CME British Pound Future December 2012
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.6018 |
1.5979 |
-0.0039 |
-0.2% |
1.6103 |
High |
1.6037 |
1.6006 |
-0.0031 |
-0.2% |
1.6173 |
Low |
1.5955 |
1.5963 |
0.0008 |
0.1% |
1.6004 |
Close |
1.5969 |
1.5992 |
0.0023 |
0.1% |
1.6019 |
Range |
0.0082 |
0.0043 |
-0.0039 |
-47.6% |
0.0169 |
ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
95,316 |
74,058 |
-21,258 |
-22.3% |
386,687 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6116 |
1.6097 |
1.6016 |
|
R3 |
1.6073 |
1.6054 |
1.6004 |
|
R2 |
1.6030 |
1.6030 |
1.6000 |
|
R1 |
1.6011 |
1.6011 |
1.5996 |
1.6021 |
PP |
1.5987 |
1.5987 |
1.5987 |
1.5992 |
S1 |
1.5968 |
1.5968 |
1.5988 |
1.5978 |
S2 |
1.5944 |
1.5944 |
1.5984 |
|
S3 |
1.5901 |
1.5925 |
1.5980 |
|
S4 |
1.5858 |
1.5882 |
1.5968 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6572 |
1.6465 |
1.6112 |
|
R3 |
1.6403 |
1.6296 |
1.6065 |
|
R2 |
1.6234 |
1.6234 |
1.6050 |
|
R1 |
1.6127 |
1.6127 |
1.6034 |
1.6096 |
PP |
1.6065 |
1.6065 |
1.6065 |
1.6050 |
S1 |
1.5958 |
1.5958 |
1.6004 |
1.5927 |
S2 |
1.5896 |
1.5896 |
1.5988 |
|
S3 |
1.5727 |
1.5789 |
1.5973 |
|
S4 |
1.5558 |
1.5620 |
1.5926 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6173 |
1.5955 |
0.0218 |
1.4% |
0.0076 |
0.5% |
17% |
False |
False |
91,366 |
10 |
1.6173 |
1.5932 |
0.0241 |
1.5% |
0.0083 |
0.5% |
25% |
False |
False |
89,336 |
20 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0081 |
0.5% |
31% |
False |
False |
90,272 |
40 |
1.6304 |
1.5909 |
0.0395 |
2.5% |
0.0084 |
0.5% |
21% |
False |
False |
94,809 |
60 |
1.6304 |
1.5640 |
0.0664 |
4.2% |
0.0080 |
0.5% |
53% |
False |
False |
64,849 |
80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
63% |
False |
False |
48,658 |
100 |
1.6304 |
1.5401 |
0.0903 |
5.6% |
0.0081 |
0.5% |
65% |
False |
False |
38,939 |
120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0073 |
0.5% |
68% |
False |
False |
32,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6189 |
2.618 |
1.6119 |
1.618 |
1.6076 |
1.000 |
1.6049 |
0.618 |
1.6033 |
HIGH |
1.6006 |
0.618 |
1.5990 |
0.500 |
1.5985 |
0.382 |
1.5979 |
LOW |
1.5963 |
0.618 |
1.5936 |
1.000 |
1.5920 |
1.618 |
1.5893 |
2.618 |
1.5850 |
4.250 |
1.5780 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.5990 |
1.6044 |
PP |
1.5987 |
1.6026 |
S1 |
1.5985 |
1.6009 |
|