CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5993 |
1.5982 |
-0.0011 |
-0.1% |
1.6103 |
| High |
1.6041 |
1.6004 |
-0.0037 |
-0.2% |
1.6173 |
| Low |
1.5952 |
1.5926 |
-0.0026 |
-0.2% |
1.6004 |
| Close |
1.5986 |
1.5977 |
-0.0009 |
-0.1% |
1.6019 |
| Range |
0.0089 |
0.0078 |
-0.0011 |
-12.4% |
0.0169 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
113,735 |
99,135 |
-14,600 |
-12.8% |
386,687 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6203 |
1.6168 |
1.6020 |
|
| R3 |
1.6125 |
1.6090 |
1.5998 |
|
| R2 |
1.6047 |
1.6047 |
1.5991 |
|
| R1 |
1.6012 |
1.6012 |
1.5984 |
1.5991 |
| PP |
1.5969 |
1.5969 |
1.5969 |
1.5958 |
| S1 |
1.5934 |
1.5934 |
1.5970 |
1.5913 |
| S2 |
1.5891 |
1.5891 |
1.5963 |
|
| S3 |
1.5813 |
1.5856 |
1.5956 |
|
| S4 |
1.5735 |
1.5778 |
1.5934 |
|
|
| 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 |
1.6132 |
1.5926 |
0.0206 |
1.3% |
0.0084 |
0.5% |
25% |
False |
True |
97,722 |
| 10 |
1.6173 |
1.5926 |
0.0247 |
1.5% |
0.0077 |
0.5% |
21% |
False |
True |
86,408 |
| 20 |
1.6175 |
1.5909 |
0.0266 |
1.7% |
0.0083 |
0.5% |
26% |
False |
False |
92,784 |
| 40 |
1.6304 |
1.5909 |
0.0395 |
2.5% |
0.0084 |
0.5% |
17% |
False |
False |
97,050 |
| 60 |
1.6304 |
1.5640 |
0.0664 |
4.2% |
0.0081 |
0.5% |
51% |
False |
False |
68,396 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
61% |
False |
False |
51,318 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
64% |
False |
False |
41,068 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0074 |
0.5% |
66% |
False |
False |
34,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6336 |
|
2.618 |
1.6208 |
|
1.618 |
1.6130 |
|
1.000 |
1.6082 |
|
0.618 |
1.6052 |
|
HIGH |
1.6004 |
|
0.618 |
1.5974 |
|
0.500 |
1.5965 |
|
0.382 |
1.5956 |
|
LOW |
1.5926 |
|
0.618 |
1.5878 |
|
1.000 |
1.5848 |
|
1.618 |
1.5800 |
|
2.618 |
1.5722 |
|
4.250 |
1.5595 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5973 |
1.5984 |
| PP |
1.5969 |
1.5981 |
| S1 |
1.5965 |
1.5979 |
|