CME British Pound Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5480 |
1.5586 |
0.0106 |
0.7% |
1.5737 |
| High |
1.5633 |
1.5758 |
0.0125 |
0.8% |
1.5738 |
| Low |
1.5452 |
1.5515 |
0.0063 |
0.4% |
1.5415 |
| Close |
1.5589 |
1.5684 |
0.0095 |
0.6% |
1.5419 |
| Range |
0.0181 |
0.0243 |
0.0062 |
34.3% |
0.0323 |
| ATR |
0.0123 |
0.0132 |
0.0009 |
7.0% |
0.0000 |
| Volume |
1,757 |
3,647 |
1,890 |
107.6% |
453 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6381 |
1.6276 |
1.5818 |
|
| R3 |
1.6138 |
1.6033 |
1.5751 |
|
| R2 |
1.5895 |
1.5895 |
1.5729 |
|
| R1 |
1.5790 |
1.5790 |
1.5706 |
1.5843 |
| PP |
1.5652 |
1.5652 |
1.5652 |
1.5679 |
| S1 |
1.5547 |
1.5547 |
1.5662 |
1.5600 |
| S2 |
1.5409 |
1.5409 |
1.5639 |
|
| S3 |
1.5166 |
1.5304 |
1.5617 |
|
| S4 |
1.4923 |
1.5061 |
1.5550 |
|
|
| 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 |
1.5758 |
1.5415 |
0.0343 |
2.2% |
0.0150 |
1.0% |
78% |
True |
False |
1,224 |
| 10 |
1.5860 |
1.5415 |
0.0445 |
2.8% |
0.0126 |
0.8% |
60% |
False |
False |
641 |
| 20 |
1.6101 |
1.5415 |
0.0686 |
4.4% |
0.0114 |
0.7% |
39% |
False |
False |
342 |
| 40 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0112 |
0.7% |
49% |
False |
False |
193 |
| 60 |
1.6120 |
1.5267 |
0.0853 |
5.4% |
0.0091 |
0.6% |
49% |
False |
False |
134 |
| 80 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0069 |
0.4% |
34% |
False |
False |
101 |
| 100 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0056 |
0.4% |
34% |
False |
False |
81 |
| 120 |
1.6503 |
1.5267 |
0.1236 |
7.9% |
0.0047 |
0.3% |
34% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6791 |
|
2.618 |
1.6394 |
|
1.618 |
1.6151 |
|
1.000 |
1.6001 |
|
0.618 |
1.5908 |
|
HIGH |
1.5758 |
|
0.618 |
1.5665 |
|
0.500 |
1.5637 |
|
0.382 |
1.5608 |
|
LOW |
1.5515 |
|
0.618 |
1.5365 |
|
1.000 |
1.5272 |
|
1.618 |
1.5122 |
|
2.618 |
1.4879 |
|
4.250 |
1.4482 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5668 |
1.5658 |
| PP |
1.5652 |
1.5631 |
| S1 |
1.5637 |
1.5605 |
|