CME British Pound Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5903 |
1.5875 |
-0.0028 |
-0.2% |
1.6018 |
| High |
1.5913 |
1.5913 |
0.0000 |
0.0% |
1.6041 |
| Low |
1.5862 |
1.5856 |
-0.0006 |
0.0% |
1.5885 |
| Close |
1.5873 |
1.5873 |
0.0000 |
0.0% |
1.5901 |
| Range |
0.0051 |
0.0057 |
0.0006 |
11.8% |
0.0156 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
58,987 |
95,938 |
36,951 |
62.6% |
501,343 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6052 |
1.6019 |
1.5904 |
|
| R3 |
1.5995 |
1.5962 |
1.5889 |
|
| R2 |
1.5938 |
1.5938 |
1.5883 |
|
| R1 |
1.5905 |
1.5905 |
1.5878 |
1.5893 |
| PP |
1.5881 |
1.5881 |
1.5881 |
1.5875 |
| S1 |
1.5848 |
1.5848 |
1.5868 |
1.5836 |
| S2 |
1.5824 |
1.5824 |
1.5863 |
|
| S3 |
1.5767 |
1.5791 |
1.5857 |
|
| S4 |
1.5710 |
1.5734 |
1.5842 |
|
|
| 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 |
1.5856 |
0.0185 |
1.2% |
0.0082 |
0.5% |
9% |
False |
True |
97,378 |
| 10 |
1.6173 |
1.5856 |
0.0317 |
2.0% |
0.0079 |
0.5% |
5% |
False |
True |
94,372 |
| 20 |
1.6175 |
1.5856 |
0.0319 |
2.0% |
0.0084 |
0.5% |
5% |
False |
True |
92,969 |
| 40 |
1.6304 |
1.5856 |
0.0448 |
2.8% |
0.0084 |
0.5% |
4% |
False |
True |
96,287 |
| 60 |
1.6304 |
1.5721 |
0.0583 |
3.7% |
0.0082 |
0.5% |
26% |
False |
False |
72,960 |
| 80 |
1.6304 |
1.5456 |
0.0848 |
5.3% |
0.0082 |
0.5% |
49% |
False |
False |
54,741 |
| 100 |
1.6304 |
1.5401 |
0.0903 |
5.7% |
0.0082 |
0.5% |
52% |
False |
False |
43,803 |
| 120 |
1.6304 |
1.5335 |
0.0969 |
6.1% |
0.0076 |
0.5% |
56% |
False |
False |
36,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6155 |
|
2.618 |
1.6062 |
|
1.618 |
1.6005 |
|
1.000 |
1.5970 |
|
0.618 |
1.5948 |
|
HIGH |
1.5913 |
|
0.618 |
1.5891 |
|
0.500 |
1.5885 |
|
0.382 |
1.5878 |
|
LOW |
1.5856 |
|
0.618 |
1.5821 |
|
1.000 |
1.5799 |
|
1.618 |
1.5764 |
|
2.618 |
1.5707 |
|
4.250 |
1.5614 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5885 |
1.5937 |
| PP |
1.5881 |
1.5916 |
| S1 |
1.5877 |
1.5894 |
|