CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 22-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.6047 |
1.6004 |
-0.0043 |
-0.3% |
1.6073 |
High |
1.6064 |
1.6048 |
-0.0016 |
-0.1% |
1.6175 |
Low |
1.5992 |
1.5987 |
-0.0005 |
0.0% |
1.5992 |
Close |
1.6009 |
1.6001 |
-0.0008 |
0.0% |
1.6009 |
Range |
0.0072 |
0.0061 |
-0.0011 |
-15.3% |
0.0183 |
ATR |
0.0083 |
0.0082 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
92,775 |
75,897 |
-16,878 |
-18.2% |
478,413 |
|
Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6195 |
1.6159 |
1.6035 |
|
R3 |
1.6134 |
1.6098 |
1.6018 |
|
R2 |
1.6073 |
1.6073 |
1.6012 |
|
R1 |
1.6037 |
1.6037 |
1.6007 |
1.6025 |
PP |
1.6012 |
1.6012 |
1.6012 |
1.6006 |
S1 |
1.5976 |
1.5976 |
1.5995 |
1.5964 |
S2 |
1.5951 |
1.5951 |
1.5990 |
|
S3 |
1.5890 |
1.5915 |
1.5984 |
|
S4 |
1.5829 |
1.5854 |
1.5967 |
|
|
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 |
1.5987 |
0.0188 |
1.2% |
0.0081 |
0.5% |
7% |
False |
True |
94,544 |
10 |
1.6175 |
1.5972 |
0.0203 |
1.3% |
0.0074 |
0.5% |
14% |
False |
False |
92,964 |
20 |
1.6269 |
1.5972 |
0.0297 |
1.9% |
0.0085 |
0.5% |
10% |
False |
False |
98,786 |
40 |
1.6304 |
1.5747 |
0.0557 |
3.5% |
0.0082 |
0.5% |
46% |
False |
False |
72,269 |
60 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0079 |
0.5% |
63% |
False |
False |
48,225 |
80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
66% |
False |
False |
36,186 |
100 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0078 |
0.5% |
69% |
False |
False |
28,956 |
120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0066 |
0.4% |
69% |
False |
False |
24,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6307 |
2.618 |
1.6208 |
1.618 |
1.6147 |
1.000 |
1.6109 |
0.618 |
1.6086 |
HIGH |
1.6048 |
0.618 |
1.6025 |
0.500 |
1.6018 |
0.382 |
1.6010 |
LOW |
1.5987 |
0.618 |
1.5949 |
1.000 |
1.5926 |
1.618 |
1.5888 |
2.618 |
1.5827 |
4.250 |
1.5728 |
|
|
Fisher Pivots for day following 22-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.6018 |
1.6077 |
PP |
1.6012 |
1.6052 |
S1 |
1.6007 |
1.6026 |
|