CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6139 |
1.6019 |
-0.0120 |
-0.7% |
1.6154 |
| High |
1.6139 |
1.6041 |
-0.0098 |
-0.6% |
1.6213 |
| Low |
1.6016 |
1.5972 |
-0.0044 |
-0.3% |
1.6063 |
| Close |
1.6026 |
1.6002 |
-0.0024 |
-0.1% |
1.6138 |
| Range |
0.0123 |
0.0069 |
-0.0054 |
-43.9% |
0.0150 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
92,006 |
122,563 |
30,557 |
33.2% |
482,622 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6212 |
1.6176 |
1.6040 |
|
| R3 |
1.6143 |
1.6107 |
1.6021 |
|
| R2 |
1.6074 |
1.6074 |
1.6015 |
|
| R1 |
1.6038 |
1.6038 |
1.6008 |
1.6022 |
| PP |
1.6005 |
1.6005 |
1.6005 |
1.5997 |
| S1 |
1.5969 |
1.5969 |
1.5996 |
1.5953 |
| S2 |
1.5936 |
1.5936 |
1.5989 |
|
| S3 |
1.5867 |
1.5900 |
1.5983 |
|
| S4 |
1.5798 |
1.5831 |
1.5964 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6588 |
1.6513 |
1.6221 |
|
| R3 |
1.6438 |
1.6363 |
1.6179 |
|
| R2 |
1.6288 |
1.6288 |
1.6166 |
|
| R1 |
1.6213 |
1.6213 |
1.6152 |
1.6176 |
| PP |
1.6138 |
1.6138 |
1.6138 |
1.6119 |
| S1 |
1.6063 |
1.6063 |
1.6124 |
1.6026 |
| S2 |
1.5988 |
1.5988 |
1.6111 |
|
| S3 |
1.5838 |
1.5913 |
1.6097 |
|
| S4 |
1.5688 |
1.5763 |
1.6056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6213 |
1.5972 |
0.0241 |
1.5% |
0.0098 |
0.6% |
12% |
False |
True |
103,010 |
| 10 |
1.6269 |
1.5972 |
0.0297 |
1.9% |
0.0094 |
0.6% |
10% |
False |
True |
107,094 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0087 |
0.5% |
9% |
False |
True |
99,346 |
| 40 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0079 |
0.5% |
55% |
False |
False |
52,137 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0083 |
0.5% |
64% |
False |
False |
34,787 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
67% |
False |
False |
26,106 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0071 |
0.4% |
69% |
False |
False |
20,886 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0060 |
0.4% |
69% |
False |
False |
17,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6334 |
|
2.618 |
1.6222 |
|
1.618 |
1.6153 |
|
1.000 |
1.6110 |
|
0.618 |
1.6084 |
|
HIGH |
1.6041 |
|
0.618 |
1.6015 |
|
0.500 |
1.6007 |
|
0.382 |
1.5998 |
|
LOW |
1.5972 |
|
0.618 |
1.5929 |
|
1.000 |
1.5903 |
|
1.618 |
1.5860 |
|
2.618 |
1.5791 |
|
4.250 |
1.5679 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6007 |
1.6093 |
| PP |
1.6005 |
1.6062 |
| S1 |
1.6004 |
1.6032 |
|