CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5981 |
1.5903 |
-0.0078 |
-0.5% |
1.6018 |
| High |
1.6018 |
1.5913 |
-0.0105 |
-0.7% |
1.6041 |
| Low |
1.5885 |
1.5862 |
-0.0023 |
-0.1% |
1.5885 |
| Close |
1.5901 |
1.5873 |
-0.0028 |
-0.2% |
1.5901 |
| Range |
0.0133 |
0.0051 |
-0.0082 |
-61.7% |
0.0156 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
119,099 |
58,987 |
-60,112 |
-50.5% |
501,343 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6036 |
1.6005 |
1.5901 |
|
| R3 |
1.5985 |
1.5954 |
1.5887 |
|
| R2 |
1.5934 |
1.5934 |
1.5882 |
|
| R1 |
1.5903 |
1.5903 |
1.5878 |
1.5893 |
| PP |
1.5883 |
1.5883 |
1.5883 |
1.5878 |
| S1 |
1.5852 |
1.5852 |
1.5868 |
1.5842 |
| S2 |
1.5832 |
1.5832 |
1.5864 |
|
| S3 |
1.5781 |
1.5801 |
1.5859 |
|
| S4 |
1.5730 |
1.5750 |
1.5845 |
|
|
| 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 |
1.5862 |
0.0179 |
1.1% |
0.0079 |
0.5% |
6% |
False |
True |
93,002 |
| 10 |
1.6173 |
1.5862 |
0.0311 |
2.0% |
0.0079 |
0.5% |
4% |
False |
True |
88,900 |
| 20 |
1.6175 |
1.5862 |
0.0313 |
2.0% |
0.0085 |
0.5% |
4% |
False |
True |
93,102 |
| 40 |
1.6304 |
1.5862 |
0.0442 |
2.8% |
0.0084 |
0.5% |
2% |
False |
True |
95,842 |
| 60 |
1.6304 |
1.5684 |
0.0620 |
3.9% |
0.0082 |
0.5% |
30% |
False |
False |
71,361 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
49% |
False |
False |
53,543 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
52% |
False |
False |
42,844 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0076 |
0.5% |
56% |
False |
False |
35,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6130 |
|
2.618 |
1.6047 |
|
1.618 |
1.5996 |
|
1.000 |
1.5964 |
|
0.618 |
1.5945 |
|
HIGH |
1.5913 |
|
0.618 |
1.5894 |
|
0.500 |
1.5888 |
|
0.382 |
1.5881 |
|
LOW |
1.5862 |
|
0.618 |
1.5830 |
|
1.000 |
1.5811 |
|
1.618 |
1.5779 |
|
2.618 |
1.5728 |
|
4.250 |
1.5645 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5888 |
1.5940 |
| PP |
1.5883 |
1.5918 |
| S1 |
1.5878 |
1.5895 |
|