CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6108 |
1.6139 |
0.0031 |
0.2% |
1.6139 |
| High |
1.6175 |
1.6167 |
-0.0008 |
0.0% |
1.6139 |
| Low |
1.6108 |
1.6035 |
-0.0073 |
-0.5% |
1.5972 |
| Close |
1.6150 |
1.6059 |
-0.0091 |
-0.6% |
1.6070 |
| Range |
0.0067 |
0.0132 |
0.0065 |
97.0% |
0.0167 |
| ATR |
0.0080 |
0.0084 |
0.0004 |
4.6% |
0.0000 |
| Volume |
93,807 |
111,638 |
17,831 |
19.0% |
467,340 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6483 |
1.6403 |
1.6132 |
|
| R3 |
1.6351 |
1.6271 |
1.6095 |
|
| R2 |
1.6219 |
1.6219 |
1.6083 |
|
| R1 |
1.6139 |
1.6139 |
1.6071 |
1.6113 |
| PP |
1.6087 |
1.6087 |
1.6087 |
1.6074 |
| S1 |
1.6007 |
1.6007 |
1.6047 |
1.5981 |
| S2 |
1.5955 |
1.5955 |
1.6035 |
|
| S3 |
1.5823 |
1.5875 |
1.6023 |
|
| S4 |
1.5691 |
1.5743 |
1.5986 |
|
|
| 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 |
1.6014 |
0.0161 |
1.0% |
0.0082 |
0.5% |
28% |
False |
False |
95,154 |
| 10 |
1.6213 |
1.5972 |
0.0241 |
1.5% |
0.0082 |
0.5% |
36% |
False |
False |
95,690 |
| 20 |
1.6304 |
1.5972 |
0.0332 |
2.1% |
0.0086 |
0.5% |
26% |
False |
False |
99,869 |
| 40 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0082 |
0.5% |
56% |
False |
False |
68,086 |
| 60 |
1.6304 |
1.5479 |
0.0825 |
5.1% |
0.0082 |
0.5% |
70% |
False |
False |
45,420 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
73% |
False |
False |
34,079 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0076 |
0.5% |
75% |
False |
False |
27,270 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0065 |
0.4% |
75% |
False |
False |
22,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6728 |
|
2.618 |
1.6513 |
|
1.618 |
1.6381 |
|
1.000 |
1.6299 |
|
0.618 |
1.6249 |
|
HIGH |
1.6167 |
|
0.618 |
1.6117 |
|
0.500 |
1.6101 |
|
0.382 |
1.6085 |
|
LOW |
1.6035 |
|
0.618 |
1.5953 |
|
1.000 |
1.5903 |
|
1.618 |
1.5821 |
|
2.618 |
1.5689 |
|
4.250 |
1.5474 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6101 |
1.6105 |
| PP |
1.6087 |
1.6090 |
| S1 |
1.6073 |
1.6074 |
|