CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5982 |
1.5981 |
-0.0001 |
0.0% |
1.6018 |
| High |
1.6004 |
1.6018 |
0.0014 |
0.1% |
1.6041 |
| Low |
1.5926 |
1.5885 |
-0.0041 |
-0.3% |
1.5885 |
| Close |
1.5977 |
1.5901 |
-0.0076 |
-0.5% |
1.5901 |
| Range |
0.0078 |
0.0133 |
0.0055 |
70.5% |
0.0156 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.4% |
0.0000 |
| Volume |
99,135 |
119,099 |
19,964 |
20.1% |
501,343 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6334 |
1.6250 |
1.5974 |
|
| R3 |
1.6201 |
1.6117 |
1.5938 |
|
| R2 |
1.6068 |
1.6068 |
1.5925 |
|
| R1 |
1.5984 |
1.5984 |
1.5913 |
1.5960 |
| PP |
1.5935 |
1.5935 |
1.5935 |
1.5922 |
| S1 |
1.5851 |
1.5851 |
1.5889 |
1.5827 |
| S2 |
1.5802 |
1.5802 |
1.5877 |
|
| S3 |
1.5669 |
1.5718 |
1.5864 |
|
| S4 |
1.5536 |
1.5585 |
1.5828 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6410 |
1.6312 |
1.5987 |
|
| R3 |
1.6254 |
1.6156 |
1.5944 |
|
| R2 |
1.6098 |
1.6098 |
1.5930 |
|
| R1 |
1.6000 |
1.6000 |
1.5915 |
1.5971 |
| PP |
1.5942 |
1.5942 |
1.5942 |
1.5928 |
| S1 |
1.5844 |
1.5844 |
1.5887 |
1.5815 |
| S2 |
1.5786 |
1.5786 |
1.5872 |
|
| S3 |
1.5630 |
1.5688 |
1.5858 |
|
| S4 |
1.5474 |
1.5532 |
1.5815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6041 |
1.5885 |
0.0156 |
1.0% |
0.0085 |
0.5% |
10% |
False |
True |
100,268 |
| 10 |
1.6173 |
1.5885 |
0.0288 |
1.8% |
0.0084 |
0.5% |
6% |
False |
True |
88,803 |
| 20 |
1.6175 |
1.5885 |
0.0290 |
1.8% |
0.0086 |
0.5% |
6% |
False |
True |
94,232 |
| 40 |
1.6304 |
1.5885 |
0.0419 |
2.6% |
0.0084 |
0.5% |
4% |
False |
True |
96,768 |
| 60 |
1.6304 |
1.5684 |
0.0620 |
3.9% |
0.0082 |
0.5% |
35% |
False |
False |
70,380 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0083 |
0.5% |
52% |
False |
False |
52,806 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
55% |
False |
False |
42,254 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0075 |
0.5% |
58% |
False |
False |
35,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6583 |
|
2.618 |
1.6366 |
|
1.618 |
1.6233 |
|
1.000 |
1.6151 |
|
0.618 |
1.6100 |
|
HIGH |
1.6018 |
|
0.618 |
1.5967 |
|
0.500 |
1.5952 |
|
0.382 |
1.5936 |
|
LOW |
1.5885 |
|
0.618 |
1.5803 |
|
1.000 |
1.5752 |
|
1.618 |
1.5670 |
|
2.618 |
1.5537 |
|
4.250 |
1.5320 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5952 |
1.5963 |
| PP |
1.5935 |
1.5942 |
| S1 |
1.5918 |
1.5922 |
|