CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6069 |
1.6108 |
0.0039 |
0.2% |
1.6139 |
| High |
1.6129 |
1.6175 |
0.0046 |
0.3% |
1.6139 |
| Low |
1.6057 |
1.6108 |
0.0051 |
0.3% |
1.5972 |
| Close |
1.6108 |
1.6150 |
0.0042 |
0.3% |
1.6070 |
| Range |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0167 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
98,604 |
93,807 |
-4,797 |
-4.9% |
467,340 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6345 |
1.6315 |
1.6187 |
|
| R3 |
1.6278 |
1.6248 |
1.6168 |
|
| R2 |
1.6211 |
1.6211 |
1.6162 |
|
| R1 |
1.6181 |
1.6181 |
1.6156 |
1.6196 |
| PP |
1.6144 |
1.6144 |
1.6144 |
1.6152 |
| S1 |
1.6114 |
1.6114 |
1.6144 |
1.6129 |
| S2 |
1.6077 |
1.6077 |
1.6138 |
|
| S3 |
1.6010 |
1.6047 |
1.6132 |
|
| S4 |
1.5943 |
1.5980 |
1.6113 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6561 |
1.6483 |
1.6162 |
|
| R3 |
1.6394 |
1.6316 |
1.6116 |
|
| R2 |
1.6227 |
1.6227 |
1.6101 |
|
| R1 |
1.6149 |
1.6149 |
1.6085 |
1.6105 |
| PP |
1.6060 |
1.6060 |
1.6060 |
1.6038 |
| S1 |
1.5982 |
1.5982 |
1.6055 |
1.5938 |
| S2 |
1.5893 |
1.5893 |
1.6039 |
|
| S3 |
1.5726 |
1.5815 |
1.6024 |
|
| S4 |
1.5559 |
1.5648 |
1.5978 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6175 |
1.5981 |
0.0194 |
1.2% |
0.0069 |
0.4% |
87% |
True |
False |
88,483 |
| 10 |
1.6213 |
1.5972 |
0.0241 |
1.5% |
0.0082 |
0.5% |
74% |
False |
False |
95,174 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0083 |
0.5% |
54% |
False |
False |
99,584 |
| 40 |
1.6304 |
1.5747 |
0.0557 |
3.4% |
0.0081 |
0.5% |
72% |
False |
False |
65,299 |
| 60 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0081 |
0.5% |
82% |
False |
False |
43,560 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0082 |
0.5% |
83% |
False |
False |
32,683 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0075 |
0.5% |
84% |
False |
False |
26,153 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0063 |
0.4% |
84% |
False |
False |
21,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6460 |
|
2.618 |
1.6350 |
|
1.618 |
1.6283 |
|
1.000 |
1.6242 |
|
0.618 |
1.6216 |
|
HIGH |
1.6175 |
|
0.618 |
1.6149 |
|
0.500 |
1.6142 |
|
0.382 |
1.6134 |
|
LOW |
1.6108 |
|
0.618 |
1.6067 |
|
1.000 |
1.6041 |
|
1.618 |
1.6000 |
|
2.618 |
1.5933 |
|
4.250 |
1.5823 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6147 |
1.6132 |
| PP |
1.6144 |
1.6114 |
| S1 |
1.6142 |
1.6096 |
|