CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6003 |
1.5996 |
-0.0007 |
0.0% |
1.6154 |
| High |
1.6030 |
1.6050 |
0.0020 |
0.1% |
1.6213 |
| Low |
1.5972 |
1.5981 |
0.0009 |
0.1% |
1.6063 |
| Close |
1.6001 |
1.6040 |
0.0039 |
0.2% |
1.6138 |
| Range |
0.0058 |
0.0069 |
0.0011 |
19.0% |
0.0150 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
84,352 |
78,283 |
-6,069 |
-7.2% |
482,622 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6231 |
1.6204 |
1.6078 |
|
| R3 |
1.6162 |
1.6135 |
1.6059 |
|
| R2 |
1.6093 |
1.6093 |
1.6053 |
|
| R1 |
1.6066 |
1.6066 |
1.6046 |
1.6080 |
| PP |
1.6024 |
1.6024 |
1.6024 |
1.6030 |
| S1 |
1.5997 |
1.5997 |
1.6034 |
1.6011 |
| S2 |
1.5955 |
1.5955 |
1.6027 |
|
| S3 |
1.5886 |
1.5928 |
1.6021 |
|
| S4 |
1.5817 |
1.5859 |
1.6002 |
|
|
| 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% |
0.0083 |
0.5% |
28% |
False |
False |
96,226 |
| 10 |
1.6269 |
1.5972 |
0.0297 |
1.9% |
0.0091 |
0.6% |
23% |
False |
False |
101,711 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0085 |
0.5% |
20% |
False |
False |
101,316 |
| 40 |
1.6304 |
1.5640 |
0.0664 |
4.1% |
0.0080 |
0.5% |
60% |
False |
False |
56,202 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
69% |
False |
False |
37,496 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
71% |
False |
False |
28,138 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0072 |
0.5% |
73% |
False |
False |
22,512 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0061 |
0.4% |
73% |
False |
False |
18,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6343 |
|
2.618 |
1.6231 |
|
1.618 |
1.6162 |
|
1.000 |
1.6119 |
|
0.618 |
1.6093 |
|
HIGH |
1.6050 |
|
0.618 |
1.6024 |
|
0.500 |
1.6016 |
|
0.382 |
1.6007 |
|
LOW |
1.5981 |
|
0.618 |
1.5938 |
|
1.000 |
1.5912 |
|
1.618 |
1.5869 |
|
2.618 |
1.5800 |
|
4.250 |
1.5688 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6032 |
1.6030 |
| PP |
1.6024 |
1.6021 |
| S1 |
1.6016 |
1.6011 |
|