CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6139 |
1.6047 |
-0.0092 |
-0.6% |
1.6073 |
| High |
1.6167 |
1.6064 |
-0.0103 |
-0.6% |
1.6175 |
| Low |
1.6035 |
1.5992 |
-0.0043 |
-0.3% |
1.5992 |
| Close |
1.6059 |
1.6009 |
-0.0050 |
-0.3% |
1.6009 |
| Range |
0.0132 |
0.0072 |
-0.0060 |
-45.5% |
0.0183 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
111,638 |
92,775 |
-18,863 |
-16.9% |
478,413 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6238 |
1.6195 |
1.6049 |
|
| R3 |
1.6166 |
1.6123 |
1.6029 |
|
| R2 |
1.6094 |
1.6094 |
1.6022 |
|
| R1 |
1.6051 |
1.6051 |
1.6016 |
1.6037 |
| PP |
1.6022 |
1.6022 |
1.6022 |
1.6014 |
| S1 |
1.5979 |
1.5979 |
1.6002 |
1.5965 |
| S2 |
1.5950 |
1.5950 |
1.5996 |
|
| S3 |
1.5878 |
1.5907 |
1.5989 |
|
| S4 |
1.5806 |
1.5835 |
1.5969 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6608 |
1.6491 |
1.6110 |
|
| R3 |
1.6425 |
1.6308 |
1.6059 |
|
| R2 |
1.6242 |
1.6242 |
1.6043 |
|
| R1 |
1.6125 |
1.6125 |
1.6026 |
1.6092 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6042 |
| S1 |
1.5942 |
1.5942 |
1.5992 |
1.5909 |
| S2 |
1.5876 |
1.5876 |
1.5975 |
|
| S3 |
1.5693 |
1.5759 |
1.5959 |
|
| S4 |
1.5510 |
1.5576 |
1.5908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6175 |
1.5992 |
0.0183 |
1.1% |
0.0081 |
0.5% |
9% |
False |
True |
95,682 |
| 10 |
1.6175 |
1.5972 |
0.0203 |
1.3% |
0.0080 |
0.5% |
18% |
False |
False |
94,575 |
| 20 |
1.6269 |
1.5972 |
0.0297 |
1.9% |
0.0085 |
0.5% |
12% |
False |
False |
98,887 |
| 40 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0082 |
0.5% |
47% |
False |
False |
70,404 |
| 60 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0080 |
0.5% |
64% |
False |
False |
46,961 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
67% |
False |
False |
35,238 |
| 100 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0077 |
0.5% |
70% |
False |
False |
28,197 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0065 |
0.4% |
70% |
False |
False |
23,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6370 |
|
2.618 |
1.6252 |
|
1.618 |
1.6180 |
|
1.000 |
1.6136 |
|
0.618 |
1.6108 |
|
HIGH |
1.6064 |
|
0.618 |
1.6036 |
|
0.500 |
1.6028 |
|
0.382 |
1.6020 |
|
LOW |
1.5992 |
|
0.618 |
1.5948 |
|
1.000 |
1.5920 |
|
1.618 |
1.5876 |
|
2.618 |
1.5804 |
|
4.250 |
1.5686 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6028 |
1.6084 |
| PP |
1.6022 |
1.6059 |
| S1 |
1.6015 |
1.6034 |
|