CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.6117 |
1.6103 |
-0.0014 |
-0.1% |
1.6004 |
| High |
1.6139 |
1.6103 |
-0.0036 |
-0.2% |
1.6141 |
| Low |
1.6078 |
1.6004 |
-0.0074 |
-0.5% |
1.5909 |
| Close |
1.6095 |
1.6037 |
-0.0058 |
-0.4% |
1.6095 |
| Range |
0.0061 |
0.0099 |
0.0038 |
62.3% |
0.0232 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.1% |
0.0000 |
| Volume |
95,151 |
58,008 |
-37,143 |
-39.0% |
518,207 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6345 |
1.6290 |
1.6091 |
|
| R3 |
1.6246 |
1.6191 |
1.6064 |
|
| R2 |
1.6147 |
1.6147 |
1.6055 |
|
| R1 |
1.6092 |
1.6092 |
1.6046 |
1.6070 |
| PP |
1.6048 |
1.6048 |
1.6048 |
1.6037 |
| S1 |
1.5993 |
1.5993 |
1.6028 |
1.5971 |
| S2 |
1.5949 |
1.5949 |
1.6019 |
|
| S3 |
1.5850 |
1.5894 |
1.6010 |
|
| S4 |
1.5751 |
1.5795 |
1.5983 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6744 |
1.6652 |
1.6223 |
|
| R3 |
1.6512 |
1.6420 |
1.6159 |
|
| R2 |
1.6280 |
1.6280 |
1.6138 |
|
| R1 |
1.6188 |
1.6188 |
1.6116 |
1.6234 |
| PP |
1.6048 |
1.6048 |
1.6048 |
1.6072 |
| S1 |
1.5956 |
1.5956 |
1.6074 |
1.6002 |
| S2 |
1.5816 |
1.5816 |
1.6052 |
|
| S3 |
1.5584 |
1.5724 |
1.6031 |
|
| S4 |
1.5352 |
1.5492 |
1.5967 |
|
|
| 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% |
0.0101 |
0.6% |
55% |
False |
False |
100,063 |
| 10 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0091 |
0.6% |
48% |
False |
False |
97,303 |
| 20 |
1.6213 |
1.5909 |
0.0304 |
1.9% |
0.0086 |
0.5% |
42% |
False |
False |
95,535 |
| 40 |
1.6304 |
1.5821 |
0.0483 |
3.0% |
0.0085 |
0.5% |
45% |
False |
False |
84,746 |
| 60 |
1.6304 |
1.5557 |
0.0747 |
4.7% |
0.0080 |
0.5% |
64% |
False |
False |
56,558 |
| 80 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0083 |
0.5% |
70% |
False |
False |
42,435 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0080 |
0.5% |
70% |
False |
False |
33,959 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.0% |
0.0070 |
0.4% |
72% |
False |
False |
28,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6524 |
|
2.618 |
1.6362 |
|
1.618 |
1.6263 |
|
1.000 |
1.6202 |
|
0.618 |
1.6164 |
|
HIGH |
1.6103 |
|
0.618 |
1.6065 |
|
0.500 |
1.6054 |
|
0.382 |
1.6042 |
|
LOW |
1.6004 |
|
0.618 |
1.5943 |
|
1.000 |
1.5905 |
|
1.618 |
1.5844 |
|
2.618 |
1.5745 |
|
4.250 |
1.5583 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.6054 |
1.6073 |
| PP |
1.6048 |
1.6061 |
| S1 |
1.6043 |
1.6049 |
|