |
1.6107 |
|
1.618 |
1.5926 |
|
1.000 |
1.5814 |
|
0.618 |
1.5745 |
|
HIGH |
1.5633 |
|
0.618 |
1.5564 |
|
0.500 |
1.5543 |
|
0.382 |
1.5521 |
|
LOW |
1.5452 |
|
0.618 |
1.5340 |
|
1.000 |
1.5271 |
|
1.618 |
1.5159 |
|
2.618 |
1.4978 |
|
4.250 |
1.4683 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5574 |
1.5567 |
| PP |
1.5558 |
1.5546 |
| S1 |
1.5543 |
1.5524 |
|