CME British Pound Future June 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.5478 |
1.5500 |
0.0022 |
0.1% |
1.5613 |
| High |
1.5478 |
1.5500 |
0.0022 |
0.1% |
1.5613 |
| Low |
1.5478 |
1.5409 |
-0.0069 |
-0.4% |
1.5409 |
| Close |
1.5478 |
1.5409 |
-0.0069 |
-0.4% |
1.5409 |
| Range |
0.0000 |
0.0091 |
0.0091 |
|
0.0204 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.7% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5712 |
1.5652 |
1.5459 |
|
| R3 |
1.5621 |
1.5561 |
1.5434 |
|
| R2 |
1.5530 |
1.5530 |
1.5426 |
|
| R1 |
1.5470 |
1.5470 |
1.5417 |
1.5455 |
| PP |
1.5439 |
1.5439 |
1.5439 |
1.5432 |
| S1 |
1.5379 |
1.5379 |
1.5401 |
1.5364 |
| S2 |
1.5348 |
1.5348 |
1.5392 |
|
| S3 |
1.5257 |
1.5288 |
1.5384 |
|
| S4 |
1.5166 |
1.5197 |
1.5359 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6089 |
1.5953 |
1.5521 |
|
| R3 |
1.5885 |
1.5749 |
1.5465 |
|
| R2 |
1.5681 |
1.5681 |
1.5446 |
|
| R1 |
1.5545 |
1.5545 |
1.5428 |
1.5511 |
| PP |
1.5477 |
1.5477 |
1.5477 |
1.5460 |
| S1 |
1.5341 |
1.5341 |
1.5390 |
1.5307 |
| S2 |
1.5273 |
1.5273 |
1.5372 |
|
| S3 |
1.5069 |
1.5137 |
1.5353 |
|
| S4 |
1.4865 |
1.4933 |
1.5297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5751 |
1.5409 |
0.0342 |
2.2% |
0.0018 |
0.1% |
0% |
False |
True |
|
| 10 |
1.6025 |
1.5409 |
0.0616 |
4.0% |
0.0009 |
0.1% |
0% |
False |
True |
|
| 20 |
1.6094 |
1.5409 |
0.0685 |
4.4% |
0.0005 |
0.0% |
0% |
False |
True |
|
| 40 |
1.6094 |
1.5350 |
0.0744 |
4.8% |
0.0003 |
0.0% |
8% |
False |
False |
1 |
| 60 |
1.6153 |
1.5322 |
0.0831 |
5.4% |
0.0002 |
0.0% |
10% |
False |
False |
1 |
| 80 |
1.6514 |
1.5322 |
0.1192 |
7.7% |
0.0001 |
0.0% |
7% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5887 |
|
2.618 |
1.5738 |
|
1.618 |
1.5647 |
|
1.000 |
1.5591 |
|
0.618 |
1.5556 |
|
HIGH |
1.5500 |
|
0.618 |
1.5465 |
|
0.500 |
1.5455 |
|
0.382 |
1.5444 |
|
LOW |
1.5409 |
|
0.618 |
1.5353 |
|
1.000 |
1.5318 |
|
1.618 |
1.5262 |
|
2.618 |
1.5171 |
|
4.250 |
1.5022 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.5455 |
1.5500 |
| PP |
1.5439 |
1.5470 |
| S1 |
1.5424 |
1.5439 |
|