CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6012 |
1.5952 |
-0.0060 |
-0.4% |
1.6073 |
| High |
1.6021 |
1.6045 |
0.0024 |
0.1% |
1.6175 |
| Low |
1.5909 |
1.5932 |
0.0023 |
0.1% |
1.5992 |
| Close |
1.5939 |
1.6035 |
0.0096 |
0.6% |
1.6009 |
| Range |
0.0112 |
0.0113 |
0.0001 |
0.9% |
0.0183 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.5% |
0.0000 |
| Volume |
105,007 |
110,595 |
5,588 |
5.3% |
478,413 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6343 |
1.6302 |
1.6097 |
|
| R3 |
1.6230 |
1.6189 |
1.6066 |
|
| R2 |
1.6117 |
1.6117 |
1.6056 |
|
| R1 |
1.6076 |
1.6076 |
1.6045 |
1.6097 |
| PP |
1.6004 |
1.6004 |
1.6004 |
1.6014 |
| S1 |
1.5963 |
1.5963 |
1.6025 |
1.5984 |
| S2 |
1.5891 |
1.5891 |
1.6014 |
|
| S3 |
1.5778 |
1.5850 |
1.6004 |
|
| S4 |
1.5665 |
1.5737 |
1.5973 |
|
|
| 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 |
1.6167 |
1.5909 |
0.0258 |
1.6% |
0.0098 |
0.6% |
49% |
False |
False |
99,182 |
| 10 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0084 |
0.5% |
47% |
False |
False |
93,833 |
| 20 |
1.6269 |
1.5909 |
0.0360 |
2.2% |
0.0088 |
0.5% |
35% |
False |
False |
99,569 |
| 40 |
1.6304 |
1.5768 |
0.0536 |
3.3% |
0.0085 |
0.5% |
50% |
False |
False |
77,650 |
| 60 |
1.6304 |
1.5490 |
0.0814 |
5.1% |
0.0081 |
0.5% |
67% |
False |
False |
51,816 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
70% |
False |
False |
38,879 |
| 100 |
1.6304 |
1.5345 |
0.0959 |
6.0% |
0.0079 |
0.5% |
72% |
False |
False |
31,112 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0068 |
0.4% |
72% |
False |
False |
25,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6525 |
|
2.618 |
1.6341 |
|
1.618 |
1.6228 |
|
1.000 |
1.6158 |
|
0.618 |
1.6115 |
|
HIGH |
1.6045 |
|
0.618 |
1.6002 |
|
0.500 |
1.5989 |
|
0.382 |
1.5975 |
|
LOW |
1.5932 |
|
0.618 |
1.5862 |
|
1.000 |
1.5819 |
|
1.618 |
1.5749 |
|
2.618 |
1.5636 |
|
4.250 |
1.5452 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6020 |
1.6016 |
| PP |
1.6004 |
1.5997 |
| S1 |
1.5989 |
1.5979 |
|