CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5952 |
1.6034 |
0.0082 |
0.5% |
1.6073 |
| High |
1.6045 |
1.6141 |
0.0096 |
0.6% |
1.6175 |
| Low |
1.5932 |
1.6023 |
0.0091 |
0.6% |
1.5992 |
| Close |
1.6035 |
1.6121 |
0.0086 |
0.5% |
1.6009 |
| Range |
0.0113 |
0.0118 |
0.0005 |
4.4% |
0.0183 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.7% |
0.0000 |
| Volume |
110,595 |
131,557 |
20,962 |
19.0% |
478,413 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6449 |
1.6403 |
1.6186 |
|
| R3 |
1.6331 |
1.6285 |
1.6153 |
|
| R2 |
1.6213 |
1.6213 |
1.6143 |
|
| R1 |
1.6167 |
1.6167 |
1.6132 |
1.6190 |
| PP |
1.6095 |
1.6095 |
1.6095 |
1.6107 |
| S1 |
1.6049 |
1.6049 |
1.6110 |
1.6072 |
| S2 |
1.5977 |
1.5977 |
1.6099 |
|
| S3 |
1.5859 |
1.5931 |
1.6089 |
|
| S4 |
1.5741 |
1.5813 |
1.6056 |
|
|
| 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 |
1.6141 |
1.5909 |
0.0232 |
1.4% |
0.0095 |
0.6% |
91% |
True |
False |
103,166 |
| 10 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0089 |
0.5% |
80% |
False |
False |
99,160 |
| 20 |
1.6269 |
1.5909 |
0.0360 |
2.2% |
0.0090 |
0.6% |
59% |
False |
False |
100,436 |
| 40 |
1.6304 |
1.5768 |
0.0536 |
3.3% |
0.0087 |
0.5% |
66% |
False |
False |
80,937 |
| 60 |
1.6304 |
1.5490 |
0.0814 |
5.0% |
0.0081 |
0.5% |
78% |
False |
False |
54,007 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0084 |
0.5% |
80% |
False |
False |
40,521 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
80% |
False |
False |
32,427 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0068 |
0.4% |
81% |
False |
False |
27,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6643 |
|
2.618 |
1.6450 |
|
1.618 |
1.6332 |
|
1.000 |
1.6259 |
|
0.618 |
1.6214 |
|
HIGH |
1.6141 |
|
0.618 |
1.6096 |
|
0.500 |
1.6082 |
|
0.382 |
1.6068 |
|
LOW |
1.6023 |
|
0.618 |
1.5950 |
|
1.000 |
1.5905 |
|
1.618 |
1.5832 |
|
2.618 |
1.5714 |
|
4.250 |
1.5522 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6108 |
1.6089 |
| PP |
1.6095 |
1.6057 |
| S1 |
1.6082 |
1.6025 |
|